Fact sheet: EDRF Cnvxty

Fund information

Fund name
EDRF Convexity A EUR
Fund company manager
Edmond de Rothschild Asset Man
Fund type
SIB
Fund manager(s)
Alina Epifantseva
since 11/08/2017
Laurent Le Grin
since 31/01/2014
Fund objective
The objective is to optimise the risk/return ratio over the recommended investment period by selecting for at least 60% of its net assets, convertible or exchangeable bonds, corporate bonds and stock options, and by diversifying its sources of return: underlying, sector, coupon, issuer, rate, via a systematic analysis of the different exposures.
Benchmark
No Specified Index
Investment style
None
Investment method
Convertibles

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

2.2 %

1 Year rank in sector

63/77

Sector

FO Convertible

Yield
-
Fund size

£ 131.4 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    36.3%
  • North America
    24.5%
  • Asia Pacific ex Japan
    11.2%
  • Global Emerging Markets
    10%
  • Money Market
    9.4%
  • Financials
    18.5%
  • Consumer Discretionary
    16.8%
  • Health Care
    11.5%
  • Information Technology
    11%
  • Industrials
    9.1%
  • European Fixed Interest
    36.3%
  • North American Fixed Interest
    24.5%
  • Asia Pacific ex Japan Fixed Interest
    11.2%
  • Global Emerging Market Fixed Interest
    10%
  • Money Market
    9.4%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.74 %0.05 %2.2 %7.14 %16.8 %
Sector1.64 %2.61 %6.23 %10.83 %24.25 %
Rank within sector31 / 7962 / 7863 / 7745 / 6637 / 52
Quartile th2 nd4 th4 th3 rd3 rd

Calendar performance

YTD-20182017201620152014
Fund1.87 %0.68 %1.36 %3.16 %2.58 %
Sector1.63 %5.22 %0.75 %2.92 %2.27 %
Rank within sector27 / 7868 / 7728 / 7327 / 6540 / 59
Quartile th2 nd4 th2 nd2 nd3 rd

Risk statistics

Alpha-0.13
Beta0.63
Sharpe-0
Volatility3.84
Tracking error2.72
Information ratio-0.44
R-Squared0.79

Price movement

52 week high118.84
52 week low115.09
Current bid price0
Current offer price0
Current mid price117.85

Holdings by region

  • 36.3% Europe
  • 24.5% North America
  • 11.2% Asia Pacific ex Japan
  • 10% Global Emerging Markets
  • 9.4% Money Market
  • 7% Japan
  • 1.6% Not Specified

Holdings by sector

  • 18.5% Financials
  • 16.8% Consumer Discretionary
  • 11.5% Health Care
  • 11% Information Technology
  • 9.1% Industrials
  • 8.4% Energy
  • 8.3% Money Market
  • 7.6% Materials
  • 7.5% Telecommunications Utilities
  • 5.2% Real Estate

Holdings by asset type

  • 36.3% European Fixed Interest
  • 24.5% North American Fixed Interest
  • 11.2% Asia Pacific ex Japan Fixed Interest
  • 10% Global Emerging Market Fixed Interest
  • 9.4% Money Market
  • 7% Japanese Fixed Interest
  • 1.6% Global Fixed Interest

Individual holdings

  • 2.8% MS 0 12/03/19
  • 2.8% YANDEX NV 1.125% CNV BDS 15/12/18 USD1000
  • 2.3% BFCM 0 03/20/19
  • 2.3% GM 0 05/10/21
  • 2.3% QGEN 0 1/2 09/13/23