Fact sheet: EDRF Eur Covts

Fund information

Fund name
EDRF Europe Convertibles R EUR
Fund company manager
Edmond de Rothschild Asset Man
Fund type
SIB
Fund manager(s)
Laurent Le Grin
since 02/10/2015
Thibaud Bailly
since 10/11/2017
Fund objective
The objective is to grow the value of its assets in the medium term (3 to 5 years). The assets of the Sub-Fund are predominantly, but not exclusively, invested in convertible or exchangeable bonds with underlying assets in the eurozone. The Sub-Fund seeks to optimise the risk/return ratio over the specified period by diversifying its sources of return –underlying assets, sector, coupon, issuer, interest rate and currency –based on a systematic analysis of the various exposures.
Benchmark
Exane Euro Convertible Bond
Investment style
Active
Investment method
Convertibles

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

6.71 %

1 Year rank in sector

45/78

Sector

FO Convertible

Yield
-
Fund size

£ 746.0 m

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Non-Rated
    34.8%
  • BBB
    25.2%
  • A
    14.7%
  • BB
    11.3%
  • Money Market
    8.8%
  • Global Fixed Interest
    91.2%
  • Money Market
    8.8%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.39 %-0.47 %6.71 %7.94 %24.41 %
Sector0.46 %2.15 %7.24 %9.99 %27.83 %
Rank within sector74 / 8165 / 7945 / 7840 / 6532 / 52
Quartile th4 th4 th3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund3.49 %0.24 %3.26 %0.4 %12.37 %
Sector5.94 %0.75 %2.92 %2.27 %11.66 %
Rank within sector56 / 7943 / 7726 / 6853 / 6022 / 53
Quartile th3 rd3 rd2 nd4 th2 nd

Risk statistics

Alpha0.07
Beta0.92
Sharpe-0
Volatility5.92
Tracking error3.09
Information ratio-0.08
R-Squared0.73

Price movement

52 week high160.08
52 week low147.4
Current bid price0
Current offer price0
Current mid price157.83

Holdings by region

-

Holdings by sector

  • 34.8% Non-Rated
  • 25.2% BBB
  • 14.7% A
  • 11.3% BB
  • 8.8% Money Market
  • 2.6% B
  • 2.6% Others

Holdings by asset type

  • 91.2% Global Fixed Interest
  • 8.8% Money Market

Individual holdings

  • 3.9% AGSBB 0 08/29/49
  • 3.9% TITIM 1 1/8 03/26/22
  • 3.4% AMERICA MOVIL ECH KPN 202
  • 3.2% EVONIK INDUSTRIES AG
  • 3.2% UNIBAIL-RODAMCO 0% 01/07/