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
Kris Deblander
since 31/08/2009
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

Quick stats

1 Year return

3.89 %

1 Year rank in sector

35/75

Sector

FO Convertible

Yield
-
Fund size

£ 730.7 m

FE Risk score

73

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Non-Rated
    37.5%
  • BBB
    28%
  • A
    14.9%
  • BB
    12.1%
  • Money Market
    3.2%
  • Global Fixed Interest
    96.8%
  • Money Market
    3.2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.66 %2.48 %4.47 %7.92 %26.83 %
Sector-0.72 %1.35 %4.06 %7.15 %26.5 %
Rank within sector37 / 7721 / 7635 / 7529 / 6225 / 54
Quartile th2 nd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund2.99 %0.24 %3.26 %0.4 %12.37 %
Sector3.21 %0.75 %2.92 %2.27 %11.66 %
Rank within sector43 / 7641 / 7424 / 6955 / 6224 / 55
Quartile th3 rd3 rd2 nd4 th2 nd

Risk statistics

Alpha0.21
Beta0.92
Sharpe-0
Volatility5.96
Tracking error3.11
Information ratio-0.01
R-Squared0.73

Price movement

52 week high159.44
52 week low147.4
Current bid price0
Current offer price0
Current mid price157.07

Holdings by region

-

Holdings by sector

  • 37.5% Non-Rated
  • 28% BBB
  • 14.9% A
  • 12.1% BB
  • 3.2% Money Market
  • 2.9% Unknown
  • 1.4% B

Holdings by asset type

  • 96.8% Global Fixed Interest
  • 3.2% Money Market

Individual holdings

  • 4% TITIM 1 1/8 03/26/22
  • 3.8% AGSBB 0 08/29/49
  • 3.7% AIRFP 0 06/14/21
  • 3.5% AMERICA MOVIL ECH KPN 202
  • 3.3% UNIBAIL-RODAMCO 0% 01/07/