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
Laurent Le Grin
since 23/11/2010
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

5.12 %

1 Year rank in sector

39/75

Sector

FO Convertible

Yield
-
Fund size

£ 726.4 m

FE Risk score

76

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Non-Rated
    36.4%
  • BBB
    27.6%
  • A
    14.6%
  • BB
    13%
  • Money Market
    4.3%
  • Global Fixed Interest
    95.7%
  • Money Market
    4.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.88 %2.21 %5.12 %8.33 %25.93 %
Sector1.12 %2.61 %4.96 %8.8 %26.23 %
Rank within sector53 / 7742 / 7639 / 7531 / 6325 / 53
Quartile th3 rd3 rd3 rd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund3.32 %0.24 %3.26 %0.4 %12.37 %
Sector4.42 %0.75 %2.92 %2.27 %11.66 %
Rank within sector49 / 7640 / 7426 / 6954 / 6123 / 54
Quartile th3 rd3 rd2 nd4 th2 nd

Risk statistics

Alpha-0.05
Beta0.92
Sharpe-0
Volatility5.98
Tracking error3.1
Information ratio-0.08
R-Squared0.73

Price movement

52 week high159.44
52 week low147.4
Current bid price0
Current offer price0
Current mid price157.57

Holdings by region

-

Holdings by sector

  • 36.4% Non-Rated
  • 27.6% BBB
  • 14.6% A
  • 13% BB
  • 4.3% Money Market
  • 2.6% Others
  • 1.5% B

Holdings by asset type

  • 95.7% Global Fixed Interest
  • 4.3% Money Market

Individual holdings

  • 4.1% TITIM 1 1/8 03/26/22
  • 3.8% AGSBB 0 08/29/49
  • 3.6% AMERICA MOVIL ECH KPN 202
  • 3.3% AIRFP 0 06/14/21
  • 3.3% UNIBAIL-RODAMCO 0% 01/07/