Fact sheet: EDRF Gbl Convexity

Fund information

Fund name
EDRF Global Convexity A EUR
Fund company manager
Edmond de Rothschild Asset Man
Fund type
SIB
Fund manager
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

Quick stats

1 Year return

4.19 %

1 Year rank in sector

52/75

Sector

FO Convertible

Yield
-
Fund size

£ 164.3 m

FE Risk score

72

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    39.2%
  • North America
    25%
  • Global Emerging Markets
    10.7%
  • Japan
    10.2%
  • Money Market
    6.9%
  • Financials
    19.6%
  • Consumer Discretionary
    15.62%
  • Information Technology
    12.87%
  • Industrials
    10.51%
  • Materials
    8.61%
  • European Fixed Interest
    39.2%
  • North American Fixed Interest
    25%
  • Global Emerging Market Fixed Interest
    10.7%
  • Japanese Fixed Interest
    10.2%
  • Money Market
    6.9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.85 %1.18 %4.19 %6.61 %0 %
Sector1.27 %2.42 %5.95 %8.06 %26.37 %
Rank within sector58 / 7758 / 7652 / 7538 / 63 /
Quartile th4 th4 th3 rd3 rd th

Calendar performance

YTD-20172016201520142013
Fund2.33 %1.36 %3.16 %2.58 %6.58 %
Sector4.63 %0.75 %2.92 %2.27 %11.66 %
Rank within sector58 / 7630 / 7429 / 6940 / 6148 / 54
Quartile th4 th2 nd2 nd3 rd4 th

Risk statistics

Alpha0.66
Beta0.61
Sharpe-0
Volatility3.67
Tracking error2.67
Information ratio-0.04
R-Squared0.84

Price movement

52 week high117.83
52 week low112.47
Current bid price0
Current offer price0
Current mid price117.59

Holdings by region

  • 39.2% Europe
  • 25% North America
  • 10.7% Global Emerging Markets
  • 10.2% Japan
  • 6.9% Money Market
  • 5.9% Asia Pacific ex Japan
  • 2.1% Not Specified

Holdings by sector

  • 19.6% Financials
  • 15.62% Consumer Discretionary
  • 12.87% Information Technology
  • 10.51% Industrials
  • 8.61% Materials
  • 8.42% Health Care
  • 6.91% Energy
  • 6.34% Telecommunications Utilities
  • 4.45% Real Estate
  • 4.4% Money Market

Holdings by asset type

  • 39.2% European Fixed Interest
  • 25% North American Fixed Interest
  • 10.7% Global Emerging Market Fixed Interest
  • 10.2% Japanese Fixed Interest
  • 6.9% Money Market
  • 5.9% Asia Pacific ex Japan Fixed Interest
  • 2.1% Global Fixed Interest

Individual holdings

  • 2.4% AGSBB 0 08/29/49
  • 2.3% YANDEX NV 1.125% CNV BDS 15/12/18 USD 1000
  • 2.2% MS 0 12/03/19
  • 2% CITRIX SYSTEMS -144A- 0.5%/14-15.04.2019
  • 1.9% BFCM 0 03/20/19