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(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

4.69 %

1 Year rank in sector

58/77

Sector

FO Convertible

Yield
-
Fund size

£ 164.8 m

FE Risk score

74

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    36.6%
  • North America
    23.7%
  • Global Emerging Markets
    11.7%
  • Japan
    10.5%
  • Money Market
    10.2%
  • Financials
    18.04%
  • Consumer Discretionary
    11.87%
  • Information Technology
    10.96%
  • Health Care
    10.42%
  • Money Market
    10.3%
  • European Fixed Interest
    36.6%
  • North American Fixed Interest
    23.7%
  • Global Emerging Market Fixed Interest
    11.7%
  • Japanese Fixed Interest
    10.5%
  • Money Market
    10.2%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.55 %1.73 %4.43 %9.46 %0 %
Sector1.11 %3.43 %6.74 %13.8 %27.2 %
Rank within sector65 / 8061 / 7858 / 7748 / 63 /
Quartile th4 th4 th4 th4 th th

Calendar performance

YTD-20172016201520142013
Fund2.78 %1.36 %3.16 %2.58 %6.58 %
Sector5.62 %0.75 %2.92 %2.27 %11.66 %
Rank within sector62 / 7831 / 7629 / 6840 / 6047 / 53
Quartile th4 th2 nd2 nd3 rd4 th

Risk statistics

Alpha0.47
Beta0.62
Sharpe-0
Volatility3.67
Tracking error2.56
Information ratio-0.25
R-Squared0.85

Price movement

52 week high118.19
52 week low112.47
Current bid price0
Current offer price0
Current mid price118.11

Holdings by region

  • 36.6% Europe
  • 23.7% North America
  • 11.7% Global Emerging Markets
  • 10.5% Japan
  • 10.2% Money Market
  • 5.4% Asia Pacific ex Japan
  • 1.9% Not Specified

Holdings by sector

  • 18.04% Financials
  • 11.87% Consumer Discretionary
  • 10.96% Information Technology
  • 10.42% Health Care
  • 10.3% Money Market
  • 9.15% Materials
  • 9.06% Industrials
  • 7.34% Energy
  • 6.07% Telecommunications Utilities
  • 3.71% Real Estate

Holdings by asset type

  • 36.6% European Fixed Interest
  • 23.7% North American Fixed Interest
  • 11.7% Global Emerging Market Fixed Interest
  • 10.5% Japanese Fixed Interest
  • 10.2% Money Market
  • 5.4% Asia Pacific ex Japan Fixed Interest
  • 1.9% Global Fixed Interest

Individual holdings

  • 2.3% YANDEX NV 1.125% CNV BDS 15/12/18 USD 1000
  • 2.2% MS 0 12/03/19
  • 1.9% BFCM 0 03/20/19
  • 1.9% GM 0 05/10/21
  • 1.8% TAP 0 03/15/19