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
Kris Deblander
since 03/04/2015
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

4.93 %

1 Year rank in sector

56/75

Sector

FO Convertible

Yield
-
Fund size

£ 152.8 m

FE Risk score

69

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    41.9%
  • North America
    22.7%
  • Global Emerging Markets
    10.9%
  • Japan
    10.2%
  • Asia Pacific ex Japan
    7.3%
  • Financials
    19.8%
  • Industrials
    14%
  • Consumer Discretionary
    13.6%
  • Information Technology
    13.1%
  • Telecommunications Utilities
    8.8%
  • European Fixed Interest
    41.9%
  • North American Fixed Interest
    22.7%
  • Global Emerging Market Fixed Interest
    10.9%
  • Japanese Fixed Interest
    10.2%
  • Asia Pacific ex Japan Fixed Interest
    7.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.45 %2.22 %4.93 %7.73 %0 %
Sector0.26 %3.78 %6.99 %7.65 %30.18 %
Rank within sector29 / 7559 / 7556 / 7530 / 62 /
Quartile th2 nd4 th3 rd2 nd th

Calendar performance

YTD-20172016201520142013
Fund2.51 %1.36 %3.16 %2.58 %6.58 %
Sector4.41 %0.75 %2.92 %2.27 %11.66 %
Rank within sector58 / 7529 / 7428 / 6941 / 6249 / 55
Quartile th4 th2 nd2 nd3 rd4 th

Risk statistics

Alpha0.93
Beta0.6
Sharpe-0
Volatility3.67
Tracking error2.69
Information ratio0.08
R-Squared0.84

Price movement

52 week high117.83
52 week low112.3
Current bid price0
Current offer price0
Current mid price117.79

Holdings by region

  • 41.9% Europe
  • 22.7% North America
  • 10.9% Global Emerging Markets
  • 10.2% Japan
  • 7.3% Asia Pacific ex Japan
  • 4.8% Money Market
  • 2.2% Not Specified

Holdings by sector

  • 19.8% Financials
  • 14% Industrials
  • 13.6% Consumer Discretionary
  • 13.1% Information Technology
  • 8.8% Telecommunications Utilities
  • 8.2% Materials
  • 7.3% Energy
  • 6.8% Health Care
  • 5.3% Real Estate
  • 5.1% Consumer Staples

Holdings by asset type

  • 41.9% European Fixed Interest
  • 22.7% North American Fixed Interest
  • 10.9% Global Emerging Market Fixed Interest
  • 10.2% Japanese Fixed Interest
  • 7.3% Asia Pacific ex Japan Fixed Interest
  • 4.8% Money Market
  • 2.2% Global Fixed Interest

Individual holdings

  • 2.8% AGSBB 0 08/29/49
  • 2.6% YANDEX NV 1.125% CNV BDS 15/12/18 USD 1000
  • 2.4% MS 0 12/03/19
  • 2.1% UBISOFT ENTERTAINMENT
  • 2% BFCM 0 03/20/19