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

4.09 %

1 Year rank in sector

65/78

Sector

FO Convertible

Yield
-
Fund size

£ 142.3 m

FE Risk score

75

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    38.2%
  • North America
    21.3%
  • Global Emerging Markets
    11.7%
  • Money Market
    11%
  • Japan
    8.6%
  • Financials
    19.9%
  • Consumer Discretionary
    12.3%
  • Information Technology
    12.3%
  • Money Market
    11.7%
  • Health Care
    10.1%
  • European Fixed Interest
    38.2%
  • North American Fixed Interest
    21.3%
  • Global Emerging Market Fixed Interest
    11.7%
  • Money Market
    11%
  • Japanese Fixed Interest
    8.6%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.2 %0.61 %4.09 %7.59 %0 %
Sector0.54 %2.23 %7.27 %9.98 %28.28 %
Rank within sector59 / 8156 / 7965 / 7842 / 65 /
Quartile th3 rd3 rd4 th3 rd th

Calendar performance

YTD-20172016201520142013
Fund2.84 %1.36 %3.16 %2.58 %6.58 %
Sector5.93 %0.75 %2.92 %2.27 %11.66 %
Rank within sector62 / 7932 / 7729 / 6840 / 6047 / 53
Quartile th4 th2 nd2 nd3 rd4 th

Risk statistics

Alpha0.5
Beta0.61
Sharpe-0
Volatility3.66
Tracking error2.59
Information ratio-0.33
R-Squared0.85

Price movement

52 week high118.84
52 week low113.05
Current bid price0
Current offer price0
Current mid price118.17

Holdings by region

  • 38.2% Europe
  • 21.3% North America
  • 11.7% Global Emerging Markets
  • 11% Money Market
  • 8.6% Japan
  • 7.5% Asia Pacific ex Japan
  • 1.7% Not Specified

Holdings by sector

  • 19.9% Financials
  • 12.3% Consumer Discretionary
  • 12.3% Information Technology
  • 11.7% Money Market
  • 10.1% Health Care
  • 9.7% Industrials
  • 9.4% Materials
  • 8% Telecommunications Utilities
  • 7.8% Energy
  • 4.1% Real Estate

Holdings by asset type

  • 38.2% European Fixed Interest
  • 21.3% North American Fixed Interest
  • 11.7% Global Emerging Market Fixed Interest
  • 11% Money Market
  • 8.6% Japanese Fixed Interest
  • 7.5% Asia Pacific ex Japan Fixed Interest
  • 1.7% Global Fixed Interest

Individual holdings

  • 2.4% YANDEX NV 1.125% CNV BDS 15/12/18 USD 1000
  • 2.2% MS 0 12/03/19
  • 1.8% BFCM 0 03/20/19
  • 1.8% GM 0 05/10/21
  • 1.8% TAP 0 03/15/19