Fact sheet: EDRF Gbl Covts

Fund information

Fund name
EDRF Global Convertibles R EUR
Fund company manager
Edmond de Rothschild Asset Man
Fund type
SIB
Fund manager(s)
Thibaud Bailly
since 06/10/2017
Annelie Fearon
since 06/05/2016
Fund objective
The fund seeks to deliver a steady performance over the medium term through an active selection of convertibles bonds through all international markets. The fund will hold at least 50% of its assets in Investment Grade issues and will maintain important geographical diversification. The management focuses mainly on hybrid issues.
Benchmark
Thomson Reuters Global Focus
Investment style
Active
Investment method
Convertibles

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

5.66 %

1 Year rank in sector

48/78

Sector

FO Convertible

Yield
-
Fund size

£ 217.6 m

FE Risk score

82

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    28.8%
  • Europe
    27.3%
  • Japan
    16.4%
  • Asia Pacific ex Japan
    11.8%
  • Global Emerging Markets
    9.3%
  • Information Technology
    20.34%
  • Consumer Discretionary
    13.68%
  • Industrials
    12.06%
  • Health Care
    11.97%
  • Financials
    8.82%
  • North American Fixed Interest
    28.8%
  • European Fixed Interest
    27.3%
  • Japanese Fixed Interest
    16.4%
  • Asia Pacific ex Japan Fixed Interest
    11.8%
  • Global Emerging Market Fixed Interest
    9.3%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.23 %1.52 %5.66 %7.12 %20.82 %
Sector-0.2 %1.38 %6.91 %10.13 %28.87 %
Rank within sector51 / 8143 / 7948 / 7845 / 6439 / 52
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund4.08 %0.18 %2.22 %1.22 %8.96 %
Sector5.41 %0.75 %2.92 %2.27 %11.66 %
Rank within sector49 / 7944 / 7746 / 6847 / 6038 / 53
Quartile th3 rd3 rd3 rd4 th3 rd

Risk statistics

Alpha-0.43
Beta0.84
Sharpe-0
Volatility4.86
Tracking error1.72
Information ratio-0.57
R-Squared0.91

Price movement

52 week high144.12
52 week low133.88
Current bid price0
Current offer price0
Current mid price141.97

Holdings by region

  • 28.8% North America
  • 27.3% Europe
  • 16.4% Japan
  • 11.8% Asia Pacific ex Japan
  • 9.3% Global Emerging Markets
  • 4.5% Money Market
  • 1.9% Not Specified

Holdings by sector

  • 20.34% Information Technology
  • 13.68% Consumer Discretionary
  • 12.06% Industrials
  • 11.97% Health Care
  • 8.82% Financials
  • 8.55% Materials
  • 5.5% Money Market
  • 4.86% Energy
  • 4.23% Real Estate
  • 4.23% Telecommunications Utilities

Holdings by asset type

  • 28.8% North American Fixed Interest
  • 27.3% European Fixed Interest
  • 16.4% Japanese Fixed Interest
  • 11.8% Asia Pacific ex Japan Fixed Interest
  • 9.3% Global Emerging Market Fixed Interest
  • 4.5% Money Market
  • 1.9% Global Fixed Interest

Individual holdings

  • 2.7% SONY CORP 0% CNV BDS 30/09/22 JPY1000
  • 2.3% AMERICA MOVIL ECH KPN 202
  • 2.3% SHFSJ 1 1/4 08/11/22
  • 2% DP WORLD LTD 1.75% CNV BDS 19/06/24 USD200000
  • 2% YANDEX NV 1.125% CNV BDS 15/12/18 USD1000