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
Gwenael Le Carvennec
since 17/07/2009
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

Quick stats

1 Year return

6.49 %

1 Year rank in sector

43/75

Sector

FO Convertible

Yield
-
Fund size

£ 219.1 m

FE Risk score

76

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    28.3%
  • North America
    26.7%
  • Japan
    16.1%
  • Asia Pacific ex Japan
    10.2%
  • Global Emerging Markets
    9.7%
  • Consumer Discretionary
    21.8%
  • Information Technology
    20.8%
  • Industrials
    12.6%
  • Materials
    10%
  • Financials
    9.8%
  • European Fixed Interest
    28.3%
  • North American Fixed Interest
    26.7%
  • Japanese Fixed Interest
    16.1%
  • Asia Pacific ex Japan Fixed Interest
    10.2%
  • Global Emerging Market Fixed Interest
    9.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.97 %3.41 %6.49 %6.58 %23.57 %
Sector0.43 %3.79 %6.78 %7.71 %30.2 %
Rank within sector13 / 7545 / 7543 / 7539 / 6240 / 54
Quartile th1 st3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund3.96 %0.18 %2.22 %1.22 %8.96 %
Sector4.43 %0.75 %2.92 %2.27 %11.66 %
Rank within sector45 / 7541 / 7446 / 6949 / 6239 / 55
Quartile th3 rd3 rd3 rd4 th3 rd

Risk statistics

Alpha-0.4
Beta0.85
Sharpe-0
Volatility5.03
Tracking error1.93
Information ratio-0.35
R-Squared0.88

Price movement

52 week high141.81
52 week low132.76
Current bid price0
Current offer price0
Current mid price141.81

Holdings by region

  • 28.3% Europe
  • 26.7% North America
  • 16.1% Japan
  • 10.2% Asia Pacific ex Japan
  • 9.7% Global Emerging Markets
  • 6.2% Money Market
  • 2.8% Not Specified

Holdings by sector

  • 21.8% Consumer Discretionary
  • 20.8% Information Technology
  • 12.6% Industrials
  • 10% Materials
  • 9.8% Financials
  • 7.7% Health Care
  • 6.3% Energy
  • 4.8% Real Estate
  • 4.3% Consumer Staples
  • 4.3% Utilities

Holdings by asset type

  • 28.3% European Fixed Interest
  • 26.7% North American Fixed Interest
  • 16.1% Japanese Fixed Interest
  • 10.2% Asia Pacific ex Japan Fixed Interest
  • 9.7% Global Emerging Market Fixed Interest
  • 6.2% Money Market
  • 2.8% Global Fixed Interest

Individual holdings

  • 2.7% SONY CORP 0% CNV BDS 30/09/22 JPY1000
  • 2.5% SHFSJ 1 1/4 08/11/22
  • 2.4% UBISOFT ENTERTAINMENT
  • 2.3% AMERICA MOVIL ECH KPN 202
  • 2.3% CTRP 1 07/01/20