Fact sheet: GIS Euro Bond 3-5 Years

Fund information

Fund name
GIS Euro Bond 3-5 Years DX
Fund company manager
Generali Investment SICAV
Fund type
SIB
Fund manager(s)
Fund objective
The objective of the Fund is to outperform its Benchmark investing in quality debt securities denominated in Euro resulting in a weighted average portfolio maturity ranging from 3 to 5 years. The Fund shall essentially invest in debt securities denominated in Euro with Investment Grade Credit Rating. The Fund shall mainly invest in government bonds. The Fund may invest on an ancillary basis in money market instruments and bank deposits. It may also hold on an ancillary basis government agencies, local authorities, supranational, corporate bonds and assetbacked securities having Investment Grade Credit Rating, denominated in Euro. Investment Grade Credit Rating is credit rating from AAA to BBB- for Standard & Poors or from Aaa to Baa3 for Moody's or from AAA to BBB for Fitch or an equivalent credit rating by a recognised credit rating agency or an equivalent credit rating as deemed by the Investment Manager. The Fund may use financial instruments and derivatives for hedging purposes, for efficient portfolio management purposes and for investment purposes.
Benchmark
JPM Emu Government Bond Index 3-5 years
Investment style
Active
Investment method
Fixed Interest

Quick stats

1 Year return

1.15 %

1 Year rank in sector

2/37

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 39.3 m

FE Risk score

78

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    67.75%
  • Portugal
    17.62%
  • Ireland
    4.47%
  • Money Market
    3.71%
  • France
    3.04%
  • Government Bonds
    96.29%
  • Money Market
    3.71%
  • Italian Fixed Interest
    67.75%
  • Portuguese Fixed Interest
    17.62%
  • Irish Fixed Interest
    4.47%
  • Money Market
    3.71%
  • French Fixed Interest
    3.04%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.13 %1.72 %1.15 %7.99 %16.6 %
Sector0.08 %0.23 %-0.09 %2.19 %6.78 %
Rank within sector10 / 381 / 372 / 372 / 352 / 28
Quartile th2 nd1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund1.24 %2.58 %2.44 %6.44 %1.24 %
Sector0.08 %1.15 %0.21 %3.37 %0.95 %
Rank within sector3 / 374 / 361 / 354 / 2916 / 28
Quartile th1 st1 st1 st1 st3 rd

Risk statistics

Alpha1.4
Beta1.4
Sharpe-0
Volatility2.05
Tracking error1.57
Information ratio1.04
R-Squared0.45

Price movement

52 week high137.01
52 week low133.67
Current bid price137.11
Current offer price141.22
Current mid price0

Holdings by region

  • 67.75% Italy
  • 17.62% Portugal
  • 4.47% Ireland
  • 3.71% Money Market
  • 3.04% France
  • 3.03% Spain
  • 0.38% Germany

Holdings by sector

  • 96.29% Government Bonds
  • 3.71% Money Market

Holdings by asset type

  • 67.75% Italian Fixed Interest
  • 17.62% Portuguese Fixed Interest
  • 4.47% Irish Fixed Interest
  • 3.71% Money Market
  • 3.04% French Fixed Interest
  • 3.03% Spanish Fixed Interest
  • 0.38% German Fixed Interest

Individual holdings

  • 8.28% GOVERNMENT OF ITALY 0.1% 15-MAY-2022
  • 8.17% ITALY(REPUBLIC OF) 5.5% BDS 01/09/22 EUR1000
  • 6.97% ITALY(REPUBLIC OF) 2.15% NTS 15/12/21 EUR1000
  • 6.96% ITALY(REPUBLIC OF) 5% BDS 01/03/22 EUR1000
  • 5.93% PORTUGAL(REPUBLIC OF) 4.80% BDS 15/06/20 EUR0.01
  • 5.91% PORTUGAL(REPUBLIC OF) 3.85% BDS 15/04/21 EUR0.01
  • 5.21% ITALY(REPUBLIC OF) 0.95% BDS 15/03/23 EUR1000
  • 4.73% ITALY(REPUBLIC OF) 4% BDS 01/09/20 EUR1000
  • 4.44% ITALY(REPUBLIC OF) 3.75% BDS 01/05/21 EUR1000
  • 4.18% GOVERNMENT OF PORTUGAL 2.2% 17-OCT-2022