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 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
-
Investment method
None

Quick stats

1 Year return

0.41 %

1 Year rank in sector

11/26

Sector

FO Fixed Int - EUR

Yield
-
Fund size

£ 36.7 m

FE Risk score

73

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    62.91%
  • Portugal
    19.19%
  • Money Market
    6.05%
  • Ireland
    4.85%
  • Spain
    3.3%
  • Government Bonds
    93.95%
  • Money Market
    6.05%
  • Italian Fixed Interest
    62.91%
  • Portuguese Fixed Interest
    19.19%
  • Money Market
    6.05%
  • Irish Fixed Interest
    4.85%
  • Spanish Fixed Interest
    3.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.43 %1.67 %0.41 %7.09 %19.18 %
Sector0.75 %1.79 %0.47 %5.76 %17.36 %
Rank within sector20 / 2711 / 2611 / 2611 / 2412 / 22
Quartile th3 rd2 nd2 nd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.89 %2.58 %2.44 %6.44 %1.24 %
Sector1.48 %2.56 %0.03 %7.69 %1.45 %
Rank within sector14 / 2612 / 252 / 2418 / 2414 / 22
Quartile th3 rd2 nd1 st3 rd3 rd

Risk statistics

Alpha0.99
Beta0.7
Sharpe-0
Volatility2.07
Tracking error1.48
Information ratio0.29
R-Squared0.6

Price movement

52 week high136.84
52 week low133.67
Current bid price136.64
Current offer price140.74
Current mid price0

Holdings by region

  • 62.91% Italy
  • 19.19% Portugal
  • 6.05% Money Market
  • 4.85% Ireland
  • 3.3% Spain
  • 3.29% France
  • 0.41% Germany

Holdings by sector

  • 93.95% Government Bonds
  • 6.05% Money Market

Holdings by asset type

  • 62.91% Italian Fixed Interest
  • 19.19% Portuguese Fixed Interest
  • 6.05% Money Market
  • 4.85% Irish Fixed Interest
  • 3.3% Spanish Fixed Interest
  • 3.29% French Fixed Interest
  • 0.41% German Fixed Interest

Individual holdings

  • 8.9% ITALY(REPUBLIC OF) 5.5% BDS 01/09/22 EUR1000
  • 7.6% ITALY(REPUBLIC OF) 2.15% NTS 15/12/21 EUR1000
  • 7.59% ITALY(REPUBLIC OF) 5% BDS 01/03/22 EUR1000
  • 7.51% GOVERNMENT OF ITALY 0.1% 15-MAY-2022
  • 6.46% PORTUGAL(REPUBLIC OF) 4.80% BDS 15/06/20 EUR0.01
  • 6.43% PORTUGAL(REPUBLIC OF) 3.85% BDS 15/04/21 EUR0.01
  • 5.68% ITALY(REPUBLIC OF) 0.95% BDS 15/03/23 EUR1000
  • 5.16% ITALY(REPUBLIC OF) 4% BDS 01/09/20 EUR1000
  • 4.84% ITALY(REPUBLIC OF) 3.75% BDS 01/05/21 EUR1000
  • 4.56% GOVERNMENT OF PORTUGAL 2.2% 17-OCT-2022