Fact sheet: GIS Euro Bond

Fund information

Fund name
GIS Euro Bond DX
Fund company manager
Generali Investment SICAV
Fund type
SIB
Fund manager(s)
Mauro Valle
since 02/04/2002
Fund objective
The objective of the Fund is to outperform its Benchmark investing in quality debt securities denominated in Euro. 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 asset backed 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
J.P. Morgan EMU Index
Investment style
Active
Investment method
Fixed Interest

Quick stats

1 Year return

3.52 %

1 Year rank in sector

7/21

Sector

FO Fixed Int - EUR

Yield
-
Fund size

£ 1.0 b

FE Risk score

88

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    51.82%
  • Spain
    20.24%
  • Portugal
    11.84%
  • Money Market
    5.3%
  • France
    5.21%
  • Government Bonds
    94.7%
  • Money Market
    5.3%
  • Italian Fixed Interest
    51.82%
  • Spanish Fixed Interest
    20.24%
  • Portuguese Fixed Interest
    11.84%
  • Money Market
    5.3%
  • French Fixed Interest
    5.21%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.84 %2 %3.52 %9.9 %23.34 %
Sector0.35 %1.08 %3.09 %5.35 %15.09 %
Rank within sector3 / 224 / 227 / 213 / 212 / 18
Quartile th1 st1 st2 nd1 st1 st

Calendar performance

YTD-20172016201520142013
Fund2.32 %4.04 %2.21 %11.76 %0.48 %
Sector2.3 %2.56 %0.03 %7.69 %1.45 %
Rank within sector8 / 212 / 203 / 203 / 1913 / 18
Quartile th2 nd1 st1 st1 st3 rd

Risk statistics

Alpha0.22
Beta1.82
Sharpe-0
Volatility4.46
Tracking error2.6
Information ratio0.57
R-Squared0.83

Price movement

52 week high170.753
52 week low162.87
Current bid price0
Current offer price0
Current mid price170.838

Holdings by region

  • 51.82% Italy
  • 20.24% Spain
  • 11.84% Portugal
  • 5.3% Money Market
  • 5.21% France
  • 2.92% Germany
  • 2.67% Ireland

Holdings by sector

  • 94.7% Government Bonds
  • 5.3% Money Market

Holdings by asset type

  • 51.82% Italian Fixed Interest
  • 20.24% Spanish Fixed Interest
  • 11.84% Portuguese Fixed Interest
  • 5.3% Money Market
  • 5.21% French Fixed Interest
  • 2.92% German Fixed Interest
  • 2.67% Irish Fixed Interest

Individual holdings

  • 6.13% ITALY(REPUBLIC OF) 5.5% BDS 01/09/22 EUR1000
  • 5.5% GOVERNMENT OF ITALY 0.1% 15-MAY-2022
  • 5.46% ITALY(REPUBLIC OF) 5.5% BDS 01/11/22 EUR1000
  • 4.15% GOV OF ITALY 2.10% 15/09/2021
  • 3.71% ITALY(REPUBLIC OF) 5% BDS 01/03/22 EUR1000
  • 3.3% GOVERNMENT OF PORTUGAL 2.2% 17-OCT-2022
  • 3.27% PORTUGAL(REPUBLIC OF) 4.95% BDS 25/10/23 EUR0.01
  • 3.02% SPAIN(KINGDOM OF) 2.75% BDS 31/10/24 EUR1000
  • 2.66% ITALY(REPUBLIC OF) 2.15% NTS 15/12/21 EUR1000
  • 2.65% SPAIN(KINGDOM OF) 4.4% BDS 31/10/23 EUR1000