Fact sheet: JI Balanced Strategy NOK CL

Fund information

Fund name
JI Balanced Strategy NOK CL
Fund company manager
Jyske Invest International
Fund type
SIB
Fund manager(s)
Peter Bune Juhl
since 01/06/2009
Fund objective
The fund invests in a global equity and bond portfolio. Equities account for 30 - 60%. The companies in the equity portfolio are from various regions, countries and sectors. The equity portfolio will typically consist of shares from 30 - 50 companies. Investment is primarily made in bonds issued by or guaranteed by states, mortgage-credit institutions and international organisations. Assets are also invested in emerging-market bonds and equities and in corporate bonds. These bonds involve a certain degree of risk. At least 75% of the fund's assets will at all times be invested in NOK or hedged to NOK. As indicated in the fund name, NOK is the base currency of the fund; it is not necessarily the currency in which the fund invests. The objective of the portfolio management is to generate a return over time which is at least in line with the market development in the global equity and bond markets measured by a composite benchmark.
Benchmark
-
Investment style
Balanced
Investment method
Mixed

Quick stats

1 Year return

9.84 %

1 Year rank in sector

53/146

Sector

FO Mixed Asset - Balanced

Yield
-
Fund size

£ 174.7 m

FE Risk score

113

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    43.29%
  • North America
    36.38%
  • International
    8.96%
  • Asia
    6.46%
  • Far East
    3.12%
  • Financials
    24.25%
  • Information Technology
    18.9%
  • Consumer Discretionary
    15.66%
  • Consumer Goods
    12.84%
  • Health Care
    12.67%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.99 %5.36 %9.84 %18.61 %44.27 %
Sector1.93 %4.52 %8.72 %15.35 %27.83 %
Rank within sector68 / 14959 / 15053 / 14644 / 12610 / 97
Quartile th2 nd2 nd2 nd2 nd1 st

Calendar performance

YTD-20182017201620152014
Fund1.55 %9.13 %2 %4.64 %9.16 %
Sector1.37 %8.4 %5.2 %-0.3 %4.7 %
Rank within sector58 / 14963 / 146108 / 13411 / 12617 / 115
Quartile th2 nd2 nd4 th1 st1 st

Risk statistics

Alpha1.44
Beta0.86
Sharpe0.34
Volatility5.04
Tracking error2.23
Information ratio0.36
R-Squared0.83

Price movement

52 week high157.96
52 week low142.5
Current bid price0
Current offer price0
Current mid price157.96

Holdings by region

  • 43.29% Europe
  • 36.38% North America
  • 8.96% International
  • 6.46% Asia
  • 3.12% Far East
  • 1.79% Latin America

Holdings by sector

  • 24.25% Financials
  • 18.9% Information Technology
  • 15.66% Consumer Discretionary
  • 12.84% Consumer Goods
  • 12.67% Health Care
  • 8.72% Industrials
  • 4.57% Energy
  • 1.02% Materials
  • 0.7% Telecommunications
  • 0.67% Utilities

Holdings by asset type

-

Individual holdings

  • 4.8% SR-BOLIGKREDITT AS 2.5% NTS 12/04/22 USD200000
  • 4.32% JYSKE INVEST
  • 4.26% JI Emerging Market Bonds EUR CL
  • 3.93% REALKREDIT DANMARK FRN 01/07/19 EUR0.01
  • 3.62% ING BANK NV 2.625% BDS 05/12/22 USD1000 REG S TR1
  • 2.66% FEDERAL HOME LOAN MORTGAGE CORP 2.375% BDS 13/01/22 USD2000
  • 2.64% NYKREDIT REALKREDIT AS 2% BDS 01/01/26 DKK0.01
  • 2.45% CDP FINANCIAL INC 3.15% BDS 24/07/24 USD250000 REG S
  • 2.31% 1,00% Realkredit Danmark A/S 2027
  • 2% ITALY(REPUBLIC OF) 4.75% BDS 01/09/21 EUR1000