Fact sheet: JI Income Strategy CL

Fund information

Fund name
JI Income Strategy 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 chiefly directly and indirectly in a global portfolio of bonds. 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 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 EUR or hedged to EUR. 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 bond markets measured by a composite benchmark.
Benchmark
-
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

-0.72 %

1 Year rank in sector

29/30

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 6.6 m

FE Risk score

71

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    61.19%
  • North America
    21.28%
  • Asia
    6.79%
  • International
    5.74%
  • Latin America
    3.62%
  • Financials
    100%
  • European Fixed Interest
    61.19%
  • North American Fixed Interest
    21.28%
  • Asia Pacific Fixed Interest
    8.17%
  • Global Fixed Interest
    5.74%
  • American Emerging Fixed Interest
    3.62%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.87 %-1.5 %-0.72 %4.95 %13.53 %
Sector1.11 %0.02 %0.84 %3.79 %14.93 %
Rank within sector25 / 3028 / 3029 / 3022 / 2620 / 25
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20182017201620152014
Fund-1.91 %2.72 %3.28 %0.37 %7.64 %
Sector-0.38 %0.12 %2.22 %0.4 %11.39 %
Rank within sector28 / 303 / 276 / 2521 / 2524 / 25
Quartile th4 th1 st1 st4 th4 th

Risk statistics

Alpha0.68
Beta0.59
Sharpe-0
Volatility2.61
Tracking error2.14
Information ratio0.05
R-Squared0.66

Price movement

52 week high46.45
52 week low44.87
Current bid price0
Current offer price0
Current mid price45.26

Holdings by region

  • 61.19% Europe
  • 21.28% North America
  • 6.79% Asia
  • 5.74% International
  • 3.62% Latin America
  • 1.38% Far East

Holdings by sector

  • 100% Financials

Holdings by asset type

  • 61.19% European Fixed Interest
  • 21.28% North American Fixed Interest
  • 8.17% Asia Pacific Fixed Interest
  • 5.74% Global Fixed Interest
  • 3.62% American Emerging Fixed Interest

Individual holdings

  • 9.89% JYSKE INVEST
  • 9.8% JI Emerging Market Bonds EUR CL
  • 8.19% REALKREDIT DANMARK FRN 01/07/19 EUR0.01
  • 6.33% TEMASEK FINANCIAL I LTD 1.5% SNR UNSEC MTN 01/03/28 EUR150000
  • 6.27% CDP FINANCIAL INC 3.15% BDS 24/07/24 USD250000 REG S
  • 6.2% ING BANK NV 2.625% BDS 05/12/22 USD1000 REG S TR1
  • 6.09% 1,00% Realkredit Danmark A/S 2027
  • 6.02% ITALY(REPUBLIC OF) 4.5% BDS 01/03/26 EUR1000
  • 6% FEDERAL HOME LOAN MORTGAGE CORP 6.75% BDS 15/3/2031 USD1000
  • 4.57% LLOYDS BANK PLC 4.875% CVD BDS 30/03/27 GBP 2012-16