Fact sheet: JI Stable Strategy CL

Fund information

Fund name
JI Stable 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 in a global equity and bond portfolio. Equities account for 0%-40%. 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. Investment is also made in emerging-market bonds and equities and in corporate bonds. These securities 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.
Benchmark
-
Investment style
Cautious
Investment method
None

Quick stats

1 Year return

3.4 %

1 Year rank in sector

59/102

Sector

FO Mixed Asset - Cautious

Yield
-
Fund size

£ 266.8 m

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    52.74%
  • North America
    28.41%
  • International
    9.17%
  • Asia
    4.02%
  • Latin America
    3.1%
  • Financials
    23.46%
  • Information Technology
    17.57%
  • Consumer Discretionary
    16.86%
  • Health Care
    12.39%
  • Consumer Goods
    11.01%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.74 %2.45 %3.39 %11.1 %23.52 %
Sector0.77 %2.55 %3.83 %9.61 %18.29 %
Rank within sector60 / 10957 / 10759 / 10233 / 8115 / 53
Quartile th3 rd3 rd3 rd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund5 %1.39 %2.35 %7.47 %4.85 %
Sector4.48 %3.63 %-0.7 %4.28 %4.19 %
Rank within sector40 / 10381 / 9414 / 8310 / 6622 / 56
Quartile th2 nd4 th1 st1 st2 nd

Risk statistics

Alpha0.62
Beta0.94
Sharpe-0
Volatility3.81
Tracking error1.74
Information ratio0.27
R-Squared0.79

Price movement

52 week high182.42
52 week low171.55
Current bid price0
Current offer price0
Current mid price182.33

Holdings by region

  • 52.74% Europe
  • 28.41% North America
  • 9.17% International
  • 4.02% Asia
  • 3.1% Latin America
  • 2.56% Far East

Holdings by sector

  • 23.46% Financials
  • 17.57% Information Technology
  • 16.86% Consumer Discretionary
  • 12.39% Health Care
  • 11.01% Consumer Goods
  • 8.19% Industrials
  • 4.98% Energy
  • 2.37% Materials
  • 1.63% Telecommunications
  • 1.54% Utilities

Holdings by asset type

-

Individual holdings

  • 4.91% CDP FINANCIAL INC 3.15% BDS 24/07/24 USD250000 REG S
  • 2.99% TEMASEK FINANCIAL I LTD 1.5% SNR UNSEC MTN 01/03/28 EUR150000
  • 2.46% FEDERAL HOME LOAN MORTGAGE CORP 6.75% BDS 15/3/2031 USD1000
  • 2.41% FEDERAL HOME LOAN BANKS 2.375% BDS 10/06/22 USD5000
  • 2.25% TEMASEK FINANCIAL I LTD 2.375 23/01/2023
  • 0.95% ALPHABET INC
  • 0.81% FEDERAL HOME LOAN MORTGAGE CORP 2.375% BDS 13/01/22 USD2000
  • 0.78% FACEBOOK INC
  • 0.74% MITSUBISHI ELECTRIC CORP
  • 0.74% UNITEDHEALTH GROUP INC