Fact sheet: Kempen (Lux) GlblSvrgnFnd Idx

Fund information

Fund name
Kempen (Lux) Global Sovereign Fundamental Index BN
Fund company manager
Kempen Capital Management N.V.
Fund type
SIB
Fund manager(s)
Sascha Milovanovski
since 01/01/2011
William de Vries
since 01/01/2011
Fund objective
The Fund primarily aims at closely tracking the index. The index will not be fully replicated. The index is the Citi RAFI Sovereign Developed Markets Bond Index Master, which is constructed based on fundamental factors.
Benchmark
Citi RAFI Sovereign Developed Markets Bond Index Master
Investment style
Passive/Tracking
Investment method
Fixed Interest,Physical – Sampled/Optimised

Quick stats

1 Year return

-6.59 %

1 Year rank in sector

295/306

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 48.5 m

FE Risk score

91

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    21.5%
  • Japan
    8.5%
  • Canada
    7.5%
  • Germany
    6.7%
  • Australia
    6.2%
  • Short dated bonds
    43.7%
  • Medium dated bonds
    29.3%
  • Long dated bonds
    27%
  • US Fixed Interest
    21.5%
  • Japanese Fixed Interest
    8.5%
  • Canadian Fixed Interest
    7.5%
  • German Fixed Interest
    6.7%
  • Australian Fixed Interest
    6.2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-3.33 %-1.67 %-6.59 %-0.64 %8.03 %
Sector0.11 %1.45 %3.51 %6.13 %8.74 %
Rank within sector339 / 343303 / 328295 / 306219 / 24094 / 182
Quartile th4 th4 th4 th4 th3 rd

Calendar performance

YTD-20182017201620152014
Fund-2.45 %-4.45 %4.47 %4.95 %10.76 %
Sector0.19 %3.67 %4.59 %-1.64 %3.66 %
Rank within sector341 / 341288 / 304105 / 27015 / 23922 / 207
Quartile th4 th4 th2 nd1 st1 st

Risk statistics

Alpha-0.89
Beta1.19
Sharpe-0
Volatility5.63
Tracking error4.68
Information ratio-0.13
R-Squared0.31

Price movement

52 week high53.92
52 week low48.53
Current bid price0
Current offer price0
Current mid price48.53

Holdings by region

  • 21.5% USA
  • 8.5% Japan
  • 7.5% Canada
  • 6.7% Germany
  • 6.2% Australia
  • 5.9% France
  • 5.4% UK
  • 5.1% Italy
  • 5% Korea
  • 4.6% Spain

Holdings by sector

  • 43.7% Short dated bonds
  • 29.3% Medium dated bonds
  • 27% Long dated bonds

Holdings by asset type

  • 21.5% US Fixed Interest
  • 8.5% Japanese Fixed Interest
  • 7.5% Canadian Fixed Interest
  • 6.7% German Fixed Interest
  • 6.2% Australian Fixed Interest
  • 5.9% French Fixed Interest
  • 5.4% UK Fixed Interest
  • 5.1% Italian Fixed Interest
  • 5% South Korean Fixed Interest
  • 4.6% Spanish Fixed Interest

Individual holdings

  • 3.5% 2.000% US TREASURY 2012-22
  • 2.6% UNITED STATES OF AMER TREAS BONDS 3.125% BDS 15/08/44 USD1000
  • 2.5% 2.625% US TREASURY 2010-20
  • 2.3% 1.500% JAPAN 2014-34
  • 2.3% UNITED STATES OF AMER TREAS BONDS 6.5% 15/11/2026 USD1000
  • 2.1% 1.625% US TREASURY 2014-19
  • 2.1% 2.000% US TREASURY 2011-21
  • 1.9% 1.750% CANADA 2014-19
  • 1.7% 4.750% AUSTRALIE 2011-27
  • 1.6% 4.250% ENGELAND 2005-55