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

-3.84 %

1 Year rank in sector

283/298

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 52.7 m

FE Risk score

88

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    21.7%
  • Canada
    7.6%
  • Japan
    7.6%
  • Germany
    6.7%
  • Australia
    6.2%
  • Short dated bonds
    44.5%
  • Medium dated bonds
    28.9%
  • Long dated bonds
    25.4%
  • Money market
    1.2%
  • US Fixed Interest
    21.7%
  • Canadian Fixed Interest
    7.6%
  • Japanese Fixed Interest
    7.6%
  • German Fixed Interest
    6.7%
  • Australian Fixed Interest
    6.2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.36 %-2.53 %-3.95 %7.41 %8.07 %
Sector-0.19 %1.28 %3.62 %6.24 %9.06 %
Rank within sector237 / 339306 / 322283 / 29893 / 24096 / 175
Quartile th3 rd4 th4 th2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund-4.24 %4.47 %4.95 %10.76 %-5.63 %
Sector3.29 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector295 / 306108 / 27414 / 24223 / 206153 / 181
Quartile th4 th2 nd1 st1 st4 th

Risk statistics

Alpha0.36
Beta1.13
Sharpe-0
Volatility5.67
Tracking error4.81
Information ratio0.1
R-Squared0.28

Price movement

52 week high54.51
52 week low49.48
Current bid price0
Current offer price0
Current mid price49.86

Holdings by region

  • 21.7% USA
  • 7.6% Canada
  • 7.6% Japan
  • 6.7% Germany
  • 6.2% Australia
  • 5.9% France
  • 5.3% UK
  • 5% Italy
  • 4.5% Spain
  • 4.4% Korea

Holdings by sector

  • 44.5% Short dated bonds
  • 28.9% Medium dated bonds
  • 25.4% Long dated bonds
  • 1.2% Money market

Holdings by asset type

  • 21.7% US Fixed Interest
  • 7.6% Canadian Fixed Interest
  • 7.6% Japanese Fixed Interest
  • 6.7% German Fixed Interest
  • 6.2% Australian Fixed Interest
  • 5.9% French Fixed Interest
  • 5.3% UK Fixed Interest
  • 5% Italian Fixed Interest
  • 4.5% Spanish Fixed Interest
  • 4.4% South Korean Fixed Interest

Individual holdings

  • 3.3% 2.000% US TREASURY 2012-22
  • 2.8% 2.625% US TREASURY 2010-20
  • 2.5% UNITED STATES OF AMER TREAS BONDS 3.125% BDS 15/08/44 USD1000
  • 2.2% 1.625% US TREASURY 2014-19
  • 2.1% 1.750% CANADA 2014-19
  • 1.9% 1.375% US TREASURY 2012-19
  • 1.9% 2.000% US TREASURY 2011-21
  • 1.6% 1.500% JAPAN 2014-34
  • 1.6% 4.750% AUSTRALIE 2011-27
  • 1.6% UNITED STATES OF AMER TREAS BONDS 6.5% 15/11/2026 USD1000