Fact sheet: Macquarie EurGovBd

Fund information

Fund name
Macquarie Euro Government Bond B EUR
Fund company manager
Macquarie Bank Intl Ltd
Fund type
SIB
Fund manager(s)
Thomas Egger
since 01/09/2011
Fund objective
The Macquarie Euro Government Bond Fund is a fixed income fund which aims to achieve steady returns.
Benchmark
-
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

-1.91 %

1 Year rank in sector

7/30

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 36.3 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    36.38%
  • France
    17.79%
  • Spain
    17.66%
  • Germany
    15%
  • Others
    6.4%
  • Long dated bonds
    41.53%
  • Medium dated bonds
    30.62%
  • Short dated bonds
    26.25%
  • Money market
    1.6%
  • Italian Fixed Interest
    36.38%
  • French Fixed Interest
    17.79%
  • Spanish Fixed Interest
    17.66%
  • German Fixed Interest
    15%
  • Global Fixed Interest
    6.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.5 %1.43 %-1.91 %6.92 %22.06 %
Sector0.17 %1.05 %-2.25 %5.66 %18 %
Rank within sector3 / 336 / 317 / 3010 / 287 / 23
Quartile th1 st1 st1 st2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.35 %2.82 %0.79 %13.67 %1.01 %
Sector0.32 %2.22 %0.4 %11.39 %0.98 %
Rank within sector5 / 3015 / 2917 / 292 / 2817 / 24
Quartile th1 st3 rd3 rd1 st3 rd

Risk statistics

Alpha0.36
Beta1.05
Sharpe-0
Volatility4.59
Tracking error0.81
Information ratio0.53
R-Squared0.97

Price movement

52 week high10.3403
52 week low9.8331
Current bid price0
Current offer price0
Current mid price10.1412

Holdings by region

  • 36.38% Italy
  • 17.79% France
  • 17.66% Spain
  • 15% Germany
  • 6.4% Others
  • 5.17% Belgium
  • 1.6% Money Market

Holdings by sector

  • 41.53% Long dated bonds
  • 30.62% Medium dated bonds
  • 26.25% Short dated bonds
  • 1.6% Money market

Holdings by asset type

  • 36.38% Italian Fixed Interest
  • 17.79% French Fixed Interest
  • 17.66% Spanish Fixed Interest
  • 15% German Fixed Interest
  • 6.4% Global Fixed Interest
  • 5.17% Belgian Fixed Interest
  • 1.6% Money Market

Individual holdings

  • 10.7% SPAIN(KINGDOM OF) 5.5% NTS 30/04/21 EUR1000
  • 9.98% ITALY(REPUBLIC OF) 3.75% BDS 01/05/21 EUR1000
  • 5.93% FRANCE(GOVT OF) 3.5% BDS 25/04/26 EUR1
  • 5.16% GERMANY(FEDERAL REPUBLIC OF) 6.5% BDS 4/7/2027 EUR0.01
  • 5.12% ITALY(REPUBLIC OF) 1.05% BDS 01/12/19 EUR1000
  • 5.03% ITALY(REPUBLIC OF) 9% BDS 1/11/2023 EUR0.01
  • 4.59% ITALY(REPUBLIC OF) 6.5% TREAS BDS 1/11/2027 EUR0.01
  • 4.47% FRANCE(GOVT OF) 5.5% BDS 25/4/2029 EUR1
  • 4.11% GERMANY(FEDERAL REPUBLIC OF) 5.5% BDS 4/1/2031 EUR0.01
  • 3.88% ITALY(REPUBLIC OF) 7.25% BDS 1/11/2026 EUR0.01