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

2.05 %

1 Year rank in sector

6/31

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 33.8 m

FE Risk score

91

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    74.89%
  • Italy
    9.9%
  • France
    5.36%
  • Spain
    5.28%
  • Germany
    3.69%
  • Long dated bonds
    41.53%
  • Medium dated bonds
    30.62%
  • Short dated bonds
    26.25%
  • Money market
    1.6%
  • Money Market
    74.89%
  • Italian Fixed Interest
    9.9%
  • French Fixed Interest
    5.36%
  • Spanish Fixed Interest
    5.28%
  • German Fixed Interest
    3.69%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.3 %2.1 %2.05 %7.21 %22.67 %
Sector0.85 %1.73 %1.18 %5.4 %18.39 %
Rank within sector3 / 335 / 336 / 317 / 297 / 22
Quartile th1 st1 st1 st1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund1.32 %2.82 %0.79 %13.67 %1.01 %
Sector1.08 %2.22 %0.4 %11.39 %0.98 %
Rank within sector6 / 3116 / 2918 / 292 / 2715 / 22
Quartile th1 st3 rd3 rd1 st3 rd

Risk statistics

Alpha0.48
Beta1.06
Sharpe-0
Volatility4.64
Tracking error0.87
Information ratio0.65
R-Squared0.97

Price movement

52 week high10.2508
52 week low9.8331
Current bid price0
Current offer price0
Current mid price10.2391

Holdings by region

  • 74.89% Money Market
  • 9.9% Italy
  • 5.36% France
  • 5.28% Spain
  • 3.69% Germany
  • 0.88% Belgium

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

  • 74.89% Money Market
  • 9.9% Italian Fixed Interest
  • 5.36% French Fixed Interest
  • 5.28% Spanish Fixed Interest
  • 3.69% German Fixed Interest
  • 0.88% Belgian Fixed Interest

Individual holdings

  • 10.03% SPAIN(KINGDOM OF) 5.5% NTS 30/04/21 EUR1000
  • 9.39% ITALY(REPUBLIC OF) 3.75% BDS 01/05/21 EUR1000
  • 7.76% ITALY(REPUBLIC OF) 0.35% BDS 15/06/20 EUR1000
  • 6.02% ITALY(REPUBLIC OF) 9% BDS 1/11/2023 EUR0.01
  • 4.87% GERMANY(FEDERAL REPUBLIC OF) 6.5% BDS 4/7/2027 EUR0.01
  • 4.67% FRANCE(GOVT OF) 5.5% BDS 25/4/2029 EUR1
  • 4.56% FRANCE(GOVT OF) 3.5% BDS 25/04/26 EUR1
  • 4.41% ITALY(REPUBLIC OF) 6.5% TREAS BDS 1/11/2027 EUR0.01
  • 3.88% GERMANY(FEDERAL REPUBLIC OF) 5.5% BDS 4/1/2031 EUR0.01
  • 3.72% ITALY(REPUBLIC OF) 7.25% BDS 1/11/2026 EUR0.01