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
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

-3.18 %

1 Year rank in sector

10/31

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 42.5 m

FE Risk score

84

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    36.13%
  • Spain
    18.43%
  • France
    17.51%
  • Germany
    14.7%
  • Others
    7.34%
  • Long dated bonds
    38.62%
  • Medium dated bonds
    33.55%
  • Short dated bonds
    26.99%
  • Money market
    0.84%
  • Italian Fixed Interest
    36.13%
  • Spanish Fixed Interest
    18.43%
  • French Fixed Interest
    17.51%
  • German Fixed Interest
    14.7%
  • Global Fixed Interest
    7.34%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.04 %1.72 %-3.18 %7.96 %23.34 %
Sector1.05 %1.63 %-3.35 %6.05 %19.37 %
Rank within sector7 / 337 / 3210 / 317 / 289 / 23
Quartile th1 st1 st2 nd1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund-0.07 %2.82 %0.79 %13.67 %1.01 %
Sector0.1 %2.22 %0.4 %11.39 %0.98 %
Rank within sector8 / 3114 / 2917 / 292 / 2716 / 23
Quartile th2 nd2 nd3 rd1 st3 rd

Risk statistics

Alpha0.46
Beta1.06
Sharpe-0
Volatility4.71
Tracking error0.93
Information ratio0.63
R-Squared0.96

Price movement

52 week high10.4683
52 week low9.8331
Current bid price0
Current offer price0
Current mid price10.0988

Holdings by region

  • 36.13% Italy
  • 18.43% Spain
  • 17.51% France
  • 14.7% Germany
  • 7.34% Others
  • 5.05% Belgium
  • 0.84% Money Market

Holdings by sector

  • 38.62% Long dated bonds
  • 33.55% Medium dated bonds
  • 26.99% Short dated bonds
  • 0.84% Money market

Holdings by asset type

  • 36.13% Italian Fixed Interest
  • 18.43% Spanish Fixed Interest
  • 17.51% French Fixed Interest
  • 14.7% German Fixed Interest
  • 7.34% Global Fixed Interest
  • 5.05% Belgian Fixed Interest
  • 0.84% Money Market

Individual holdings

  • 8.66% SPAIN(KINGDOM OF) 5.5% NTS 30/04/21 EUR1000
  • 8.04% ITALY(REPUBLIC OF) 3.75% BDS 01/05/21 EUR1000
  • 7.28% ITALY(REPUBLIC OF) 1.05% BDS 01/12/19 EUR1000
  • 6.02% GERMANY(FEDERAL REPUBLIC OF) 6.5% BDS 4/7/2027 EUR0.01
  • 5.63% ITALY(REPUBLIC OF) 9% BDS 1/11/2023 EUR0.01
  • 4.76% FRANCE(GOVT OF) 3.5% BDS 25/04/26 EUR1
  • 4.69% ITALY(REPUBLIC OF) 6.5% TREAS BDS 1/11/2027 EUR0.01
  • 4.17% ITALY(REPUBLIC OF) 7.25% BDS 1/11/2026 EUR0.01
  • 3.59% FRANCE(GOVT OF) 5.5% BDS 25/4/2029 EUR1
  • 3.29% GERMANY(FEDERAL REPUBLIC OF) 5.5% BDS 4/1/2031 EUR0.01