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

0.78 %

1 Year rank in sector

9/32

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 35.2 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    41.72%
  • Italy
    23.63%
  • France
    12.79%
  • Spain
    12.41%
  • Germany
    8.01%
  • Medium dated bonds
    43.81%
  • Money market
    41.61%
  • Very short dated bonds
    41.61%
  • Short dated bonds
    30.68%
  • Long dated bonds
    27.32%
  • Money Market
    41.72%
  • Italian Fixed Interest
    23.63%
  • French Fixed Interest
    12.79%
  • Spanish Fixed Interest
    12.41%
  • German Fixed Interest
    8.01%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.25 %1.42 %0.78 %2.36 %19.41 %
Sector-0.98 %0.91 %0.69 %1.48 %15.65 %
Rank within sector18 / 336 / 349 / 3215 / 299 / 24
Quartile th3 rd1 st2 nd3 rd2 nd

Calendar performance

YTD-20182017201620152014
Fund-0.2 %0.27 %2.82 %0.79 %13.67 %
Sector-0.27 %0.12 %2.22 %0.4 %11.39 %
Rank within sector15 / 337 / 3116 / 2918 / 292 / 27
Quartile th2 nd1 st3 rd3 rd1 st

Risk statistics

Alpha0.33
Beta1.05
Sharpe-0
Volatility4.59
Tracking error0.95
Information ratio0.39
R-Squared0.96

Price movement

52 week high10.2898
52 week low9.8331
Current bid price0
Current offer price0
Current mid price10.1131

Holdings by region

  • 41.72% Money Market
  • 23.63% Italy
  • 12.79% France
  • 12.41% Spain
  • 8.01% Germany
  • 1.44% Belgium

Holdings by sector

  • 43.81% Medium dated bonds
  • 41.61% Money market
  • 41.61% Very short dated bonds
  • 30.68% Short dated bonds
  • 27.32% Long dated bonds

Holdings by asset type

  • 41.72% Money Market
  • 23.63% Italian Fixed Interest
  • 12.79% French Fixed Interest
  • 12.41% Spanish Fixed Interest
  • 8.01% German Fixed Interest
  • 1.44% Belgian Fixed Interest

Individual holdings

  • 10.36% SPAIN(KINGDOM OF) 5.5% NTS 30/04/21 EUR1000
  • 9.53% ITALY(REPUBLIC OF) 3.75% BDS 01/05/21 EUR1000
  • 7.82% 5.000% BUONI POLIENNALI DEL TES (FIXED) 03/2022
  • 6.01% ITALY(REPUBLIC OF) 9% BDS 1/11/2023 EUR0.01
  • 4.82% FRANCE(GOVT OF) 5.5% BDS 25/4/2029 EUR1
  • 4.72% FRANCE(GOVT OF) 3.5% BDS 25/04/26 EUR1
  • 4.55% ITALY(REPUBLIC OF) 7.25% BDS 1/11/2026 EUR0.01
  • 4.54% GERMANY(FEDERAL REPUBLIC OF) 6.5% BDS 4/7/2027 EUR0.01
  • 4.41% ITALY(REPUBLIC OF) 6.5% TREAS BDS 1/11/2027 EUR0.01
  • 2.7% 4.750% FRANCE (GOVT OF) (FIXED) 04/2035