Fact sheet: Macquarie GblConvbl

Fund information

Fund name
Macquarie Global Convertible B EUR
Fund company manager
Macquarie Bank Intl Ltd
Fund type
SIB
Fund manager(s)
Robert Piribauer
since 01/12/2015
Fund objective
The Macquarie Global Convertible Fund is a convertible bond fund which aims to achieve capital appreciation and steady returns.
Benchmark
Global Developed Markets Convertible Index
Investment style
None
Investment method
Convertibles

Quick stats

1 Year return

8.28 %

1 Year rank in sector

27/77

Sector

FO Convertible

Yield
-
Fund size

£ 254.3 m

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    30.86%
  • Others
    24.75%
  • France
    13.67%
  • Netherlands
    12.62%
  • Germany
    10.4%
  • Others
    26.35%
  • Financials
    21.16%
  • Communications
    19.01%
  • Non-Cyclical Consumer Goods
    12.15%
  • Technology
    11.78%
  • US Fixed Interest
    30.86%
  • Global Fixed Interest
    24.75%
  • French Fixed Interest
    13.67%
  • Dutch Fixed Interest
    12.62%
  • German Fixed Interest
    10.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.87 %2.74 %8.28 %16.45 %47.61 %
Sector1.64 %2.61 %6.23 %10.83 %24.25 %
Rank within sector61 / 7940 / 7827 / 7716 / 662 / 52
Quartile th4 th3 rd2 nd1 st1 st

Calendar performance

YTD-20182017201620152014
Fund1.28 %7.55 %3.45 %3.04 %11.47 %
Sector1.63 %5.22 %0.75 %2.92 %2.27 %
Rank within sector51 / 7825 / 7719 / 7330 / 651 / 59
Quartile th3 rd2 nd2 nd2 nd1 st

Risk statistics

Alpha1.47
Beta1.09
Sharpe0.18
Volatility6.51
Tracking error2.77
Information ratio0.6
R-Squared0.82

Price movement

52 week high12.0305
52 week low11.0986
Current bid price0
Current offer price0
Current mid price12.0103

Holdings by region

  • 30.86% USA
  • 24.75% Others
  • 13.67% France
  • 12.62% Netherlands
  • 10.4% Germany
  • 7.7% Japan

Holdings by sector

  • 26.35% Others
  • 21.16% Financials
  • 19.01% Communications
  • 12.15% Non-Cyclical Consumer Goods
  • 11.78% Technology
  • 9.55% Industrials

Holdings by asset type

  • 30.86% US Fixed Interest
  • 24.75% Global Fixed Interest
  • 13.67% French Fixed Interest
  • 12.62% Dutch Fixed Interest
  • 10.4% German Fixed Interest
  • 7.7% Japanese Fixed Interest

Individual holdings

  • 3.02% AMERICA MOVIL SAB DE CV (ZERO COUPON) 05/2020
  • 2.22% ILLUMINA INC 0% CNV BDS 15/06/19 USD1000
  • 1.98% AIRBUS GROUP SE 0% BDS 14/06/21 EUR100000
  • 1.92% 1.875% BRENNTAG FINANCE BV (FIXED) 12/2022
  • 1.92% PRYSMIAN SPA (ZERO COUPON) 01/2022
  • 1.87% AMORIM ENERGIA BV 3.375% CNV BDS 03/06/18 EUR100000 REGS
  • 1.86% PRICELINE GROUP INC (THE) 0.9% NTS 15/09/21 USD1000 144A
  • 1.7% ORPAR (ZERO COUPON) 06/2024
  • 1.69% FRESENIUS SE & CO KGAA 0% CNV BDS 31/01/24 EUR100000
  • 1.68% IBERDROLA INTERNATIONAL BV 0% CNV BDS 11/11/22 EUR100000