Fact sheet: Northern Trust € Govt Bd Idx

Fund information

Fund name
Northern Trust Euro Government Bond Index B
Fund company manager
Northern Trust Global Investme
Fund type
SIB
Fund manager(s)
David Blake
since 01/01/2003
Fund objective
The objective of The NT Euro Government Bond Index Fund is to closely match the risk and return characteristics of the Citigroup EMU Government Bond Index. The fund will invest in freely transferable debt and debt related securities issued by the countries making up the index.
Benchmark
Citigroup EMU Govt Bond Idx
Investment style
Passive/Tracking
Investment method
Fixed Interest,Physical - Full

Quick stats

1 Year return

-2.04 %

1 Year rank in sector

13/30

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 76.6 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    25.16%
  • Italy
    23.76%
  • Germany
    17.68%
  • Spain
    13.87%
  • Belgium
    6.32%
  • AA
    38.84%
  • BBB
    37.63%
  • AAA
    23.14%
  • Money Market
    0.39%
  • French Fixed Interest
    25.16%
  • Italian Fixed Interest
    23.76%
  • German Fixed Interest
    17.68%
  • Spanish Fixed Interest
    13.87%
  • Belgian Fixed Interest
    6.32%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.35 %0.92 %-2.04 %7.67 %23.31 %
Sector0.26 %0.98 %-2.12 %5.55 %18.04 %
Rank within sector13 / 3311 / 3113 / 304 / 283 / 23
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Calendar performance

YTD-20172016201520142013
Fund-0.4 %3.45 %1.54 %13.05 %2.07 %
Sector0.35 %2.22 %0.4 %11.39 %0.98 %
Rank within sector24 / 304 / 295 / 2911 / 288 / 24
Quartile th4 th1 st1 st2 nd2 nd

Risk statistics

Alpha0.61
Beta1.04
Sharpe-0
Volatility4.56
Tracking error0.91
Information ratio0.72
R-Squared0.96

Price movement

52 week high183.6265
52 week low174.811
Current bid price0
Current offer price0
Current mid price179.5368

Holdings by region

  • 25.16% France
  • 23.76% Italy
  • 17.68% Germany
  • 13.87% Spain
  • 6.32% Belgium
  • 5.46% Netherlands
  • 3.91% Austria
  • 2.06% Ireland
  • 1.39% Finland
  • 0.39% Money Market

Holdings by sector

  • 38.84% AA
  • 37.63% BBB
  • 23.14% AAA
  • 0.39% Money Market

Holdings by asset type

  • 25.16% French Fixed Interest
  • 23.76% Italian Fixed Interest
  • 17.68% German Fixed Interest
  • 13.87% Spanish Fixed Interest
  • 6.32% Belgian Fixed Interest
  • 5.46% Dutch Fixed Interest
  • 3.91% Austrian Fixed Interest
  • 2.06% Irish Fixed Interest
  • 1.39% Finnish Fixed Interest
  • 0.39% Money Market

Individual holdings

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