Fact sheet: Parvest BdAbsRetV350

Fund information

Fund name
Parvest Bond Absolute Return V350 Classic Cap EUR
Fund company manager
BNP Paribas Asset Management L
Fund type
SIB
Fund manager(s)
Alex Johnson
since 27/05/2013
Fund objective
Increase the value of its assets over the medium term.
Benchmark
Cash Index EONIA [Daily Cap] RI
Investment style
Absolute Return,Strategic Investment
Investment method
Fixed Interest

Quick stats

1 Year return

-0.38 %

1 Year rank in sector

112/139

Sector

FO Absolute Return

Yield
-
Fund size

£ 264.3 m

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    78.84%
  • Others
    8.87%
  • Luxembourg
    5.69%
  • Portugal
    5.33%
  • Cayman Islands
    3.81%
  • Mortgage & Secured Bonds
    31.43%
  • Others
    24.33%
  • Banks
    17.41%
  • Government Bonds
    10.63%
  • Mutual Funds
    5.68%
  • Structured Products
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.24 %0.28 %-0.38 %-0.61 %1.64 %
Sector0.3 %1.5 %2.53 %4.72 %9.59 %
Rank within sector124 / 155114 / 150112 / 13984 / 10353 / 69
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-0.16 %-1.76 %-0.23 %0.56 %2.37 %
Sector2.6 %0.66 %0.69 %1.2 %3.58 %
Rank within sector118 / 14593 / 13058 / 11353 / 8844 / 72
Quartile th4 th3 rd3 rd3 rd3 rd

Risk statistics

Alpha-1.34
Beta0.49
Sharpe-0
Volatility1.7
Tracking error1.73
Information ratio-1.11
R-Squared0.27

Price movement

52 week high107.58
52 week low106.35
Current bid price0
Current offer price0
Current mid price106.82

Holdings by region

  • 78.84% USA
  • 8.87% Others
  • 5.69% Luxembourg
  • 5.33% Portugal
  • 3.81% Cayman Islands
  • 3.37% Ireland
  • 2.91% UK
  • -8.82% Money Market

Holdings by sector

  • 31.43% Mortgage & Secured Bonds
  • 24.33% Others
  • 17.41% Banks
  • 10.63% Government Bonds
  • 5.68% Mutual Funds
  • 5.42% Non-Cyclical Consumer Goods
  • 5.1% Communications

Holdings by asset type

  • 100% Structured Products

Individual holdings

  • 12.85% FGLMC 3.50
  • 6.26% FNMA 3.50
  • 6.25% CSFB AJ 5.23
  • 5.68% PARVEST BOND BEST SELECTION WORLD EMERGING CLASSIC CAP USD
  • 5.54% PORTUGAL(REPUBLIC OF) 2.875% BDS 21/07/26 EUR0.01
  • 2.12% HM TREASURY UNITED KINGDOM DMO 0.5% GILT 22/07/22 GBP1
  • 1.97% UK GILT INDEX-LINKED 0.13 22/03/2026
  • 1.71% SINGAPORE(GOVT OF) 1.25% BDS 01/10/21 SGD1000
  • 1.33% AERCAP IRELAND CAP LTD 3.75% BDS 15/05/19 USD1000
  • 1.24% FORD MOTOR CRED 2.38 12/03/2019