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

0.83 %

1 Year rank in sector

98/135

Sector

FO Absolute Return

Yield
-
Fund size

£ 190.5 m

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    83.94%
  • Others
    14.14%
  • Ireland
    3.34%
  • Cayman Islands
    3.04%
  • Portugal
    2.67%
  • Others
    35.32%
  • Financials
    23.4%
  • Mortgage & Secured Bonds
    20.13%
  • Banks
    13.02%
  • Government Bonds
    10.37%
  • Structured Products
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.62 %0.78 %0.83 %-2.09 %0.11 %
Sector0.89 %1.42 %3.15 %4.06 %8.94 %
Rank within sector81 / 14781 / 14498 / 13581 / 10152 / 63
Quartile th3 rd3 rd3 rd4 th4 th

Calendar performance

YTD-20182017201620152014
Fund0.46 %0.08 %-1.76 %-0.23 %0.56 %
Sector0.84 %2.62 %0.66 %0.69 %1.2 %
Rank within sector88 / 147103 / 13487 / 11755 / 10148 / 80
Quartile th3 rd4 th3 rd3 rd3 rd

Risk statistics

Alpha-1.22
Beta0.45
Sharpe-0
Volatility1.67
Tracking error1.76
Information ratio-1.1
R-Squared0.23

Price movement

52 week high107.57
52 week low106.35
Current bid price0
Current offer price0
Current mid price107.57

Holdings by region

  • 83.94% USA
  • 14.14% Others
  • 3.34% Ireland
  • 3.04% Cayman Islands
  • 2.67% Portugal
  • 2.38% Singapore
  • 2.19% Spain
  • -11.7% Money Market

Holdings by sector

  • 35.32% Others
  • 23.4% Financials
  • 20.13% Mortgage & Secured Bonds
  • 13.02% Banks
  • 10.37% Government Bonds
  • 9.46% Asset/Mortgage-Backed Securities
  • -11.7% Cash & Cash Equivalents

Holdings by asset type

  • 100% Structured Products

Individual holdings

  • 16.19% FGLMC 3.50
  • 3.19% FNCL 3.50
  • 3.11% UNITED STATES OF AMER TREAS NOTES 0.375% NTS 15/01/27 USD100
  • 2.67% PORTUGAL(REPUBLIC OF) 2.875% BDS 21/07/26 EUR0.01
  • 2.38% SINGAPORE(GOVT OF) 1.25% BDS 01/10/21 SGD1000
  • 2.19% SPANISH GOVT 1.45% 17-31/10/2027 1.45 31/10/2027
  • 1.79% AERCAP IRELAND CAP LTD 3.75% BDS 15/05/19 USD1000
  • 1.71% FORD MOTOR CRED 2.38 12/03/2019
  • 1.63% BANK OF AMER CRP 3.88 01/08/2025
  • 1.6% GOLDMAN SACHS GROUP 4%/14-03.03.2024