Fact sheet: Parvest BdAbsRetV700

Fund information

Fund name
Parvest Bond Absolute Return V700 Classic RH Cap USD
Fund company manager
BNP Paribas Asset Management L
Fund type
SIB
Fund manager
Dave Marmon
since 01/06/2007
Fund objective
To increase the value of its assets over the medium term.
Benchmark
EONIA
Investment style
Absolute Return
Investment method
Fixed Interest

Quick stats

1 Year return

1.28 %

1 Year rank in sector

80/136

Sector

FO Absolute Return

Yield
-
Fund size

£ 117.3 m

FE Risk score

88

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    79.48%
  • Portugal
    8.29%
  • Others
    3.7%
  • UK
    2.66%
  • Cayman Islands
    2.23%
  • Mortgage & Secured Bonds
    55.51%
  • Others
    18.96%
  • Government Bonds
    13.34%
  • Mutual Funds
    10.27%
  • Banks
    8.44%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.25 %1.47 %1.28 %-3.39 %2 %
Sector0.18 %1.21 %2.36 %3.34 %9.54 %
Rank within sector81 / 15368 / 14980 / 13683 / 9750 / 64
Quartile th3 rd2 nd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund1.81 %-2.84 %-1.94 %2.7 %-0.95 %
Sector2.3 %0.66 %0.69 %1.2 %3.58 %
Rank within sector80 / 144105 / 12880 / 11030 / 8655 / 69
Quartile th3 rd4 th3 rd2 nd4 th

Risk statistics

Alpha-1.47
Beta0.77
Sharpe-0
Volatility2.95
Tracking error2.63
Information ratio-0.66
R-Squared0.22

Price movement

52 week high49.15
52 week low48.03
Current bid price0
Current offer price0
Current mid price49.07

Holdings by region

  • 79.48% USA
  • 8.29% Portugal
  • 3.7% Others
  • 2.66% UK
  • 2.23% Cayman Islands
  • 2.1% Spain
  • 1.54% Germany

Holdings by sector

  • 55.51% Mortgage & Secured Bonds
  • 18.96% Others
  • 13.34% Government Bonds
  • 10.27% Mutual Funds
  • 8.44% Banks
  • 5.03% Financials
  • -11.55% Money Market

Holdings by asset type

-

Individual holdings

  • 14.25% FGLMC 3.5 3.50
  • 10.64% FNMA 3.50
  • 8.49% PORTUGAL(REPUBLIC OF) 2.875% BDS 21/07/26 EUR0.01
  • 4.96% FNCL 3 8/13 3.00
  • 2.44% UK GILT INDEX-LINKED STK 0.13 22/03/2026
  • 2.15% SPAIN(KINGDOM OF) 1.5% NTS 30/04/27 EUR1000
  • 1.75% US TREASURY I/I 0.63 15/07/2021
  • 1.33% ITALIE 2.70 01/03/2047
  • 1.2% GENERAL MOTORS FINANCIAL CO INC 4.375% BDS 25/09/21 USD2000
  • 1.2% MORGAN STANLEY 5.00 24/11/2025