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

0.77 %

1 Year rank in sector

100/140

Sector

FO Absolute Return

Yield
-
Fund size

£ 114.5 m

FE Risk score

87

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    89.35%
  • Others
    9.4%
  • Brazil
    7.95%
  • Spain
    3.93%
  • Portugal
    3.79%
  • Mortgage & Secured Bonds
    60.75%
  • Government Bonds
    25.22%
  • Others
    18.79%
  • Banks
    9.54%
  • Financials
    6.49%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.58 %1.27 %0.64 %-2.99 %0.27 %
Sector0.08 %1.67 %2.76 %3.43 %10.19 %
Rank within sector36 / 15386 / 150100 / 14088 / 9860 / 69
Quartile th1 st3 rd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund1.06 %-2.84 %-1.94 %2.7 %-0.95 %
Sector1.95 %0.66 %0.69 %1.2 %3.58 %
Rank within sector94 / 149109 / 13081 / 11329 / 8859 / 72
Quartile th3 rd4 th3 rd2 nd4 th

Risk statistics

Alpha-2.03
Beta0.74
Sharpe-0
Volatility2.93
Tracking error2.66
Information ratio-0.87
R-Squared0.21

Price movement

52 week high48.71
52 week low48.03
Current bid price0
Current offer price0
Current mid price48.71

Holdings by region

  • 89.35% USA
  • 9.4% Others
  • 7.95% Brazil
  • 3.93% Spain
  • 3.79% Portugal
  • 3.36% Canada
  • 3% UK
  • -20.77% Money Market

Holdings by sector

  • 60.75% Mortgage & Secured Bonds
  • 25.22% Government Bonds
  • 18.79% Others
  • 9.54% Banks
  • 6.49% Financials
  • -20.77% Cash & Cash Equivalents

Holdings by asset type

-

Individual holdings

  • 15.97% FNCL 3.5 6/12 3.50
  • 15.25% FGLMC 3.5 3.50
  • 5.18% BRAZIL(FEDERATIVE REPUBLIC OF) 6% BDS 15/08/22 BRL1000
  • 3.93% SPAIN(KINGDOM OF) 1.5% NTS 30/04/27 EUR1000
  • 3.79% PORTUGAL(REPUBLIC OF) 2.875% BDS 21/07/26 EUR0.01
  • 3.49% US TREASURY I/I 0.63 15/07/2021
  • 3.18% CANADA(GOVT OF) 2.75% BDS 01/12/48 CAD1000
  • 2.71% PETROBRAS GLOBAL FINANCE BV 8.75% BDS 23/05/26 USD2000
  • 2.59% UK GILT INDEX-LINKED STK 0.13 22/03/2026
  • 1.33% ITALY(REPUBLIC OF) 2.7% BDS 01/03/47 EUR1000