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(s)
Alex Johnson
since 01/04/2014
Fund objective
To increase the value of its assets over the medium term.
Benchmark
Cash Index EONIA
Investment style
Absolute Return
Investment method
Fixed Interest

Quick stats

1 Year return

3.03 %

1 Year rank in sector

67/135

Sector

FO Absolute Return

Yield
-
Fund size

£ 240.6 m

FE Risk score

92

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    82.48%
  • France
    7.44%
  • Portugal
    3.06%
  • Spain
    2.54%
  • Others
    1.84%
  • Mortgage & Secured Bonds
    46.23%
  • Financials
    17.88%
  • Mutual Funds
    9.64%
  • Government Bonds
    9.42%
  • Others
    9.02%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.96 %1.83 %3.03 %-3.07 %-0.86 %
Sector0.83 %1.37 %2.93 %4.42 %8.89 %
Rank within sector59 / 14658 / 14467 / 13587 / 10255 / 64
Quartile th2 nd2 nd2 nd4 th4 th

Calendar performance

YTD-20182017201620152014
Fund0.51 %2.37 %-2.84 %-1.94 %2.7 %
Sector0.66 %2.62 %0.66 %0.69 %1.2 %
Rank within sector76 / 14670 / 13499 / 11875 / 10228 / 81
Quartile th3 rd3 rd4 th3 rd2 nd

Risk statistics

Alpha-1.77
Beta0.74
Sharpe-0
Volatility2.66
Tracking error2.36
Information ratio-0.9
R-Squared0.24

Price movement

52 week high49.7
52 week low48.04
Current bid price0
Current offer price0
Current mid price49.59

Holdings by region

  • 82.48% USA
  • 7.44% France
  • 3.06% Portugal
  • 2.54% Spain
  • 1.84% Others
  • 1.63% Italy
  • 1.01% Cayman Islands

Holdings by sector

  • 46.23% Mortgage & Secured Bonds
  • 17.88% Financials
  • 9.64% Mutual Funds
  • 9.42% Government Bonds
  • 9.02% Others
  • 7.81% Banks

Holdings by asset type

-

Individual holdings

  • 26.69% FNCL 3.5% 30YR TBA
  • 14.65% FGLMC 3.50
  • 9.64% PARVEST BOND BEST SELECTION WORLD EMERGING CLASSIC CAP USD
  • 4.46% UNITED STATES OF AMER TREAS NOTES 0.375% NTS 15/01/27 USD100
  • 3.96% PORTUGAL(REPUBLIC OF) 2.875% BDS 21/07/26 EUR0.01
  • 3.29% SPANISH GOVT 1.45% 17-31/10/2027 1.45 31/10/2027
  • 2.17% ITALIE 2.70 01/03/2047
  • 1.81% FREMF 2017-K69 B 17-25/10/2049 FRN 3.73 25/10/2049
  • 1.29% UNITED STATES OF AMER TREAS BONDS 1% BDS 15/02/46 USD100
  • 1.24% BANK OF AMER CRP 3.88 01/08/2025