Fact sheet: Parvest BdUSD

Fund information

Fund name
Parvest Bond USD Classic Cap USD
Fund company manager
BNP Paribas Asset Management L
Fund type
SIB
Fund manager
Ronald Van Loon
since 01/09/2002
Fund objective
Increase the value of its assets over the medium term.
Benchmark
Bloomberg Barclays US Aggregate Index
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

-0.18 %

1 Year rank in sector

13/18

Sector

FO Fixed Int - USD

Yield
-
Fund size

£ 71.2 m

FE Risk score

84

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    92.34%
  • Canada
    1.77%
  • Others
    1.59%
  • Cayman Islands
    1.41%
  • Ireland
    1.15%
  • Mortgage & Secured Bonds
    43.8%
  • Others
    24.35%
  • Government Bonds
    10.21%
  • Banks
    9.21%
  • Financials
    6.28%
  • US Fixed Interest
    111.11%
  • US Government Fixed Interest
    10.21%
  • Money Market
    -21.32%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.22 %2.83 %-0.05 %1.82 %5.22 %
Sector0.16 %2.63 %2.44 %7.04 %13.52 %
Rank within sector7 / 208 / 1813 / 1812 / 148 / 10
Quartile th2 nd2 nd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund2.96 %-1.07 %-1.1 %5.4 %-3.06 %
Sector3 %4.96 %-0.48 %3.44 %0.01 %
Rank within sector10 / 1816 / 168 / 144 / 1410 / 12
Quartile th3 rd4 th3 rd2 nd4 th

Risk statistics

Alpha-1.74
Beta0.95
Sharpe-0
Volatility3.1
Tracking error1.96
Information ratio-0.95
R-Squared0.6

Price movement

52 week high745.23
52 week low712.44
Current bid price0
Current offer price0
Current mid price740.96

Holdings by region

  • 92.34% USA
  • 1.77% Canada
  • 1.59% Others
  • 1.41% Cayman Islands
  • 1.15% Ireland
  • 0.92% Spain
  • 0.82% Portugal

Holdings by sector

  • 43.8% Mortgage & Secured Bonds
  • 24.35% Others
  • 10.21% Government Bonds
  • 9.21% Banks
  • 6.28% Financials
  • 6.15% Asset/Mortgage-Backed Securities

Holdings by asset type

  • 111.11% US Fixed Interest
  • 10.21% US Government Fixed Interest
  • -21.32% Money Market

Individual holdings

  • 10.16% FNCL 3.5 6/12 3.50
  • 9.46% US TREASURY I/I 0.63 15/07/2021
  • 4.8% FNMA 3.00
  • 3.06% FREMF 2015-K48 B 15-25/08/2048 0.04 25/08/2048
  • 2.1% BNP INSTICASH USD M
  • 2.01% FREMF 2014-K37 C FRN 25/01/2047
  • 2.01% G2SF 3 3.00
  • 1.65% HP ENTERPRISE 3.60 15/09/2020
  • 1.52% FNMA 30YR CONVENTIONAL 150639 4.5 TBA 4.50
  • 1.49% GNMA 4.00