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(s)
Timothy Johnson
since 01/10/2015
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

2.76 %

1 Year rank in sector

11/20

Sector

FO Fixed Int - USD

Yield
-
Fund size

£ 73.6 m

FE Risk score

91

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    106.07%
  • Others
    2.85%
  • UK
    1.78%
  • Cayman Islands
    1.29%
  • Portugal
    1.1%
  • Mortgage & Secured Bonds
    44.49%
  • Others
    32.96%
  • Banks
    10.19%
  • Government Bonds
    8.26%
  • Other Financial
    7.43%
  • US Fixed Interest
    106.07%
  • Global Fixed Interest
    2.85%
  • UK Fixed Interest
    1.78%
  • American Emerging Fixed Interest
    1.29%
  • Portuguese Fixed Interest
    1.1%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.22 %-0.18 %2.76 %-0.85 %2.82 %
Sector-0.06 %0.84 %3.33 %7.81 %11.9 %
Rank within sector17 / 2719 / 2511 / 2014 / 157 / 9
Quartile th3 rd4 th3 rd4 th4 th

Calendar performance

YTD-20182017201620152014
Fund-0.68 %3.48 %-1.07 %-1.1 %5.4 %
Sector-0.17 %4 %4.96 %-0.48 %3.44 %
Rank within sector23 / 2811 / 2016 / 168 / 143 / 13
Quartile th4 th3 rd4 th3 rd1 st

Risk statistics

Alpha-2.39
Beta1.03
Sharpe-0
Volatility3.06
Tracking error1.84
Information ratio-1.26
R-Squared0.64

Price movement

52 week high749.06
52 week low719.26
Current bid price0
Current offer price0
Current mid price738.86

Holdings by region

  • 106.07% USA
  • 2.85% Others
  • 1.78% UK
  • 1.29% Cayman Islands
  • 1.1% Portugal
  • 0.95% Canada
  • 0.83% Spain
  • -14.87% Money Market

Holdings by sector

  • 44.49% Mortgage & Secured Bonds
  • 32.96% Others
  • 10.19% Banks
  • 8.26% Government Bonds
  • 7.43% Other Financial
  • 5.88% Financials
  • 5.66% Asset/Mortgage-Backed Securities
  • -14.87% Cash & Cash Equivalents

Holdings by asset type

  • 106.07% US Fixed Interest
  • 2.85% Global Fixed Interest
  • 1.78% UK Fixed Interest
  • 1.29% American Emerging Fixed Interest
  • 1.1% Portuguese Fixed Interest
  • 0.95% Canadian Fixed Interest
  • 0.83% Spanish Fixed Interest
  • -14.87% Cash & Cash Equivalents

Individual holdings

  • 10.81% FNCL 3.5% 30YR TBA
  • 4.63% GB 2.38 15/05/2027
  • 4.02% FNMA 3.00
  • 3.02% FREMF 0.04 25/08/2048
  • 2.73% FREMF 2017-K69 B 17-25/10/2049 FRN 3.73 25/10/2049
  • 2.46% FNCL 4.00
  • 2.38% UNITED STATES TREASURY 150527 2.375 GB 2.38 15/05/2027
  • 2.15% G2SF 3.50
  • 2.1% GNMA 3.00
  • 1.93% FREMF 2014-K37 C FRN 25/01/2047