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

3.05 %

1 Year rank in sector

12/20

Sector

FO Fixed Int - USD

Yield
-
Fund size

£ 71.7 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    112.15%
  • UK
    2.63%
  • Portugal
    2.45%
  • Cayman Islands
    1.78%
  • Others
    1.47%
  • Mortgage & Secured Bonds
    39.07%
  • Others
    29.8%
  • Government Bonds
    24.22%
  • Banks
    13.84%
  • Communications
    7.94%
  • US Fixed Interest
    112.15%
  • US Government Fixed Interest
    9.99%
  • Money Market
    -22.14%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.02 %1 %3.05 %1.82 %4.33 %
Sector-0.06 %1.43 %4.07 %7.85 %12.69 %
Rank within sector14 / 2615 / 2312 / 2013 / 157 / 9
Quartile th3 rd3 rd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund3.19 %-1.07 %-1.1 %5.4 %-3.06 %
Sector3.77 %4.96 %-0.48 %3.44 %0.01 %
Rank within sector11 / 2017 / 178 / 144 / 138 / 10
Quartile th3 rd4 th3 rd2 nd4 th

Risk statistics

Alpha-1.72
Beta0.97
Sharpe-0
Volatility3.09
Tracking error2
Information ratio-0.91
R-Squared0.58

Price movement

52 week high749.06
52 week low712.44
Current bid price0
Current offer price0
Current mid price742.65

Holdings by region

  • 112.15% USA
  • 2.63% UK
  • 2.45% Portugal
  • 1.78% Cayman Islands
  • 1.47% Others
  • 0.92% Canada
  • 0.74% Ireland
  • -22.14% Money Market

Holdings by sector

  • 39.07% Mortgage & Secured Bonds
  • 29.8% Others
  • 24.22% Government Bonds
  • 13.84% Banks
  • 7.94% Communications
  • 7.27% Asset/Mortgage-Backed Securities
  • -22.14% Cash & Cash Equivalents

Holdings by asset type

  • 112.15% US Fixed Interest
  • 9.99% US Government Fixed Interest
  • -22.14% Money Market

Individual holdings

  • 7.64% US TREASURY I/I 0.63 15/07/2021
  • 7.18% FNCL 3.5 6/12 3.50
  • 4.73% UNITED STATES TREASURY 150527 2.375 GB 2.38 15/05/2027
  • 4.48% FNCL 3 8/13 3.00
  • 4.06% BNP INSTICASH USD M
  • 3.02% FREMF 2015-K48 B 15-25/08/2048 0.04 25/08/2048
  • 2.61% GNMA II 3.5%17-200647 MA4510 3.50 20/06/2047
  • 2.45% FNMA 3.50
  • 2.45% PORTUGAL(REPUBLIC OF) 2.875% BDS 21/07/26 EUR0.01
  • 2.38% CSFB AJ 5.23