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

0.82 %

1 Year rank in sector

10/17

Sector

FO Fixed Int - USD

Yield
-
Fund size

£ 70.5 m

FE Risk score

87

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    91.84%
  • Others
    2.24%
  • Portugal
    1.98%
  • Cayman Islands
    1.5%
  • UK
    0.99%
  • Mortgage & Secured Bonds
    42.46%
  • Others
    25.48%
  • Government Bonds
    12.29%
  • Banks
    9.46%
  • Financials
    5.43%
  • US Fixed Interest
    112.52%
  • US Government Fixed Interest
    7.88%
  • Money Market
    -20.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.01 %2.8 %0.82 %2.5 %5.33 %
Sector0.28 %2.66 %2.86 %8.1 %12.97 %
Rank within sector19 / 208 / 1810 / 1710 / 125 / 8
Quartile th4 th2 nd3 rd4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund3.48 %-1.07 %-1.1 %5.4 %-3.06 %
Sector3.73 %4.96 %-0.48 %3.44 %0.01 %
Rank within sector10 / 1714 / 146 / 134 / 128 / 10
Quartile th3 rd4 th2 nd2 nd4 th

Risk statistics

Alpha-1.52
Beta0.97
Sharpe-0
Volatility3.15
Tracking error2
Information ratio-0.81
R-Squared0.6

Price movement

52 week high749.06
52 week low712.44
Current bid price0
Current offer price0
Current mid price744.7

Holdings by region

  • 91.84% USA
  • 2.24% Others
  • 1.98% Portugal
  • 1.5% Cayman Islands
  • 0.99% UK
  • 0.76% Canada
  • 0.69% Germany

Holdings by sector

  • 42.46% Mortgage & Secured Bonds
  • 25.48% Others
  • 12.29% Government Bonds
  • 9.46% Banks
  • 5.43% Financials
  • 4.88% Asset/Mortgage-Backed Securities

Holdings by asset type

  • 112.52% US Fixed Interest
  • 7.88% US Government Fixed Interest
  • -20.4% Money Market

Individual holdings

  • 8.47% FNCL 3.5 6/12 3.50
  • 6.68% FNCL 3 8/13 3.00
  • 6.33% US TREASURY I/I 0.63 15/07/2021
  • 3.1% FREMF 2015-K48 B 15-25/08/2048 0.04 25/08/2048
  • 2.39% PORTUGAL(REPUBLIC OF) 2.875% BDS 21/07/26 EUR0.01
  • 2.01% FREMF 2014-K37 C FRN 25/01/2047
  • 1.67% HP ENTERPRISE 3.60 15/09/2020
  • 1.54% TSY 0.125% 26 USD 0.13 15/07/2026
  • 1.48% GNMA II 3.5%17-200647 MA4510 3.50 20/06/2047
  • 1.36% FREMF 3.50 25/11/2045