Fact sheet: Russell IC II Euro FI

Fund information

Fund name
Russell IC II Euro Fixed Income P Inc GBP
Fund company manager
Russell Investment Company Plc
Fund type
SIB
Fund manager(s)
Fund objective
To achieve a diverse exposure to sovereign and non-sovereign investment grade securities denominated primarily in Euros. The Fund is permitted to invest up to 15% in non-Euro denominated securities, restricted to European urrencies. No securities below investment grade or denominated in the currencies of countries outside Europe are permitted. uration and currency exposure are limited through individual manager guidelines.
Benchmark
No Specified Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

-1.61 %

1 Year rank in sector

30/36

Sector

FO Fixed Int - EUR Investment Grade

Yield
-
Fund size

£ 200.9 m

FE Risk score

87

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    100%
  • BBB
    38.3%
  • AAA
    26.4%
  • AA
    23.2%
  • A
    11%
  • BB
    0.6%
  • European Fixed Interest
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.33 %7.69 %-1.61 %19.2 %0 %
Sector0.4 %1.32 %-0.02 %6.89 %20.83 %
Rank within sector1 / 382 / 3730 / 363 / 32 /
Quartile th1 st1 st4 th1 st th

Calendar performance

YTD-20172016201520142013
Fund5 %19.39 %-5.02 %0 %0 %
Sector1.32 %3.82 %-0.24 %8.87 %3.43 %
Rank within sector4 / 362 / 3432 / 32 / /
Quartile th1 st1 st4 th th th

Risk statistics

Alpha3.51
Beta1.43
Sharpe0.22
Volatility10.95
Tracking error9.96
Information ratio0.39
R-Squared0.19

Price movement

52 week high13.69
52 week low12.22
Current bid price0
Current offer price0
Current mid price13.16

Holdings by region

  • 100% Europe

Holdings by sector

  • 38.3% BBB
  • 26.4% AAA
  • 23.2% AA
  • 11% A
  • 0.6% BB
  • 0.3% B
  • 0.2% Non-Rated

Holdings by asset type

  • 100% European Fixed Interest

Individual holdings

-