Fact sheet: SEB 5 Danish Mortgage Bd

Fund information

Fund name
SEB 5 Danish Mortgage Bond C EUR
Fund company manager
SEB Asset Management SA
Fund type
SIB
Fund manager(s)
Lars Juelskjaer
since 15/02/2008
Fund objective
This actively managed bond fund focuses on Danish mortgage bonds and Danish government bonds. The fund invests in bonds from issuers with credit ratings ranging from AAA to a minimum of BBB- on Standard & Poor's scale or the equivalent. The fund manager performs a credit risk assessment prior to investing. We compare the fund's return to a composite index consisting of 75% Nykredit Danish Mortgage Bond Index and 25% Bloomberg Denmark Sovereign Bond Index.
Benchmark
-
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

3.85 %

1 Year rank in sector

2/2

Sector

FO Fixed Int - Other Single Securitised

Yield
-
Fund size

£ 1.3 b

FE Risk score

85

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Denmark
    100%
  • Danish Fixed Interest
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.68 %2.57 %3.85 %7.14 %13.51 %
Sector0.25 %2.26 %4.07 %6.12 %12 %
Rank within sector1 / 31 / 22 / 21 / 21 / 2
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund2.61 %4.67 %-0.86 %6.35 %-0.33 %
Sector2.7 %4.58 %-1.78 %4.81 %0.72 %
Rank within sector2 / 21 / 21 / 21 / 22 / 2
Quartile th th th th th th

Risk statistics

Alpha0.39
Beta1.04
Sharpe-0
Volatility2.8
Tracking error1.21
Information ratio0.37
R-Squared0.81

Price movement

52 week high145.81
52 week low139.318
Current bid price0
Current offer price0
Current mid price145.687

Holdings by region

  • 100% Denmark

Holdings by sector

-

Holdings by asset type

  • 100% Danish Fixed Interest

Individual holdings

  • 8.7% BRFKREDIT 2% BDS 01/10/47 DKK0.01
  • 8.5% REALKREDIT DANMARK 2.5% BDS 01/10/47 DKK0.01
  • 6.4% DENMARK(KINGDOM OF) 4.5% BDS 15/11/39 DKK0.01
  • 6% REALKREDIT DANMARK 2% BDS 01/10/47 DKK0.01
  • 5.2% NYKREDIT REALKREDIT AS 2.5% BDS 01/10/47 DKK0.01
  • 5% NYKREDIT REALKREDIT AS 2% FIXED BDS 01/10/47 DKK0.01
  • 4.6% DENMARK(KINGDOM OF) 1.75% BDS 15/11/25 DKK0.01
  • 3.6% BRFKREDIT A/S 1.000% 220401