Fact sheet: Sparinvest Securus

Fund information

Fund name
Sparinvest Securus EUR R
Fund company manager
Sparinvest (LUX)
Fund type
SIB
Fund manager(s)
David Bakkegaard Karsbol
since 01/01/2014
Fund objective
This fund uses Sparinvest’s strategic asset allocation strategy to deliver a portfolio of securities from companies traded on international regulated markets. The fund is aimed at investors with a time horizon of 3-5 years+ and a medium risk tolerance. The asset allocation of the fund is roughly 75% bonds and 25% equities. The aim is to optimise the relationship between return and risk by exploiting proven style factors and well-tested correlations. Sparinvest is a signatory of the UN Principles for Responsible Investment.
Benchmark
BM - Securus
Investment style
Cautious
Investment method
Mixed

Quick stats

1 Year return

4.81 %

1 Year rank in sector

43/102

Sector

FO Mixed Asset - Cautious

Yield

0.0701

Fund size

£ 664.6 m

FE Risk score

76

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    97.1%
  • Money Market
    2.9%
  • Mortgage & Secured Bonds
    41.54%
  • Government Agency Bonds
    15.92%
  • Corporate Bonds
    12.9%
  • Financials
    6.46%
  • Industrials
    4.55%
  • Global Fixed Interest
    72.3%
  • International Equities
    24.8%
  • Money Market
    2.9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.1 %1.38 %4.81 %11.99 %22.74 %
Sector0.72 %2.3 %4.28 %10.89 %18.14 %
Rank within sector24 / 10971 / 10743 / 10236 / 8116 / 51
Quartile th1 st3 rd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund2.89 %3.13 %2.29 %4.85 %5.96 %
Sector4.54 %3.63 %-0.7 %4.28 %4.19 %
Rank within sector71 / 10355 / 9416 / 8332 / 6618 / 55
Quartile th3 rd3 rd1 st2 nd2 nd

Risk statistics

Alpha0.54
Beta0.82
Sharpe-0
Volatility3.52
Tracking error2.04
Information ratio0.02
R-Squared0.7

Price movement

52 week high157.44
52 week low149.12
Current bid price0
Current offer price0
Current mid price157.44

Holdings by region

  • 97.1% International
  • 2.9% Money Market

Holdings by sector

  • 41.54% Mortgage & Secured Bonds
  • 15.92% Government Agency Bonds
  • 12.9% Corporate Bonds
  • 6.46% Financials
  • 4.55% Industrials
  • 4.11% Others
  • 3.46% Consumer Discretionary
  • 3.04% Information Technology
  • 2.17% Materials
  • 1.49% Real Estate

Holdings by asset type

  • 72.3% Global Fixed Interest
  • 24.8% International Equities
  • 2.9% Money Market

Individual holdings

  • 4.8% 2,00% NORDEA REALKRED 2020
  • 2.87% DENMARK(KINGDOM OF) 3% BDS 15/11/21 DKK0.01
  • 2.52% 0.25% DENMARK GOVERNMENT BOND 2020
  • 2.49% 1,00% REALKREDIT DK 2020
  • 2.34% 1.00% BRFKREDIT A/S 2019
  • 0.21% HSBC HOLDINGS PLC
  • 0.17% CAIXABANK S.A
  • 0.17% Raiffeisen Bank International AG ORD
  • 0.17% REPSOL SA
  • 0.16% CHEVRON CORP