Fact sheet: Swisscanto (LU) Bond COCO

Fund information

Fund name
Swisscanto (LU) Bond COCO DT USD
Fund company manager
Swisscanto
Fund type
SIB
Fund manager(s)
Daniel Björk
since 01/10/2012
Blaise Roduit
since 31/05/2011
Fund objective
The investment objective is to generate an adequate return in SEK on a long-term basis by investing in high-interest bonds worldwide. Foreign currency investments are hedged against the SEK.
Benchmark
No Specified Index
Investment style
None
Investment method
Convertibles

Quick stats

1 Year return

6.38 %

1 Year rank in sector

9/72

Sector

FO Convertible

Yield
-
Fund size

£ 417.7 m

FE Risk score

82

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    19.63%
  • Spain
    16.12%
  • Italy
    10.74%
  • France
    10.41%
  • Others
    8.66%
  • BB
    63.05%
  • B
    15.91%
  • BBB
    14.98%
  • Money Market
    4.27%
  • CCC
    1.52%
  • UK Fixed Interest
    19.63%
  • Spanish Fixed Interest
    16.12%
  • Italian Fixed Interest
    10.74%
  • French Fixed Interest
    10.41%
  • Global Fixed Interest
    8.66%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.05 %-1.11 %6.38 %23.7 %0 %
Sector-0.33 %0.5 %1.62 %3.76 %20.94 %
Rank within sector57 / 7756 / 749 / 722 / 63 /
Quartile th3 rd4 th1 st1 st th

Calendar performance

YTD-20182017201620152014
Fund-1.34 %18.31 %3.78 %3.9 %6.6 %
Sector0.42 %5.22 %0.75 %2.92 %2.27 %
Rank within sector57 / 742 / 7114 / 6622 / 565 / 51
Quartile th4 th1 st1 st2 nd1 st

Risk statistics

Alpha6.01
Beta0.93
Sharpe0.42
Volatility6.75
Tracking error4.71
Information ratio1.25
R-Squared0.52

Price movement

52 week high139.92
52 week low125.4
Current bid price0
Current offer price0
Current mid price133.98

Holdings by region

  • 19.63% UK
  • 16.12% Spain
  • 10.74% Italy
  • 10.41% France
  • 8.66% Others
  • 6.7% Austria
  • 6.21% Money Market
  • 6.08% Switzerland
  • 6.02% Denmark
  • 4.36% Netherlands

Holdings by sector

  • 63.05% BB
  • 15.91% B
  • 14.98% BBB
  • 4.27% Money Market
  • 1.52% CCC
  • 0.27% A

Holdings by asset type

  • 19.63% UK Fixed Interest
  • 16.12% Spanish Fixed Interest
  • 10.74% Italian Fixed Interest
  • 10.41% French Fixed Interest
  • 8.66% Global Fixed Interest
  • 6.7% Austrian Fixed Interest
  • 6.21% Money Market
  • 6.08% Swiss Fixed Interest
  • 6.02% Danish Fixed Interest
  • 4.36% Dutch Fixed Interest

Individual holdings

  • 4.3% INTESA SANPAOLO SPA 7.75% UNDATED NTS EUR200000
  • 4.1% KBC GROUPE SA 5.625% UNDATED NTS EUR100000 REG S
  • 3.4% ABN AMRO BANK NV VAR UNDATED NTS EUR200000
  • 3.2% COOPERATIEVE RABOBANK UA 6.625% UNDATED NTS EUR200000
  • 3.2% DSK BK 5.875% 15-PERP
  • 3% BANCO BILBA 6.75% 15-PERP
  • 2.7% BANCO SANTANDER SA 6,75% 2017/25.07.2065
  • 2.7% UNICREDIT SPA 6.625% UNDATED NTS EUR200000
  • 2.6% NYKREDIT REALKREDIT AS 6.5% BDS 01/07/15 DKK0.01
  • 2.6% SOCIETE GENERALE 6.75% UNDATED BDS EUR1000