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

17.64 %

1 Year rank in sector

1/77

Sector

FO Convertible

Yield
-
Fund size

£ 308.8 m

FE Risk score

91

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    20%
  • France
    13%
  • Spain
    11.8%
  • Netherlands
    10.8%
  • Italy
    8.9%
  • Financials
    99.6%
  • Mortgage & Secured Bonds
    0.4%
  • UK Fixed Interest
    20%
  • French Fixed Interest
    13%
  • Spanish Fixed Interest
    11.8%
  • Dutch Fixed Interest
    10.8%
  • Italian Fixed Interest
    8.9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.08 %9.64 %17.14 %26.58 %0 %
Sector1.14 %3.26 %6.82 %14.39 %27.61 %
Rank within sector42 / 802 / 781 / 773 / 63 /
Quartile th3 rd1 st1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund14.88 %3.78 %3.9 %6.6 %0 %
Sector5.57 %0.75 %2.92 %2.27 %11.66 %
Rank within sector3 / 7816 / 7623 / 685 / 60 /
Quartile th1 st1 st2 nd1 st th

Risk statistics

Alpha4.99
Beta0.8
Sharpe0.64
Volatility6.18
Tracking error4.53
Information ratio0.95
R-Squared0.5

Price movement

52 week high131.86
52 week low111.43
Current bid price0
Current offer price0
Current mid price131.86

Holdings by region

  • 20% UK
  • 13% France
  • 11.8% Spain
  • 10.8% Netherlands
  • 8.9% Italy
  • 7.3% Switzerland
  • 6.5% Denmark
  • 5.1% Austria
  • 4.1% Belgium
  • 2.9% Cayman Islands

Holdings by sector

  • 99.6% Financials
  • 0.4% Mortgage & Secured Bonds

Holdings by asset type

  • 20% UK Fixed Interest
  • 13% French Fixed Interest
  • 11.8% Spanish Fixed Interest
  • 10.8% Dutch Fixed Interest
  • 8.9% Italian Fixed Interest
  • 7.3% Swiss Fixed Interest
  • 6.5% Danish Fixed Interest
  • 5.1% Austrian Fixed Interest
  • 4.1% Belgian Fixed Interest
  • 3.4% American Emerging Fixed Interest

Individual holdings

  • 4.3% INTESA SANPAOLO SPA 7.75% BDS 01/11/17 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