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

20.1 %

1 Year rank in sector

2/77

Sector

FO Convertible

Yield
-
Fund size

£ 449.7 m

FE Risk score

95

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
Fund2.29 %8.5 %20.1 %29.92 %0 %
Sector1.95 %2.58 %6.26 %11 %24.15 %
Rank within sector17 / 792 / 782 / 771 / 66 /
Quartile th1 st1 st1 st1 st th

Calendar performance

YTD-20182017201620152014
Fund1.91 %18.31 %3.78 %3.9 %6.6 %
Sector1.54 %5.22 %0.75 %2.92 %2.27 %
Rank within sector23 / 782 / 7716 / 7322 / 655 / 59
Quartile th2 nd1 st1 st2 nd1 st

Risk statistics

Alpha5.97
Beta0.83
Sharpe0.78
Volatility6.37
Tracking error4.59
Information ratio1.17
R-Squared0.5

Price movement

52 week high138.92
52 week low115.47
Current bid price0
Current offer price0
Current mid price138.4

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% 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