Fact sheet: Swisscanto (LU) Bond COCO

Fund information

Fund name
Swisscanto (LU) Bond COCO AT USD
Fund company manager
Swisscanto
Fund type
SIB
Fund manager
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

15.66 %

1 Year rank in sector

1/75

Sector

FO Convertible

Yield
-
Fund size

£ 313.0 m

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    19.9%
  • France
    12.8%
  • Netherlands
    10.8%
  • Spain
    10.8%
  • Italy
    8%
  • Financials
    99.5%
  • Mortgage & Secured Bonds
    0.5%
  • UK Fixed Interest
    19.9%
  • French Fixed Interest
    12.8%
  • Dutch Fixed Interest
    10.8%
  • Spanish Fixed Interest
    10.8%
  • Italian Fixed Interest
    8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.48 %9.58 %15.66 %19.59 %56.64 %
Sector-0.51 %1.82 %4.57 %7.55 %26.73 %
Rank within sector1 / 771 / 761 / 753 / 621 / 54
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund12.07 %3.1 %3.24 %5.92 %8.01 %
Sector3.59 %0.75 %2.92 %2.27 %11.66 %
Rank within sector2 / 7620 / 7425 / 696 / 6246 / 55
Quartile th1 st2 nd2 nd1 st4 th

Risk statistics

Alpha3.99
Beta0.81
Sharpe0.38
Volatility6.26
Tracking error4.51
Information ratio0.77
R-Squared0.51

Price movement

52 week high161.83
52 week low138.93
Current bid price0
Current offer price0
Current mid price160.24

Holdings by region

  • 19.9% UK
  • 12.8% France
  • 10.8% Netherlands
  • 10.8% Spain
  • 8% Italy
  • 7.5% Switzerland
  • 6.4% Denmark
  • 4.4% Austria
  • 4.1% Belgium
  • 3.8% Sweden

Holdings by sector

  • 99.5% Financials
  • 0.5% Mortgage & Secured Bonds

Holdings by asset type

  • 19.9% UK Fixed Interest
  • 12.8% French Fixed Interest
  • 10.8% Dutch Fixed Interest
  • 10.8% Spanish Fixed Interest
  • 8% Italian Fixed Interest
  • 7.5% Swiss Fixed Interest
  • 6.4% Danish Fixed Interest
  • 4.4% Austrian Fixed Interest
  • 4.1% Belgian Fixed Interest
  • 3.8% Swedish Fixed Interest

Individual holdings

  • 4.2% INTESA SANPAOLO SPA 7.75% BDS 01/11/17 EUR200000
  • 3.9% KBC GROUPE SA 5.625% UNDATED NTS EUR100000 REG S
  • 3.3% ABN AMRO BANK NV VAR UNDATED NTS EUR200000
  • 3.2% BANCO BILBA 6.75% 15-PERP
  • 3.1% COOPERATIEVE RABOBANK UA 6.625% UNDATED NTS EUR200000
  • 3.1% DSK BK 5.875% 15-PERP
  • 2.7% CREDIT AGRICOLE SA 6.5% NTS 23/06/21 EUR100000
  • 2.5% NYKREDIT REALKREDIT AS 6.5% BDS 01/07/15 DKK0.01
  • 2.5% UBS GROUP AG UNDATED FRN USD200000
  • 2.5% UNICREDIT SPA 6.75% UNDATED BDS EUR1000