Citigroup euro broad investment grade bond index
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PIMCO GIS EUR Lng Avrg Dur Instl EUR Acc
The composite returns represent the total returns of all fully discretionary portfolios with a Euro Corporate investment mandate and a minimum of EUR 5 million from January 1, to December 31, , and a minimum of EUR 1. Investments in the individual portfolios within the composite are mainly the result of an active selection in each corporate sector as well as an active allocation between the different sectors of the Euro-denominated corporate Investment Grade universe.
Interest derivatives are used for duration management purposes. Other uses of derivatives can be made in the scope of the applicable country investment law. The expected range of portfolio holdings is between 60 and Lazard's Euro Corporate strategy invests in the broad European Investment Grade corporate bond market. As of July 1, , this composite includes the Euro Corporate Fixed Income segment of Lazard's balanced portfolios that are managed to Lazard's Euro Corporate strategy.
Each carve-out segment has its own actual separate cash accounting. For the calendar year ends, between and , the following are the respective carve-out percentages of the composite, 0. Net of fee carve out performance has been calculated using the standard fee schedule for the Euro Corporate strategy. For the balance of accounts, actual net of fee performance results reflect all fees and expenses. Additional information regarding policies for valuing portfolios, calculating performance, and preparing compliant presentations are available upon request.
Net returns for Lazard mutual funds included in this composite are net of all fees. The composite returns are reported net of foreign withholding taxes on dividends, interest and capital gains. The composite returns presented represent past performance and is not a reliable indicator of future results, which may vary.
Lazard's standard fee schedule for Euro Corporate accounts is 0. This fee schedule may be presented in non-US local currency equivalents based on prevailing exchange rates. Actual account fees, inclusive of performance-based fees if applicable are used in the construction of composite net of fee performance unless otherwise noted. Mutual funds if applicable are net of the standard fee. A complete list and description of all Lazard composites is available upon request.
Due to a change in the strategy which sought to invest in subordinate bonds in addition to senior tranches, as of April 1, , the benchmark was changed to the ICE BofA EMU Corporate Index and is presented as a linked index.
The reason for this change is to reflect current investment thinking as it relates to client and prospect preference to exclude subordinate bonds from the investable universe. The Citigroup Euro Broad Investment-Grade Corporate Bond Index includes bonds issued by industrial companies, utilities, and financial service companies, including those that carry bank guarantees. Lazard Asset Management has been independently verified for the period of January 1, through December 31, The verification reports are available upon request.
Verification assesses whether 1 the firm has complied with all the composite construction requirements of the GIPS standards on a firm-wide basis and 2 the firm's policies and procedures are designed to calculate and present performance in compliance with the GIPS standards. Verification does not ensure the accuracy of any specific composite presentation. CFA Institute has not been involved in the preparation or review of this presentation.
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Detailed Index view for Citi's global debt market indices, widely used by the investment The Euro Broad Investment-Grade Bond Index (EuroBIG) is a multi-asset benchmark for investment-grade, Euro-denominated, fixed income bonds. The objective is to track the performance of the Benchmark Index Citigroup Euro Broad Investment Grade Bond Index. The Fund will invest primarily in securities.
Company Site. Contact Us. The Fund invests at least two-thirds of its assets in a diversified portfolio of Euro-denominated Fixed Income Instruments.
Citigroup Global Fixed - Income. Characteristics of a Good Benchmark
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Global Fixed Income Indexes
Fixed Income at Capital Group. Calendar year past performance PDF. Capital Group. Home Other Sites. Close x.
Edhec study decries 'instability' of corporate bond indices
The U. If the index climbs an additional 2. Globally, the recovery has been a bit slower because of lingering trade tensions, but European shares did rally 4. Real GDP accelerated to an annualized 4. Trade tensions remain relevant and may eventually start to weigh more heavily on investor sentiment, but growth seems to have the stronger pull on markets in the ongoing tug of war between growth and protectionism. At least for now. With trade tensions still elevated, the GIC decided to dial back a bit on risk with reductions being made to Canadian, Mexican, European, and Emerging Market shares. On the fixed income side, the GIC raised their allocation to short-term U.
FTSE Russell offers a comprehensive, modular range of indexes designed to measure the performance of fixed income markets globally.
Examining eight indices for investment-grade fixed income - four denominated in US dollars and four based on euro-denominated issuances - the report also found that US-denominated indices showed a higher credit risk, and that the difference between investing in the US or the euro-zone was not simply a matter of determining a preferred currency exposure. For the euro-zone, it looked at two iBoxx indices, as well as an index from Citigroup and another from Bank of America.
Salomon BIG
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The composite returns represent the total returns of all fully discretionary portfolios with a Euro Corporate investment mandate and a minimum of EUR 5 million from January 1, to December 31, , and a minimum of EUR 1. Investments in the individual portfolios within the composite are mainly the result of an active selection in each corporate sector as well as an active allocation between the different sectors of the Euro-denominated corporate Investment Grade universe. Interest derivatives are used for duration management purposes. Other uses of derivatives can be made in the scope of the applicable country investment law. The expected range of portfolio holdings is between 60 and Lazard's Euro Corporate strategy invests in the broad European Investment Grade corporate bond market. As of July 1, , this composite includes the Euro Corporate Fixed Income segment of Lazard's balanced portfolios that are managed to Lazard's Euro Corporate strategy. Each carve-out segment has its own actual separate cash accounting. For the calendar year ends, between and , the following are the respective carve-out percentages of the composite, 0. Net of fee carve out performance has been calculated using the standard fee schedule for the Euro Corporate strategy.
