Investment Objective
The objective is to achieve stable long term returns slightly in excess of Hong Kong inflation*. The proposed asset allocation of the underlying APIF is 0-33% equities, 67-95% bonds and 0-33% cash or cash equivalents. It is a low risk fund portfolio (with capital guarantee - capital is guaranteed at the end of every 5 years or when investors reach the age of 65).The target long term return of the constituent fund may not be achieved due to market circumstance. It may be lower than the Hong Kong inflation.
Fund Details
Latest Fund Expense Ratio: 2.23%
Launch Date(dd/mm/yyyy): 01/12/2000
Unit Price: HKD 16.87
Fund Size: HKD 421.2M
Fund Commentary
The Asian credit market had one of the most volatile months in history, with the J.P. Morgan Asia Credit Index (JACI) delivering -5.83% total return. Credit spread had the sharpest move since the 2008 global financial crisis. Average credit spread widened 143bps, offsetting the 50bps tightening of the US treasury curve. Investment grade and high yield sector returned -3.67% and -12.63% respectively. The further spread of COVID-19 in developed economies and the oil price shock significantly weighed on global risk appetite. Bond valuations were further dislocated from fundamentals due to weakened trading liquidity. The market became more orderly during the latter part of the month as central banks globally were quick to follow with monetary support, which started to filter through the credit markets. With the spike in volatilities, the Asia primary market had only USD7.7billion new issues, about a quarter of the monthly average in the first two months. While we think valuation has become very attractive, volatility should persist in the near term given the uncertainties of the spread of the virus and the magnitude of economic disruption. We think major economies’ fiscal and monetary programs have reduced systemic risks and this should support credit spread of high quality companies, especially those in the investment grade sector. The economic slowdown inevitably will weigh on corporate fundamentals and we expect some negative credit rating migration. However, overall fallen angel risk and default risk in Asian credit markets to remain manageable and current valuation has already excessively priced in the risks.
Fund Performance Information
Annualised return |
Calendar year return |
1 year (p.a. %) |
5 years (p.a. %) |
10 years (p.a. %) |
Since launch (p.a. %) |
2015 | 2016 | 2017 | 2018 | 2019 | YTD |
-0.30% |
0.30% |
1.18% |
2.74% |
-2.62 | 0.00 | 5.31 | -2.25 | 4.00 | N/A |
Fund Performance Information
Annualised return |
1 year (p.a. %) |
5 years (p.a. %) |
Since launch (p.a. %) |
-0.30% |
0.30% |
2.74% |
Calendar year return |
2015 | 2016 | 2017 | 2018 | 2019 | YTD |
-2.62 | 0.00 | 5.31 | -2.25 | 4.00 | N/A |
Top 10 Holdings
Security name |
Holdings Weight |
US TREASURY NOTE/BOND 2.375% 15/08/2024 |
4.6% |
US TREASURY NOTE/BOND 2.125% 15/05/2025 |
3.8% |
US TREASURY NOTE/BOND 1.625% 15/08/2029 |
2.7% |
US TREASURY NOTE/BOND 2.875% 15/11/2021 |
2.4% |
US TREASURY NOTE/BOND 2.25% 15/11/2027 |
2.3% |
FRANCE GOVERNMENT BOND OAT 0.5% 25/05/2026 |
2.3% |
PROVINCE OF ONTARIO CANADA 2.3% 15/06/2026 |
2.0% |
DEVELOPMENT BANK OF JAPAN 1.7% 20/09/2022 |
1.9% |
TENCENT HOLDINGS LTD |
1.9% |
KREDITANSTALT FUER WIEDERAUFBAU 2.125% 15/06/2022 |
1.9% |
Total |
25.8% |
Top 10 Holdings
Security name Holdings Weight |
US TREASURY NOTE/BOND 2.375% 15/08/2024
Holding Weight 4.6%
|
US TREASURY NOTE/BOND 2.125% 15/05/2025
Holding Weight 3.8%
|
US TREASURY NOTE/BOND 1.625% 15/08/2029
Holding Weight 2.7%
|
US TREASURY NOTE/BOND 2.875% 15/11/2021
Holding Weight 2.4%
|
US TREASURY NOTE/BOND 2.25% 15/11/2027
Holding Weight 2.3%
|
FRANCE GOVERNMENT BOND OAT 0.5% 25/05/2026
Holding Weight 2.3%
|
PROVINCE OF ONTARIO CANADA 2.3% 15/06/2026
Holding Weight 2.0%
|
DEVELOPMENT BANK OF JAPAN 1.7% 20/09/2022
Holding Weight 1.9%
|
TENCENT HOLDINGS LTD
Holding Weight 1.9%
|
KREDITANSTALT FUER WIEDERAUFBAU 2.125% 15/06/2022
Holding Weight 1.9%
|
Total: 25.8% |
Portfolio Allocation
- • 14 Hong Kong Equities
- • 43 North America Debt Securities
- • 8 Japan Debt Securities
- • 2 Asia ex HK ex Japan Debt Securities
- • 30 Europe Debt Securities
- • 1 Other Debt Securities
- • 2 Deposits & Cash
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