Fact sheet: Ashmore Emg Mkt Debt

Fund information
Fund name
Ashmore Emerging Markets Debt Ret USD
Fund manager company
Ashmore Investment Mgt Ltd
Fund type
Offshore Fund
Fund manager
  • Ashmore Investment Teamsince 10/01/2003
Fund objective
SICAV EMDF is an open-ended, daily dealing, UCITS V-compliant, Luxembourg fund. It offers investors access to a highly diversified portfolio of mainly USD denominated Emerging Markets sovereign and quasi-sovereign debt securities but may also include local currency and corporate debt.
Benchmark
  • JP Morgan EMBI Global Diversified Index
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
11.8%
1 Year rank in sector
21/218
Sector
FO Fixed Int - Emerging Markets
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
1.64%
Fund size
£929m (£875m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
92
Top in this sector
Fund name1 Year
UBS (L)BdSIC-Brazil$40.5%
Pictet Lat Am Lcl Cur Dt33.9%
Rubrics Ind Fxd Inc UCITS32.2%
Pioneer SICV-Emg Mkt Bd29%
Schroder ISF EmgMktBd28.3%
...more in FO Fixed Int - Emerging Markets

Performance snapshot

Holdings snapshot

  • Others46.9%
    Venezuela11.2%
    Brazil9.2%
    Kazakhstan5.4%
    Ecuador4.5%
  • BBB33.1%
    B23%
    BB21.5%
    B+12.5%
    A7.2%
  • Global Fixed Interest46.9%
    American Emerging Fixed Interest23.3%
    Brazilian Fixed Interest9.2%
    Kazakhstan Fixed Interest5.4%
    Mexican Fixed Interest4.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-4.7%-2.8%6%11.8%16.4%31.8%
Sector-4.2%-3.4%2.8%6%-0.2%6.2%
Rank within sector143 / 22788 / 22533 / 22321 / 21820 / 16813 / 100
Quartile3rd2nd1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund15.5%0.4%-0.6%-6.7%22.9%
Sector8.4%-7.3%-0.6%-7%14.7%
Rank within sector22 / 22037 / 203109 / 17359 / 1273 / 101
Quartile1st1st3rd2nd1st
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
5.65
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
1.11
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.31
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
8.49
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
3.16
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
1.78
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.87
Price movement
52 week high88.52
52 week low73.35
Current bid price-
Current offer price-
Current mid price83.57
Region
1Others46.9%
2Venezuela11.2%
3Brazil9.2%
4Kazakhstan5.4%
5Ecuador4.5%
6Mexico4.4%
7Indonesia4.1%
8Colombia4%
9Dominican Republic3.6%
Industry sector
1BBB33.1%
2B23%
3BB21.5%
4B+12.5%
5A7.2%
6AA1.5%
7Non-Rated1.2%
Asset type
1Global Fixed Interest46.9%
2American Emerging Fixed Interest23.3%
3Brazilian Fixed Interest9.2%
4Kazakhstan Fixed Interest5.4%
5Mexican Fixed Interest4.4%
6Indonesian Fixed Interest4.1%
7Russian Fixed Interest3.5%
8Philippine Fixed Interest3.2%
Individual holdings
1PETROLEOS DE VENEZUELA 8.5% NTS 27/10/20 USD1 144A3.7%
2BRAZIL BLTN 0% 01/01/20203.6%
3IVORY COAST VAR 31/12/2032 (REGS)2.1%
4VENEZUELA(REPUBLIC OF) 11.95% BDS 05/08/31 USD1000 REG S1.9%
5ECUADOR(REPUBLIC OF) 10.5% BDS 24/03/20 USD 2000001.7%
6VENEZUELA(REPUBLIC OF) 11.75% BDS 21/10/26 USD100 REG S1.7%
7PETROLEOS DE VENEZUELA 5.25% NTS 12/04/17 USD4001.4%
8BRAZIL(FEDERATIVE REPUBLIC OF) 0% TB 01/01/19 BRL10001.3%
9BELARUS(REPUBLIC OF) 8.95% BDS 26/01/18 USD1000001.2%
Management
Fund manager group
Ashmore
Fund manager company
Ashmore Investment Mgt Ltd
Fund type
Offshore Fund
Fund objective
SICAV EMDF is an open-ended, daily dealing, UCITS V-compliant, Luxembourg fund. It offers investors access to a highly diversified portfolio of mainly USD denominated Emerging Markets sovereign and quasi-sovereign debt securities but may also include local currency and corporate debt.
Benchmark
  • JP Morgan EMBI Global Diversified Index
Investment style
None
Investment method
Fixed Interest
Fund manager
NameSinceBiography
Ashmore Investment Team10/01/2003
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Chile, Germany, Denmark, Finland, United Kingdom, Luxembourg, Norway, Offshore
Ashmore Emerging Markets Debt I Acc USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.07%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price110.51
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJCKK
Ashmore Emerging Markets Debt I2 CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.07%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price88.24
CurrencyCHF
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code11PL
Ashmore Emerging Markets Debt I2 EUR
Initial charge5%
Annual charge0.95%
Min single investment£1,000,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.07%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price30.25
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMLU3
Ashmore Emerging Markets Debt I2 GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.07%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price94.02
CurrencyGBP
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeN03F
Ashmore Emerging Markets Debt I2 NOK
Initial charge5%
Annual charge0.95%
Min single investment£6,000,000
Min regular saving£30,000
Available in ISANo
Ongoing charge (OCF)1.07%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.85
CurrencyNOK
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeN7F5
Ashmore Emerging Markets Debt I2 USD
Initial charge5%
Annual charge0.95%
Min single investment£1,000,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.07%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.45
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeNFE1
Ashmore Emerging Markets Debt Ret Acc CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.64%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price111.62
CurrencyCHF
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNDYQ
Ashmore Emerging Markets Debt Ret Acc EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.64%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price112.67
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNDYP
Ashmore Emerging Markets Debt Ret Acc USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.64%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price114.02
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNDYO
Ashmore Emerging Markets Debt Ret EUR
Initial charge5%
Annual charge1.5%
Min single investment£5,000
Min regular saving£500
Available in ISAYes
Ongoing charge (OCF)1.64%
Total expense ratio (TER)1.69%
Bid price-
Offer price-
Mid price128.54
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeZU48
Ashmore Emerging Markets Debt Ret GBP
Initial charge5%
Annual charge1.5%
Min single investment£3,000
Min regular saving£300
Available in ISAYes
Ongoing charge (OCF)1.64%
Total expense ratio (TER)1.7%
Bid price-
Offer price-
Mid price99.08
CurrencyGBP
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeI3J9
Ashmore Emerging Markets Debt Ret Inc CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.64%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price102.13
CurrencyCHF
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeNDYN
Ashmore Emerging Markets Debt Ret NOK
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.64%
Total expense ratio (TER)1.67%
Bid price-
Offer price-
Mid price95.05
CurrencyNOK
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeK8V3
Ashmore Emerging Markets Debt Ret USD
Initial charge5%
Annual charge1.5%
Min single investment£5,000
Min regular saving£500
Available in ISAYes
Ongoing charge (OCF)1.64%
Total expense ratio (TER)1.7%
Bid price-
Offer price-
Mid price83.57
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeZU46
Ashmore Emerging Markets Debt Z Acc CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.11%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price112.45
CurrencyCHF
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNDYR
Ashmore Emerging Markets Debt Z Acc EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.11%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price113.34
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJDFV
Ashmore Emerging Markets Debt Z Acc GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJDFX
Ashmore Emerging Markets Debt Z Acc USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.11%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price114.8
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJDFW
Ashmore Emerging Markets Debt Z Inc EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.11%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price103.14
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeJDFU
Ashmore Emerging Markets Debt Z Inc GBP
Initial charge5%
Annual charge0.95%
Min single investment£1,000,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.11%
Total expense ratio (TER)1.13%
Bid price-
Offer price-
Mid price84.85
CurrencyGBP
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeJ5XC
Ashmore Emerging Markets Debt Z Inc USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.11%
Total expense ratio (TER)1.14%
Bid price-
Offer price-
Mid price94.37
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeJ5XB
Data provided by

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