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
24.2%
1 Year rank in sector
19/219
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
£1,096m (£820m 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.
93
Top in this sector
Fund name1 Year
UBS (L)BdSIC-Brazil$66%
Pictet Lat Am Lcl Cur Dt46.2%
Ashmore EMHghYldCrDb41.6%
Gramercy Allct Emg Mket Debt36.5%
EDRF Emerging Bonds34.5%
...more in FO Fixed Int - Emerging Markets

Performance snapshot

Holdings snapshot

  • Others48.6%
    Venezuela11.9%
    Brazil6.2%
    Ecuador5.6%
    Kazakhstan5.2%
  • BBB30.8%
    B25.4%
    BB21.5%
    B+12.3%
    A6.8%
  • Global Fixed Interest48.6%
    American Emerging Fixed Interest25.4%
    Brazilian Fixed Interest6.2%
    Kazakhstan Fixed Interest5.2%
    Indonesian Fixed Interest3.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.9%6.4%2.9%24.2%23.1%32.6%
Sector2.3%4.9%0.7%13.6%5.5%5.1%
Rank within sector119 / 23367 / 23152 / 22719 / 21918 / 17511 / 99
Quartile3rd2nd1st1st1st1st
Calendar performance
 YTD - 20172016201520142013
Fund4%18.3%0.4%-0.6%-6.7%
Sector3.3%10.2%-7.3%-0.6%-7%
Rank within sector70 / 23319 / 21942 / 201109 / 17257 / 125
Quartile2nd1st1st3rd2nd
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.
5.13
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.
1.14
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.
0.4
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%.
8.92
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.
3.2
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.
1.65
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.
0.88
Price movement
52 week high88.52
52 week low75.8
Current bid price-
Current offer price-
Current mid price87.59
Region
1Others48.6%
2Venezuela11.9%
3Brazil6.2%
4Ecuador5.6%
5Kazakhstan5.2%
6Colombia4.4%
7Indonesia3.9%
8Mexico3.8%
9Russia3.7%
Industry sector
1BBB30.8%
2B25.4%
3BB21.5%
4B+12.3%
5A6.8%
6AA1.6%
7Non-Rated1.6%
Asset type
1Global Fixed Interest48.6%
2American Emerging Fixed Interest25.4%
3Brazilian Fixed Interest6.2%
4Kazakhstan Fixed Interest5.2%
5Indonesian Fixed Interest3.9%
6Mexican Fixed Interest3.8%
7Russian Fixed Interest3.7%
8Hungarian Fixed Interest3.2%
Individual holdings
1PETROLEOS DE VENEZUELA 8.5% NTS 27/10/20 USD1 144A3.3%
2VENEZUELA(REPUBLIC OF) 11.95% BDS 05/08/31 USD1000 REG S2.2%
3IVORY COAST VAR 31/12/2032 (REGS)2.1%
4BRAZIL BLTN 0% 01/01/20202%
5ECUADOR(REPUBLIC OF) 10.5% BDS 24/03/20 USD 2000001.8%
6PETROLEOS DE VENEZUELA 5.25% NTS 12/04/17 USD4001.8%
7VENEZUELA(REPUBLIC OF) 11.75% BDS 21/10/26 USD100 REG S1.7%
8ECUADOR(REPUBLIC OF) 10.75% BDS 28/03/22 USD10001.5%
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 price117.83
CurrencyUSD
Price updated22/02/2017
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 price91.97
CurrencyCHF
Price updated22/02/2017
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 price31.56
CurrencyEUR
Price updated22/02/2017
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 price98.39
CurrencyGBP
Price updated22/02/2017
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 price104.58
CurrencyNOK
Price updated22/02/2017
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 price102.12
CurrencyUSD
Price updated22/02/2017
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 price118.21
CurrencyCHF
Price updated22/02/2017
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 price119.48
CurrencyEUR
Price updated22/02/2017
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 price121.42
CurrencyUSD
Price updated22/02/2017
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 price134.17
CurrencyEUR
Price updated22/02/2017
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 price103.7
CurrencyGBP
Price updated22/02/2017
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 price106.46
CurrencyCHF
Price updated22/02/2017
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 price99.59
CurrencyNOK
Price updated22/02/2017
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 price87.59
CurrencyUSD
Price updated22/02/2017
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 price119.24
CurrencyCHF
Price updated22/02/2017
TypeAccumulation
Institutional or retail classInstitutional
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 price120.34
CurrencyEUR
Price updated22/02/2017
TypeAccumulation
Institutional or retail classInstitutional
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 classInstitutional
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 price122.39
CurrencyUSD
Price updated22/02/2017
TypeAccumulation
Institutional or retail classInstitutional
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 price107.63
CurrencyEUR
Price updated22/02/2017
TypeIncome
Institutional or retail classInstitutional
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 price88.82
CurrencyGBP
Price updated22/02/2017
TypeIncome
Institutional or retail classInstitutional
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 price98.9
CurrencyUSD
Price updated22/02/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ5XB
Data provided by

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