Fact sheet: Babson Capital EMkDtSD

Fund information
Fund name
Babson Capital Emerging Markets Debt Short Duration Tranche E Acc USD
Fund manager company
Babson Capital Europe Ltd
Fund type
No data available.
Fund managers
  • Brigitte Poschsince 17/11/2014
  • Dr.. Ricardo Adroguésince 08/05/2016
  • Novruz Bashirovsince 08/05/2016
  • Cem Karacadagsince 08/05/2016
Fund objective
The Babson Capital Emerging Markets Debt Short Duration Fund (The “Fund”) is an actively managed Emerging Markets (“EM”) Short Duration strategy investing primarily in a diversified portfolio of short duration hard currency and local currency investment grade and high yield bonds from EM based issuers. The Fund seeks to provide a level of total returns consisting of both income and capital appreciation.
Benchmark
  • 3m LIBOR + 200 Bps
Investment style
Total Return
Investment method
Fixed Interest
Quick stats
1 Year return
-
1 Year rank in sector
-
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.
1.07%
Fund size
£0m
Top in this sector
Fund name1 Year
UBS (L)BdSIC-Brazil$35%
Rubrics Ind Fxd Inc UCITS32%
Pictet Lat Am Lcl Cur Dt31.8%
Schroder ISF EmgMktBd31.7%
Old Mutual Em Mt Dt29.2%
...more in FO Fixed Int - Emerging Markets

Performance snapshot

Holdings snapshot

  • Others21.8%
    Russia14.6%
    Brazil14.5%
    Mexico10.5%
    China9.2%
  • No data available.
  • Global Fixed Interest21.8%
    Russian Fixed Interest14.6%
    Brazilian Fixed Interest14.5%
    Mexican Fixed Interest10.5%
    Chinese Fixed Interest9.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.4%-0.5%1.9%---
Sector-3.4%-3.8%1.7%6.9%0.6%6.1%
Rank within sector18 / 22526 / 22478 / 222---
Quartile1st1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector8.9%-7.3%-0.6%-7%14.7%
Rank within sector-----
Quartile
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high105.56
52 week low99.86
Current bid price-
Current offer price-
Current mid price104.75
Region
1Others21.8%
2Russia14.6%
3Brazil14.5%
4Mexico10.5%
5China9.2%
6Turkey7.2%
7Hong Kong5.1%
8Colombia4.6%
9Kazakhstan4.5%
Industry sector
No data available.
Asset type
1Global Fixed Interest21.8%
2Russian Fixed Interest14.6%
3Brazilian Fixed Interest14.5%
4Mexican Fixed Interest10.5%
5Chinese Fixed Interest9.2%
6American Emerging Fixed Interest8.7%
7Middle East & African Fixed Interest7.2%
8Hong Kong Fixed Interest5.1%
9Kazakhstan Fixed Interest4.5%
Individual holdings
No data available.
Management
Fund manager group
No data available.
Fund manager company
Babson Capital Europe Ltd
Fund type
No data available.
Fund objective
The Babson Capital Emerging Markets Debt Short Duration Fund (The “Fund”) is an actively managed Emerging Markets (“EM”) Short Duration strategy investing primarily in a diversified portfolio of short duration hard currency and local currency investment grade and high yield bonds from EM based issuers. The Fund seeks to provide a level of total returns consisting of both income and capital appreciation.
Benchmark
  • 3m LIBOR + 200 Bps
Investment style
Total Return
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Brigitte Posch17/11/2014Brigitte Posch is Headof Emerging MarketCorporate Debt at BabsonCapital. She has 22 yearsof investment experience.Prior to joining BabsonCapital in October 2013,Brigitte was an executivevice president portfolio manager – head of EMCorporates at PIMCO. Before joining PIMCOshe was a managing director and head of LatinAmerica securitization and trading at DeutscheBank. She was previously a director with Ambac,responsible for developing asset- and mortgage-backed securities in emerging markets. Beforejoining Ambac, she was a vice president andsenior credit officer with Moody’s InvestorsService in New York, responsible for ratingasset- and mortgage- backed securities in LatinAmerica. She also worked in Sao Paulo, Brazil atBanco Inter-Atlantico/ Credit Agricole, Citibankand ABN AMRO. She holds an undergraduatedegree from Mackenzie University of Sao Paulo
Dr.. Ricardo Adrogué08/05/2016Dr. Ricardo Adrogué is Head of Babson’s Emerging Markets Debt Group. He is also lead portfolio manager for the firm’s Emerging Markets Local Debt strategy, and co-portfolio manager for the firm’s Emerging Markets Sovereign Hard Currency Debt, Blended Total Return Debt Strategy and Short Duration Bond Strategies. Ricardo has 22 years of industry experience that has encompassed portfolio management, economic strategy and academia. Prior to joining the firm in 2013, he was at Cabezon Investment Group, LLC as well as at Wellington Management Company where he built a successful track record for the Emerging Markets Local Debt program and managed over $11 billion. Before Wellington, Ricardo worked at the International Monetary Fund conducting inflation modeling work for central banks and was country desk for Brazil, Costa Rica, and Trinidad and Tobago. He also worked with Salomon Smith Barney / Citigroup as a Vice President of Markets and Economic Analysis, a Senior Economist and a Strategist for Panama and Peru, and New York University as an Adjunct Professor of Latin American Economics. Ricardo holds a B.A. in Economics from the Universidad Católica Argentina, an M.A. in Economics and a Ph.D. from the University of California, Los Angeles.
Novruz Bashirov08/05/2016
Cem Karacadag08/05/2016Cem Karacadag is co-manager of Babson’s Emerging Markets Sovereign Debt strategy and backup manager for the firm’s Local Debt strategy. Cem has 20 years of industry experience that has encompassed sovereign credit analysis, macroeconomic policy research and advice, and emerging markets fixed income strategy. Prior to joining the firm in 2014, Cem was at Oppenheimer Funds, where he worked on sovereign hard currency and local currency investments in Eastern Europe and Asia. Before Oppenheimer, he worked at Credit Suisse covering Emerging Market sovereigns in Asia and Latin America, and at the International Monetary Fund, where he focused on monetary policy instruments, exchange rate policy, and bank restructuring in China, Indonesia, and Eastern Europe. He also held positions at Standard & Poor’s and the Federal Reserve Bank of New York. Cem holds a B.A. in Economics from Tufts University, and an M.A. in International Economics and European Studies from Johns Hopkins University.
Compliance
UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Denmark, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
Babson Capital Emerging Markets Debt Short Duration Tranche A Acc USD
Initial charge-
Annual charge0.4%
Min single investment£50,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price107.05
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKYKV
Babson Capital Emerging Markets Debt Short Duration Tranche A Inc GBP
Initial charge-
Annual charge0.4%
Min single investment£32,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.69%
Total expense ratio (TER)0.67%
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMZ8T
Babson Capital Emerging Markets Debt Short Duration Tranche A Inc USD
Initial charge-
Annual charge0.4%
Min single investment£50,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.67%
Total expense ratio (TER)0.67%
Bid price-
Offer price-
Mid price102.68
CurrencyUSD
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE47H
Babson Capital Emerging Markets Debt Short Duration Tranche B Acc SEK
Initial charge-
Annual charge0.5%
Min single investment£65,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.15
CurrencySEK
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNGAO
Babson Capital Emerging Markets Debt Short Duration Tranche B Acc USD
Initial charge-
Annual charge0.5%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100.41
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNCWR
Babson Capital Emerging Markets Debt Short Duration Tranche E Acc EUR
Initial charge-
Annual charge0.8%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.09%
Total expense ratio (TER)1.07%
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMZ8P
Babson Capital Emerging Markets Debt Short Duration Tranche E Acc GBP
Initial charge-
Annual charge0.8%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.09%
Total expense ratio (TER)1.07%
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMZ8R
Babson Capital Emerging Markets Debt Short Duration Tranche E Acc USD
Initial charge-
Annual charge0.8%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.07%
Total expense ratio (TER)1.07%
Bid price-
Offer price-
Mid price104.75
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMZ8N
Babson Capital Emerging Markets Debt Short Duration Tranche E Inc EUR
Initial charge-
Annual charge0.8%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.09%
Total expense ratio (TER)1.07%
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMZ8Q
Babson Capital Emerging Markets Debt Short Duration Tranche E Inc GBP
Initial charge-
Annual charge0.8%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.09%
Total expense ratio (TER)1.07%
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMZ8S
Babson Capital Emerging Markets Debt Short Duration Tranche E Inc USD
Initial charge-
Annual charge0.8%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.07%
Total expense ratio (TER)1.07%
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMZ8O
Data provided by

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