Fact sheet: CGS FMS Gbl Evl EM Debt

Fund information
Fund name
CGS FMS Global Evolution EM Debt I EUR
Fund manager company
Universal Investment
Fund type
Offshore Fund
Fund manager
  • Global Evolutionsince 21/06/2011
Fund objective
The objective of the emerging markets debt strategy is to create attractive returns by utilizing a non-benchmark focused and diversified strategy within emerging markets focusing on sovereign debt.
Benchmark
  • JPM EMBI Global Diversified
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
14.9%
1 Year rank in sector
64/200
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.
0.97%
Fund size
£168m (£78m 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.
77
Top in this sector
Fund name1 Year
UBS (L)BdSIC-Brazil$50.9%
Pictet Lat Am Lcl Cur Dt40.6%
Old Mutual Em Mt Dt37.4%
SEI Emg Mkts Dt36.9%
Schroder ISF EmgMktBd36%
...more in FO Fixed Int - Emerging Markets

Performance snapshot

Holdings snapshot

  • Others57.2%
    Indonesia6.4%
    Mexico5.9%
    Colombia5.6%
    Brazil4.4%
  • Government Bonds97.7%
    Money Market2.6%
    Derivatives-0.3%
  • Global Fixed Interest57.2%
    American Emerging Fixed Interest13.5%
    Indonesian Fixed Interest6.4%
    Mexican Fixed Interest5.9%
    Brazilian Fixed Interest4.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.6%6.2%10.4%14.9%23.2%42.6%
Sector0.4%5%8.5%13%3.6%14.8%
Rank within sector49 / 21346 / 21047 / 20764 / 20013 / 16210 / 96
Quartile1st1st1st2nd1st1st
Calendar performance
 YTD - 20162015201420132012
Fund15.1%-2.1%8.6%-4.2%16.4%
Sector13.2%-7.3%-0.6%-7%14.7%
Rank within sector68 / 20579 / 1949 / 17034 / 12549 / 101
Quartile2nd2nd1st2nd2nd
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.
6.39
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.
0.72
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.
0.79
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%.
5.76
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.
2.86
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.
2.03
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.
0.89
Price movement
52 week high139.07
52 week low116.26
Current bid price138.74
Current offer price139.86
Current mid price-
Region
1Others57.19%
2Indonesia6.35%
3Mexico5.93%
4Colombia5.64%
5Brazil4.4%
6Argentina4.05%
7Hungary3.87%
8Dominican Republic3.79%
9Kazakhstan3.26%
Industry sector
1Government Bonds97.71%
2Money Market2.62%
3Derivatives-0.32%
Asset type
1Global Fixed Interest57.19%
2American Emerging Fixed Interest13.48%
3Indonesian Fixed Interest6.35%
4Mexican Fixed Interest5.93%
5Brazilian Fixed Interest4.4%
6Hungarian Fixed Interest3.87%
7Kazakhstan Fixed Interest3.26%
8European Emerging Fixed Interest2.9%
9Money Market2.62%
Individual holdings
1ARGENTINA(REPUBLIC OF) 7.82% BDS 31/12/33 EUR1000`DIS`3.76%
2COLOMBIA(REPUBLIC OF) 5.625% NTS 26/02/44 USD10003.72%
3MEXICO(UNITED MEXICAN STATES) 4.6% NTS 23/01/46 USD10003.44%
4PERUSAHAAN PENERBIT SBSN INDONESIA III, REG S, 4.55%, 3/29/263.42%
5SERBIA(REPUBLIC OF) 7.25% NTS 28/09/21 USD2000002.9%
6HUNGARY 6.375% NTS 29/03/21 USD10002.73%
7AZERBAIJAN (REPUBLIC OF) 4.75% BDS 18/03/24 USD2000002.68%
8ANGOLA(GOVT OF) 9.5% BDS 12/11/25 USD200000 REGS2.52%
9ARAB REPUBLIC OF EGYPT(THE) 5.875% BDS 11/06/25 USD200000 REG S2.46%
Management
Fund manager group
Universal Investment
Fund manager company
Universal Investment
Fund type
Offshore Fund
Fund objective
The objective of the emerging markets debt strategy is to create attractive returns by utilizing a non-benchmark focused and diversified strategy within emerging markets focusing on sovereign debt.
Benchmark
  • JPM EMBI Global Diversified
Investment style
None
Investment method
Fixed Interest
Fund manager
NameSinceBiography
Global Evolution21/06/2011Global Evolution Fondsmaeglerselskab A/S ist eine unabhängige und auf Emerging- und Frontier Markets spezialisierte Investmentboutique. Bekannt für seinen innovativen Investmentansatz in Emerging und Frontier Markets, wird Global Evolution heute als anerkannter Experte und einer der Pioniere in diesen Marktsegmenten angesehen. Global Evolution ist eine unabhängige und spezialisierte Investmentboutique, mehrheitlich im Besitz der Firmenmitarbeiter.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Italy, Luxembourg, Norway, Offshore, Sweden
CGS FMS Global Evolution EM Debt I EUR
Initial charge0.4%
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.97%
Total expense ratio (TER)1.06%
Bid price138.74
Offer price139.86
Mid price-
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code03LX
CGS FMS Global Evolution EM Debt I USD
Initial charge0.4%
Annual charge0.16%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price101.61
Offer price102.43
Mid price-
CurrencyUSD
Price updated01/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC04M
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.