Fact sheet: JI Emerging Markets Bonds CL

Fund information
Fund name
JI Emerging Markets Bonds CL
Fund manager company
Jyske Invest International
Fund type
No data available.
Fund manager
  • Thorben Vellingsince 01/01/2008
Fund objective
Investment is chiefly made directly and indirectly in bonds issued by countries that are in a period of transition from developing countries to industrial nations, mainly in the areas Latin America, the Far East, Eastern Europe and Africa (emerging markets). The bonds involve a certain credit risk. Investment is made primarily in bonds issued by or guaranteed by states.
Benchmark
  • JPMorgan EMBI Global Diversified Index
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
7.5%
1 Year rank in sector
2/11
Sector
FO Fixed Int - USD Government
Yield
-
Fund size
£15m (£14m 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.
89
Top in this sector
Fund name1 Year
HSBC GIF Gbl Gov Bd14.8%
JI Emerging Markets Bonds CL7.5%
JI Emerging Market Bonds EUR CL6.9%
BlackRock GF US Govt Mortg0.5%
LM WA US ST Gov-0.2%
...more in FO Fixed Int - USD Government

Performance snapshot

Holdings snapshot

  • Latin America42.3%
    International24.9%
    Europe22.1%
    Far East7.8%
    Asia1.6%
  • Financials83.5%
    Energy10.6%
    Industrials4.1%
    Utilities1.8%
  • American Emerging Fixed Interest42.3%
    Global Fixed Interest24.9%
    European Fixed Interest22.1%
    Asia Pacific Fixed Interest9.4%
    North American Fixed Interest1.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.2%3.8%0.5%7.5%16.1%25%
Sector0.5%0.9%-1.3%1.3%5%5%
Rank within sector1 / 111 / 111 / 112 / 111 / 101 / 10
Quartile1st1st1st1st1st1st
Calendar performance
 YTD - 20172016201520142013
Fund5.2%9.9%-1.5%6.1%-6.5%
Sector1.6%2.6%-1%2.9%-2.2%
Rank within sector2 / 112 / 1111 / 111 / 109 / 10
Quartile1st1st4th1st4th
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.
2.21
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.
1.95
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.
0.27
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%.
6.49
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.
4.96
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.
0.72
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.
0.54
Price movement
52 week high486.9
52 week low446.33
Current bid price-
Current offer price-
Current mid price484.79
Region
1Latin America42.3%
2International24.92%
3Europe22.08%
4Far East7.76%
5Asia1.59%
6North America1.35%
Industry sector
1Financials83.51%
2Energy10.63%
3Industrials4.09%
4Utilities1.77%
Asset type
1American Emerging Fixed Interest42.3%
2Global Fixed Interest24.92%
3European Fixed Interest22.08%
4Asia Pacific Fixed Interest9.35%
5North American Fixed Interest1.35%
Individual holdings
1PANAMA(REPUBLIC OF) 4% BDS 22/09/24 USD2000002.87%
2TURKEY(REPUBLIC OF) 7.375% BDS 05/02/25 USD2.74%
3HUNGARY 5.375% NTS 21/02/23 USD20002.62%
4ARGENTINA(REPUBLIC OF) 3.875% BDS 15/01/22 USD1000002.49%
5PETROLEOS MEXICANOS 5.125% BDS 15/03/23 EUR1000002.23%
6UKRAINE(REPUBLIC OF) 7.75% NTS 27/10/19 USD76100002.11%
7EL SALVADOR(REPUBLIC OF) 7.375% BDS 01/12/19 USD100000`REG S`2.1%
8LITHUANIA(REPUBLIC OF) 6.125% BDS 09/03/21 USD100000 REG S1.88%
9COTE D`IVOIRE 5.375% NTS 23/07/24 USD1000 REG S1.81%
Management
Fund manager group
Jyske Invest International
Fund manager company
Jyske Invest International
Fund type
No data available.
Fund objective
Investment is chiefly made directly and indirectly in bonds issued by countries that are in a period of transition from developing countries to industrial nations, mainly in the areas Latin America, the Far East, Eastern Europe and Africa (emerging markets). The bonds involve a certain credit risk. Investment is made primarily in bonds issued by or guaranteed by states.
Benchmark
  • JPMorgan EMBI Global Diversified Index
Investment style
None
Investment method
Fixed Interest
Fund manager
NameSinceBiography
Thorben Velling01/01/2008Thorben Velling holds a Masters Degree from the University of Aarhus and has also studied development economics at the London School of Economics. In his career he has dealt with macroeconomics from different viewpoints, such as macroeconomic prognosis, policy formulation and macroeconomic consequential calculation. He has also been active as a professor. Since 2004 he has been responsible for valuation of European economics at Jyske Bank and since 2007 he has been employed as portfolio manager at Jyske Invest.
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Switzerland, Germany, Denmark, Spain, United Kingdom, Gibraltar, Luxembourg, Netherlands, Norway, Offshore, Sweden
JI Emerging Markets Bonds CL
Initial charge2%
Annual charge0.9%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.17%
Bid price-
Offer price-
Mid price484.79
CurrencyUSD
Price updated24/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJT70
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.