Fact sheet: Ashmore EMSovInvGrdDt

Fund information

Fund name
Ashmore Emerging Market Sovereign Investment Grade Debt I USD
Fund company manager
Ashmore Investment Mgt Ltd
Fund type
SIB
Fund manager
Ashmore Investment Team
since 25/02/2010
Fund objective
SICAV SIGDF is an open-ended daily dealing UCITS V Luxembourg registered fund. Investments are mainly in investment grade transferable debt securities and other instruments issued by emerging market Sovereigns and Quasi-Sovereigns denominated in US dollars and other major currencies as well as local currencies.
Benchmark
JP Morgan EMBI Global Diversified Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

1.94 %

1 Year rank in sector

208/236

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 150.7 m

FE Risk score

95

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    28.5%
  • Indonesia
    12%
  • Mexico
    11.6%
  • Kazakhstan
    8.9%
  • Colombia
    7.3%
  • BBB
    75%
  • A
    22.5%
  • AA
    2.5%
  • Global Fixed Interest
    28.5%
  • American Emerging Fixed Interest
    13.1%
  • Indonesian Fixed Interest
    12%
  • Mexican Fixed Interest
    11.6%
  • Kazakhstan Fixed Interest
    8.9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.74 %4.89 %1.94 %12.56 %13.36 %
Sector0.8 %4.21 %5.71 %5.59 %5.99 %
Rank within sector170 / 252128 / 243208 / 23685 / 19660 / 120
Quartile th3 rd3 rd4 th2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund8.16 %6.71 %-1.79 %6.9 %-9.09 %
Sector8.42 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector130 / 242187 / 22690 / 20724 / 17089 / 129
Quartile th3 rd4 th2 nd1 st3 rd

Risk statistics

Alpha2.89
Beta0.7
Sharpe0.05
Volatility5.69
Tracking error3.45
Information ratio0.73
R-Squared0.78

Price movement

52 week high117.74
52 week low107.95
Current bid price0
Current offer price0
Current mid price116.41

Holdings by region

  • 28.5% Others
  • 12% Indonesia
  • 11.6% Mexico
  • 8.9% Kazakhstan
  • 7.3% Colombia
  • 6.4% Peru
  • 5.8% Chile
  • 5.8% Panama
  • 5.1% Hungary
  • 4.3% Morocco

Holdings by sector

  • 75% BBB
  • 22.5% A
  • 2.5% AA

Holdings by asset type

  • 28.5% Global Fixed Interest
  • 13.1% American Emerging Fixed Interest
  • 12% Indonesian Fixed Interest
  • 11.6% Mexican Fixed Interest
  • 8.9% Kazakhstan Fixed Interest
  • 6.4% Peruvian Fixed Interest
  • 5.8% Chilean Fixed Interest
  • 5.1% Hungarian Fixed Interest
  • 4.3% African Fixed Interest
  • 4.3% European Emerging Fixed Interest

Individual holdings

  • 3.8% MOROCCO(KINGDOM OF) 4.25% BDS 11/12/22 USD1000 REG S
  • 2.7% ROMANIA(REPUBLIC OF) 6.75% NTS 07/02/22 USD2000 144A
  • 2.5% HUNGARY 5.375% NTS 25/03/24 USD2000
  • 2.5% PERU(REPUBLIC OF) 8.75% BDS 21/11/33 USD1000
  • 2.2% PHILIPPINES(REPUBLIC OF) 6.375% BDS 23/10/34 USD1000
  • 2.1% PEMEX 8% 03/05/2019
  • 2% PERU(REPUBLIC OF) 5.625% BDS 18/11/50 USD1000
  • 2% REPUBLIC OF PANAMA 8.875% 30/09/2027
  • 1.9% HUNGARY 5.75% NTS 22/11/23 USD2000
  • 1.9% URUGUAY 5.1% SNR UNSEC NTS 18/06/50 USD1