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(s)
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

3.35 %

1 Year rank in sector

150/229

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 154.7 m

FE Risk score

85

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    26.2%
  • Indonesia
    12.4%
  • Mexico
    11.9%
  • Kazakhstan
    8.4%
  • Colombia
    7.7%
  • BBB
    75.4%
  • A
    23.3%
  • AA
    1.3%
  • Global Fixed Interest
    26.2%
  • American Emerging Fixed Interest
    17.9%
  • Indonesian Fixed Interest
    12.4%
  • Mexican Fixed Interest
    11.9%
  • Kazakhstan Fixed Interest
    8.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.33 %-1.14 %3.35 %9.64 %11.43 %
Sector-0.86 %0.85 %5.32 %10.72 %2.25 %
Rank within sector237 / 256202 / 241150 / 229136 / 19757 / 134
Quartile th4 th4 th3 rd3 rd2 nd

Calendar performance

YTD-20182017201620152014
Fund-2.73 %9.12 %6.71 %-1.79 %6.9 %
Sector0.01 %8.47 %10.22 %-7.28 %-0.56 %
Rank within sector238 / 254118 / 227175 / 21482 / 19518 / 158
Quartile th4 th3 rd4 th2 nd1 st

Risk statistics

Alpha1.28
Beta0.71
Sharpe0.08
Volatility5.34
Tracking error3.24
Information ratio0.07
R-Squared0.76

Price movement

52 week high117.52
52 week low109.3
Current bid price0
Current offer price0
Current mid price110.96

Holdings by region

  • 26.2% Others
  • 12.4% Indonesia
  • 11.9% Mexico
  • 8.4% Kazakhstan
  • 7.7% Colombia
  • 6.9% Chile
  • 6.6% Peru
  • 5.9% Panama
  • 5.2% Hungary
  • 4.5% Romania

Holdings by sector

  • 75.4% BBB
  • 23.3% A
  • 1.3% AA

Holdings by asset type

  • 26.2% Global Fixed Interest
  • 17.9% American Emerging Fixed Interest
  • 12.4% Indonesian Fixed Interest
  • 11.9% Mexican Fixed Interest
  • 8.4% Kazakhstan Fixed Interest
  • 6.9% Chilean Fixed Interest
  • 6.6% Peruvian Fixed Interest
  • 5.2% Hungarian Fixed Interest
  • 4.5% European Emerging Fixed Interest

Individual holdings

  • 3.6% MOROCCO(KINGDOM OF) 4.25% BDS 11/12/22 USD1000 REG S
  • 2.8% 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% PEMEX 8% 03/05/2019
  • 2.1% PERU(REPUBLIC OF) 5.625% BDS 18/11/50 USD1000
  • 2.1% PHILIPPINES(REPUBLIC OF) 6.375% BDS 23/10/34 USD1000
  • 2.1% REPUBLIC OF PANAMA 8.875% 30/09/2027
  • 2% PERTAMINA PT 6% BDS 03/05/42 USD1000 REG S
  • 2% URUGUAY 5.1% SNR UNSEC NTS 18/06/50 USD1