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

9.57 %

1 Year rank in sector

118/244

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 157.4 m

FE Risk score

97

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    27.4%
  • Indonesia
    12.2%
  • Mexico
    11.5%
  • Kazakhstan
    9%
  • Colombia
    7.4%
  • BBB
    74.9%
  • A
    23.5%
  • AA
    1.6%
  • Global Fixed Interest
    27.4%
  • American Emerging Fixed Interest
    13.1%
  • Indonesian Fixed Interest
    12.2%
  • Mexican Fixed Interest
    11.5%
  • Kazakhstan Fixed Interest
    9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.05 %2.38 %9.57 %15.61 %11.53 %
Sector0.79 %1.36 %8.69 %10.74 %2.56 %
Rank within sector108 / 26095 / 252118 / 244104 / 20760 / 127
Quartile th2 nd2 nd2 nd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund8.94 %6.71 %-1.79 %6.9 %-9.09 %
Sector7.95 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector117 / 245185 / 22989 / 20922 / 16988 / 128
Quartile th2 nd4 th2 nd1 st3 rd

Risk statistics

Alpha2.43
Beta0.69
Sharpe0.05
Volatility5.52
Tracking error3.37
Information ratio0.55
R-Squared0.78

Price movement

52 week high117.5
52 week low107.95
Current bid price0
Current offer price0
Current mid price117.25

Holdings by region

  • 27.4% Others
  • 12.2% Indonesia
  • 11.5% Mexico
  • 9% Kazakhstan
  • 7.4% Colombia
  • 6.6% Chile
  • 6.5% Peru
  • 5.7% Panama
  • 5.1% Hungary
  • 4.3% Morocco

Holdings by sector

  • 74.9% BBB
  • 23.5% A
  • 1.6% AA

Holdings by asset type

  • 27.4% Global Fixed Interest
  • 13.1% American Emerging Fixed Interest
  • 12.2% Indonesian Fixed Interest
  • 11.5% Mexican Fixed Interest
  • 9% Kazakhstan Fixed Interest
  • 6.6% Chilean Fixed Interest
  • 6.5% Peruvian 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% PERU(REPUBLIC OF) 8.75% BDS 21/11/33 USD1000
  • 2.4% HUNGARY 5.375% NTS 25/03/24 USD2000
  • 2.1% 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% REPUBLIC OF PANAMA 8.875% 30/09/2027
  • 2% URUGUAY 5.1% SNR UNSEC NTS 18/06/50 USD1
  • 1.9% HUNGARY 5.75% NTS 22/11/23 USD2000