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

-2.42 %

1 Year rank in sector

87/237

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 156.7 m

FE Risk score

82

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    27%
  • Indonesia
    12.9%
  • Mexico
    11.6%
  • Kazakhstan
    9.4%
  • Colombia
    7.4%
  • BBB
    75.5%
  • A
    22.8%
  • AA
    1.7%
  • Global Fixed Interest
    27%
  • American Emerging Fixed Interest
    17%
  • Indonesian Fixed Interest
    12.9%
  • Mexican Fixed Interest
    11.6%
  • Kazakhstan Fixed Interest
    9.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.55 %-4.81 %-2.42 %8.32 %12.93 %
Sector-1.44 %-4.89 %-3.34 %6.18 %1.6 %
Rank within sector6 / 266103 / 25087 / 23795 / 20759 / 152
Quartile th1 st2 nd2 nd2 nd2 nd

Calendar performance

YTD-20182017201620152014
Fund-4.75 %9.12 %6.71 %-1.79 %6.9 %
Sector-5.1 %8.47 %10.22 %-7.28 %-0.56 %
Rank within sector103 / 253116 / 229178 / 21984 / 20119 / 164
Quartile th2 nd3 rd4 th2 nd1 st

Risk statistics

Alpha0.65
Beta0.74
Sharpe-0
Volatility5.57
Tracking error3.23
Information ratio0.03
R-Squared0.76

Price movement

52 week high117.52
52 week low108.06
Current bid price0
Current offer price0
Current mid price108.65

Holdings by region

  • 27% Others
  • 12.9% Indonesia
  • 11.6% Mexico
  • 9.4% Kazakhstan
  • 7.4% Colombia
  • 6.6% Chile
  • 6.3% Peru
  • 5.6% Panama
  • 5% Hungary
  • 4.2% Morocco

Holdings by sector

  • 75.5% BBB
  • 22.8% A
  • 1.7% AA

Holdings by asset type

  • 27% Global Fixed Interest
  • 17% American Emerging Fixed Interest
  • 12.9% Indonesian Fixed Interest
  • 11.6% Mexican Fixed Interest
  • 9.4% Kazakhstan Fixed Interest
  • 6.6% Chilean Fixed Interest
  • 6.3% Peruvian Fixed Interest
  • 5% Hungarian Fixed Interest
  • 4.2% African Fixed Interest

Individual holdings

  • 3.7% MOROCCO(KINGDOM OF) 4.25% BDS 11/12/22 USD1000 REG S
  • 2.4% HUNGARY 5.375% NTS 25/03/24 USD2000
  • 2.4% PERU(REPUBLIC OF) 8.75% BDS 21/11/33 USD1000
  • 2.1% PEMEX 8% 03/05/2019
  • 2% CODELCO INC 4.5% 16/09/2025 (REGS)
  • 2% PHILIPPINES(REPUBLIC OF) 6.375% BDS 23/10/34 USD1000
  • 1.9% HUNGARY 5.75% NTS 22/11/23 USD2000
  • 1.9% PERTAMINA PT 6% BDS 03/05/42 USD1000 144A
  • 1.9% REPUBLIC OF PANAMA 8.875% 30/09/2027
  • 1.9% URUGUAY 5.1% SNR UNSEC NTS 18/06/50 USD1