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

0.51 %

1 Year rank in sector

214/236

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 150.2 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    29.1%
  • Mexico
    11.6%
  • Indonesia
    11.1%
  • Kazakhstan
    9%
  • Colombia
    7.5%
  • BBB
    73.7%
  • A
    23.7%
  • AA
    2.6%
  • Global Fixed Interest
    29.1%
  • American Emerging Fixed Interest
    13.3%
  • Mexican Fixed Interest
    11.6%
  • Indonesian Fixed Interest
    11.1%
  • Kazakhstan Fixed Interest
    9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.35 %4.52 %0.51 %11.51 %15.55 %
Sector0.88 %3.93 %3.96 %3.05 %6.71 %
Rank within sector52 / 252111 / 245214 / 23679 / 19555 / 116
Quartile th1 st2 nd4 th2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund7.01 %6.71 %-1.79 %6.9 %-9.09 %
Sector6.97 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector127 / 244187 / 22792 / 20923 / 17289 / 129
Quartile th3 rd4 th2 nd1 st3 rd

Risk statistics

Alpha3.09
Beta0.69
Sharpe0.03
Volatility5.67
Tracking error3.48
Information ratio0.82
R-Squared0.77

Price movement

52 week high118.67
52 week low107.95
Current bid price0
Current offer price0
Current mid price115.17

Holdings by region

  • 29.1% Others
  • 11.6% Mexico
  • 11.1% Indonesia
  • 9% Kazakhstan
  • 7.5% Colombia
  • 6% Chile
  • 5.9% Peru
  • 5.8% Panama
  • 5.1% Hungary
  • 4.5% Romania

Holdings by sector

  • 73.7% BBB
  • 23.7% A
  • 2.6% AA

Holdings by asset type

  • 29.1% Global Fixed Interest
  • 13.3% American Emerging Fixed Interest
  • 11.6% Mexican Fixed Interest
  • 11.1% Indonesian Fixed Interest
  • 9% Kazakhstan Fixed Interest
  • 6% Chilean Fixed Interest
  • 5.9% Peruvian Fixed Interest
  • 5.1% Hungarian Fixed Interest
  • 4.5% European Emerging Fixed Interest
  • 4.4% African Fixed Interest

Individual holdings

  • 3.8% MOROCCO(KINGDOM OF) 4.25% BDS 11/12/22 USD200000 144A
  • 2.8% PERUSAHAAN PENERBIT SBSN 6.125% BDS 15/03/19 USD1000
  • 2.8% ROMANIA(REPUBLIC OF) 6.75% NTS 07/02/22 USD2000 144A
  • 2.5% HUNGARY 5.375% NTS 25/03/24 USD2000
  • 2.4% PERU(REPUBLIC OF) 8.75% BDS 21/11/33 USD1000
  • 2.2% PEMEX 8% 03/05/2019
  • 2.2% PHILIPPINES(REPUBLIC OF) 6.375% BDS 23/10/34 USD1000
  • 2% KSA SUKUK 2.894% 20/04/2022 (REGS)
  • 2% REPUBLIC OF PANAMA 8.875% 30/09/2027
  • 1.9% PERU(REPUBLIC OF) 5.625% BDS 18/11/50 USD1000