Fact sheet: Ashmore Emg Mkt Corp Dt

Fund information

Fund name
Ashmore Emerging Market Corporate Debt Z Inc GBP
Fund company manager
Ashmore Investment Mgt Ltd
Fund type
SIB
Fund manager
Ashmore Investment Team
since 25/02/2010
Fund objective
SICAV CDF is an open-ended daily dealing UCITS V Luxembourg registered fund. Investments are mainly in emerging market transferable debt securities and other instruments, with a particular focus on the public sector and private sector corporates, denominated in US dollars and other major currencies as well as local currencies.
Benchmark
JP Morgan CEMBI Broad Diversified
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

16.43 %

1 Year rank in sector

2/236

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 1.3 b

FE Risk score

45

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    28.7%
  • Brazil
    18%
  • Russia
    7.7%
  • Ukraine
    7.7%
  • Jamaica
    7.4%
  • Energy
    31.2%
  • Communications
    19.1%
  • Basic Materials
    15.9%
  • Financials
    15.7%
  • Others
    12.1%
  • Global Fixed Interest
    28.7%
  • American Emerging Fixed Interest
    20.5%
  • Brazilian Fixed Interest
    18%
  • European Emerging Fixed Interest
    7.7%
  • Russian Fixed Interest
    7.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.88 %4.15 %16.34 %13.97 %33.27 %
Sector0.74 %5.51 %6.09 %1.61 %8.04 %
Rank within sector48 / 250163 / 2432 / 23643 / 195 /
Quartile th1 st3 rd1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund7.04 %19.72 %-2.79 %-3.28 %0 %
Sector6.78 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector99 / 24317 / 228107 / 210126 / 174 /
Quartile th2 nd1 st3 rd3 rd th

Risk statistics

Alpha3.84
Beta0.93
Sharpe0.06
Volatility9.2
Tracking error6.42
Information ratio0.56
R-Squared0.52

Price movement

52 week high89.53
52 week low81.71
Current bid price0
Current offer price0
Current mid price88.59

Holdings by region

  • 28.7% Others
  • 18% Brazil
  • 7.7% Russia
  • 7.7% Ukraine
  • 7.4% Jamaica
  • 7.4% United Arab Emirates
  • 5.6% Kazakhstan
  • 4.6% Ecuador
  • 4.4% Colombia
  • 4.4% Israel

Holdings by sector

  • 31.2% Energy
  • 19.1% Communications
  • 15.9% Basic Materials
  • 15.7% Financials
  • 12.1% Others
  • 6% Non-Cyclical Consumer Goods

Holdings by asset type

  • 28.7% Global Fixed Interest
  • 20.5% American Emerging Fixed Interest
  • 18% Brazilian Fixed Interest
  • 7.7% European Emerging Fixed Interest
  • 7.7% Russian Fixed Interest
  • 7.4% GCC Fixed Interest
  • 5.6% Kazakhstan Fixed Interest
  • 4.4% Middle East & African Fixed Interest

Individual holdings

  • 4.2% DIGICEL GROUP LTD 8.25% BDS 30/09/20 USD200000 144A
  • 3.6% EP PETROECUADOR (NOBLE) FRN 24/09/19 USD250000 REG S
  • 3.4% PETROBRAS GLOBAL FINANCE 6.875% 20/01/2040
  • 3.1% DUBAI WORLD TRB1 2% + 1.75% PIK 30/09/2022
  • 3% DTEK FINANCE PLC 10.75% BDS 31/12/24 USD1
  • 2.9% PETROLEOS DE VENEZUELA 8.5% NTS 27/10/20 USD1 144A
  • 2.8% ALTICE FINANCING SA 7.5% BDS 15/05/26 USD200000 144A
  • 2.4% METINVEST BV 0% MTN 31/12/21 USD1000
  • 2.1% ENERGY RESOURCES LLC 30/09/2022
  • 2% QGOG CONSTELLATION SA 6.25% BDS 09/11/19 USD200000 REG S