Fact sheet: Ashmore Emg Mkt Debt

Fund information

Fund name
Ashmore Emerging Markets Debt Ret USD
Fund company manager
Ashmore Investment Mgt Ltd
Fund type
SIB
Fund manager(s)
Ashmore Investment Team
since 10/01/2003
Fund objective
SICAV EMDF is an open-ended, daily dealing, UCITS V-compliant, Luxembourg fund. It offers investors access to a highly diversified portfolio of mainly USD denominated Emerging Markets sovereign and quasi-sovereign debt securities but may also include local currency and corporate debt.
Benchmark
JP Morgan EMBI Global Diversified Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

8.35 %

1 Year rank in sector

29/240

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 1.3 b

FE Risk score

100

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    53.9%
  • Venezuela
    7.1%
  • Brazil
    6.1%
  • Ecuador
    5.8%
  • Indonesia
    4.8%
  • BBB
    32.5%
  • B
    27.2%
  • BB
    21.3%
  • B+
    8.6%
  • A
    8.4%
  • Global Fixed Interest
    53.9%
  • American Emerging Fixed Interest
    20.3%
  • Brazilian Fixed Interest
    6.1%
  • Indonesian Fixed Interest
    4.8%
  • Kazakhstan Fixed Interest
    4.1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.53 %4.5 %8.35 %23.9 %23.29 %
Sector-0.23 %3.01 %5.19 %6.21 %4.33 %
Rank within sector46 / 25482 / 24529 / 24015 / 19817 / 122
Quartile th1 st2 nd1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund9.87 %18.25 %0.36 %-0.56 %-6.7 %
Sector8.33 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector91 / 24317 / 22845 / 209109 / 17066 / 128
Quartile th2 nd1 st1 st3 rd3 rd

Risk statistics

Alpha4.84
Beta1.12
Sharpe0.43
Volatility8.6
Tracking error3.46
Information ratio1.45
R-Squared0.85

Price movement

52 week high89.07
52 week low82.15
Current bid price0
Current offer price0
Current mid price88.92

Holdings by region

  • 53.9% Others
  • 7.1% Venezuela
  • 6.1% Brazil
  • 5.8% Ecuador
  • 4.8% Indonesia
  • 4.1% Kazakhstan
  • 3.8% Colombia
  • 3.7% Mexico
  • 3.6% Dominican Republic
  • 3.6% Russia

Holdings by sector

  • 32.5% BBB
  • 27.2% B
  • 21.3% BB
  • 8.6% B+
  • 8.4% A
  • 1.4% Non-Rated
  • 0.6% AA

Holdings by asset type

  • 53.9% Global Fixed Interest
  • 20.3% American Emerging Fixed Interest
  • 6.1% Brazilian Fixed Interest
  • 4.8% Indonesian Fixed Interest
  • 4.1% Kazakhstan Fixed Interest
  • 3.7% Mexican Fixed Interest
  • 3.6% Russian Fixed Interest
  • 3.5% South African Fixed Interest

Individual holdings

  • 2.5% PETROLEOS DE VENEZUELA 8.5% NTS 27/10/20 USD1 144A
  • 2% BRAZIL NTNF 10% 01/01/2027 - LC
  • 1.5% IVORY COAST VAR 31/12/2032 (REGS)
  • 1.5% VENEZUELA(REPUBLIC OF) 11.95% BDS 05/08/31 USD1000 REG S
  • 1.4% BELARUS(REPUBLIC OF) 8.95% BDS 26/01/18 USD100000
  • 1.4% ECUADOR(REPUBLIC OF) 7.95% BDS 20/06/24 USD200000 144A
  • 1.2% ARAB REPUBLIC OF EGYPT(THE) 7.5% NTS 31/01/27 USD200000 REG S
  • 1.1% LEBANON(REPUBLIC OF) 6.1% BDS 04/10/22 USD1000
  • 1.1% VENEZUELA(REPUBLIC OF) 11.75% BDS 21/10/26 USD100 REG S
  • 1% ECUADOR(REPUBLIC OF) 8.75% BDS 02/06/23 USD200000144A