Fact sheet: Ashmore Emg Mkt Sovrn Dbt

Fund information

Fund name
Ashmore Emerging Market Sovereign Debt Institutional Inc USD
Fund company manager
Ashmore Investment Mgt Ltd
Fund type
SIB
Fund manager(s)
Ashmore Investment Team
since 25/02/2010
Fund objective
SICAV SDF is an open-ended daily dealing UCITS V Luxembourg registered fund. Investments are mainly in transferable debt securities and other instruments issued by emerging market Sovereigns and Quasi-Sovereigns denominated in US dollars and other major currencies.
Benchmark
JP Morgan EMBI Global Diversified Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

7.33 %

1 Year rank in sector

144/237

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 632.8 m

FE Risk score

99

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    57.1%
  • Ecuador
    7%
  • Indonesia
    5.1%
  • Venezuela
    4.6%
  • Kazakhstan
    4.1%
  • BBB
    35.2%
  • B
    32.3%
  • BB
    17.8%
  • A
    9.6%
  • B+
    4.9%
  • Global Fixed Interest
    57.1%
  • American Emerging Fixed Interest
    19.3%
  • Indonesian Fixed Interest
    5.1%
  • Kazakhstan Fixed Interest
    4.1%
  • Mexican Fixed Interest
    3.9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.4 %2.66 %7.33 %30.47 %25.85 %
Sector1.07 %2.72 %8.49 %11.85 %2.78 %
Rank within sector148 / 255146 / 249144 / 23711 / 2057 / 129
Quartile th3 rd3 rd3 rd1 st1 st

Calendar performance

YTD-20182017201620152014
Fund0.47 %8.44 %13.84 %4.4 %3.93 %
Sector0.97 %8.47 %10.22 %-7.28 %-0.56 %
Rank within sector137 / 254138 / 23733 / 22312 / 20359 / 164
Quartile th3 rd3 rd1 st1 st2 nd

Risk statistics

Alpha5.93
Beta0.8
Sharpe0.86
Volatility6.21
Tracking error3.6
Information ratio1.43
R-Squared0.71

Price movement

52 week high120.65
52 week low111.94
Current bid price0
Current offer price0
Current mid price113.71

Holdings by region

  • 57.1% Others
  • 7% Ecuador
  • 5.1% Indonesia
  • 4.6% Venezuela
  • 4.1% Kazakhstan
  • 3.9% Dominican Republic
  • 3.9% Mexico
  • 3.8% Colombia
  • 3.7% South Africa
  • 3.5% Russia

Holdings by sector

  • 35.2% BBB
  • 32.3% B
  • 17.8% BB
  • 9.6% A
  • 4.9% B+
  • 0.2% AA

Holdings by asset type

  • 57.1% Global Fixed Interest
  • 19.3% American Emerging Fixed Interest
  • 5.1% Indonesian Fixed Interest
  • 4.1% Kazakhstan Fixed Interest
  • 3.9% Mexican Fixed Interest
  • 3.7% South African Fixed Interest
  • 3.5% Russian Fixed Interest
  • 3.3% Middle East & African Fixed Interest

Individual holdings

  • 1.9% PETROLEOS DE VENEZUELA 8.5% NTS 27/10/20 USD1 144A
  • 1.7% IVORY COAST VAR 31/12/2032 (REGS)
  • 1.5% BELARUS(REPUBLIC OF) 8.95% BDS 26/01/18 USD100000
  • 1.5% ECUADOR(REPUBLIC OF) 7.95% BDS 20/06/24 USD200000 144A
  • 1.4% ARAB REPUBLIC OF EGYPT(THE) 7.5% NTS 31/01/27 USD200000 REG S
  • 1.4% SINOCHEM OVERSEAS CAPITAL CO LTD 4.5% BDS 12/11/20 USD100000 REG S
  • 1.2% ROMANIA(REPUBLIC OF) 6.75% NTS 07/02/22 USD2000 144A
  • 1% ECUADOR(REPUBLIC OF) 8.75% BDS 02/06/23 USD200000144A
  • 1% PERU(REPUBLIC OF) 5.625% BDS 18/11/50 USD1000
  • 1% RUSSIAN R 5.7% 04/05/22 RUSSIAN RAILWAYS VIA RZD CAPIT 5.7% 04/05/2022