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
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

4.68 %

1 Year rank in sector

80/236

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 426.4 m

FE Risk score

91

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    54.3%
  • Venezuela
    8.3%
  • Ecuador
    6.6%
  • Indonesia
    5.1%
  • Kazakhstan
    4.2%
  • BBB
    34.5%
  • B
    26.1%
  • BB
    19%
  • A
    10.1%
  • B+
    9.4%
  • Global Fixed Interest
    54.3%
  • American Emerging Fixed Interest
    22.6%
  • Indonesian Fixed Interest
    5.1%
  • Kazakhstan Fixed Interest
    4.2%
  • Mexican Fixed Interest
    3.9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.75 %3.47 %4.68 %21.07 %31.65 %
Sector0.88 %3.93 %3.96 %3.05 %6.71 %
Rank within sector177 / 252164 / 24580 / 23616 / 19510 / 116
Quartile th3 rd3 rd2 nd1 st1 st

Calendar performance

YTD-20172016201520142013
Fund6.51 %13.84 %4.4 %3.93 %-6.42 %
Sector6.97 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector149 / 24433 / 22712 / 20963 / 17264 / 129
Quartile th3 rd1 st1 st2 nd2 nd

Risk statistics

Alpha5.53
Beta0.83
Sharpe0.4
Volatility6.8
Tracking error3.42
Information ratio1.57
R-Squared0.77

Price movement

52 week high121.13
52 week low110.51
Current bid price0
Current offer price0
Current mid price117.38

Holdings by region

  • 54.3% Others
  • 8.3% Venezuela
  • 6.6% Ecuador
  • 5.1% Indonesia
  • 4.2% Kazakhstan
  • 3.9% Colombia
  • 3.9% Mexico
  • 3.8% Dominican Republic
  • 3.4% Belarus
  • 3.3% South Africa

Holdings by sector

  • 34.5% BBB
  • 26.1% B
  • 19% BB
  • 10.1% A
  • 9.4% B+
  • 0.5% AA
  • 0.4% Non-Rated

Holdings by asset type

  • 54.3% Global Fixed Interest
  • 22.6% American Emerging Fixed Interest
  • 5.1% Indonesian Fixed Interest
  • 4.2% Kazakhstan Fixed Interest
  • 3.9% Mexican Fixed Interest
  • 3.4% European Emerging Fixed Interest
  • 3.3% South African Fixed Interest
  • 3.2% Russian Fixed Interest

Individual holdings

  • 2.4% PETROLEOS DE VENEZUELA 8.5% NTS 27/10/20 USD1 144A
  • 2.1% BELARUS(REPUBLIC OF) 8.95% BDS 26/01/18 USD100000
  • 2% VENEZUELA(REPUBLIC OF) 11.95% BDS 05/08/31 USD1000 REG S
  • 1.6% IVORY COAST VAR 31/12/2032 (REGS)
  • 1.5% ECUADOR(REPUBLIC OF) 10.5% BDS 24/03/20 USD 200000
  • 1.5% SINOCHEM OVERSEAS CAPITAL CO LTD 4.5% BDS 12/11/20 USD100000 REG S
  • 1.4% VENEZUELA(REPUBLIC OF) 11.75% BDS 21/10/26 USD100 REG S
  • 1.3% ECUADOR(REPUBLIC OF) 10.75% BDS 28/03/22 USD1000
  • 1.3% KAZAKHSTAN(REPUBLIC OF) 5.125% NTS 21/07/25 USD200000 3 144A
  • 1.3% ROMANIA(REPUBLIC OF) 6.75% NTS 07/02/22 USD2000 144A