Fact sheet: Ashmore EmgMktTtRtn

Fund information

Fund name
Ashmore Emerging Market Total Return Z GBP
Fund company manager
Ashmore Investment Mgt Ltd
Fund type
SIB
Fund manager(s)
Ashmore Investment Team
since 21/06/2011
Fund objective
SICAV TRF is an open-ended daily dealing UCITS V Luxembourg registered highly diversified global emerging markets total return fund. Investments are mainly in sovereign, quasi-sovereign and corporate bonds denominated in local currencies as well as US dollar denominated debt.
Benchmark
-
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

11.55 %

1 Year rank in sector

72/240

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 2.8 b

FE Risk score

59

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    42.2%
  • Brazil
    9.3%
  • Mexico
    7.8%
  • Russia
    6.4%
  • South Africa
    6.4%
  • BBB
    35.3%
  • B
    24.8%
  • BB
    18.2%
  • A
    14.9%
  • B+
    5.1%
  • Global Fixed Interest
    42.2%
  • American Emerging Fixed Interest
    14.1%
  • Brazilian Fixed Interest
    9.3%
  • Mexican Fixed Interest
    7.8%
  • Russian Fixed Interest
    6.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.97 %4.56 %11.55 %27.34 %11.84 %
Sector1.21 %2.96 %8.32 %11.66 %2.8 %
Rank within sector66 / 25876 / 25272 / 24013 / 207 /
Quartile th2 nd2 nd2 nd1 st th

Calendar performance

YTD-20182017201620152014
Fund1.87 %11.7 %17.8 %-5.73 %-4.38 %
Sector0.99 %8.47 %10.22 %-7.28 %-0.56 %
Rank within sector60 / 25771 / 24021 / 225132 / 205130 / 166
Quartile th1 st2 nd1 st3 rd4 th

Risk statistics

Alpha2.99
Beta1.26
Sharpe0.46
Volatility8.61
Tracking error2.85
Information ratio1.34
R-Squared0.93

Price movement

52 week high113.56
52 week low101.32
Current bid price0
Current offer price0
Current mid price113.56

Holdings by region

  • 42.2% Others
  • 9.3% Brazil
  • 7.8% Mexico
  • 6.4% Russia
  • 6.4% South Africa
  • 6.2% Indonesia
  • 6% Ecuador
  • 4.2% Poland
  • 4.1% Venezuela
  • 4% Colombia

Holdings by sector

  • 35.3% BBB
  • 24.8% B
  • 18.2% BB
  • 14.9% A
  • 5.1% B+
  • 1.6% Non-Rated
  • 0.1% AA

Holdings by asset type

  • 42.2% Global Fixed Interest
  • 14.1% American Emerging Fixed Interest
  • 9.3% Brazilian Fixed Interest
  • 7.8% Mexican Fixed Interest
  • 6.4% Russian Fixed Interest
  • 6.4% South African Fixed Interest
  • 6.2% Indonesian Fixed Interest
  • 4.2% Polish Fixed Interest
  • 3.4% Indian Fixed Interest

Individual holdings

  • 2.6% PETROLEOS DE VENEZUELA 8.5% NTS 27/10/20 USD1 144A
  • 2.1% BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 01/01/23 BRL1000
  • 1.6% BRAZIL(FEDERATIVE REPUBLIC OF) 6% BDS 15/08/22 BRL1000
  • 1.5% ECUADOR(REPUBLIC OF) 10.5% BDS 24/03/20 USD 200000
  • 1.5% ECUADOR(REPUBLIC OF) 10.75% BDS 28/03/22 USD1000
  • 1.3% BRAZIL NTNF 10% 01/01/2025 - LC
  • 1.3% BRAZIL NTNF 10% 01/01/2027 - LC
  • 1.2% MEXICO(UNITED MEXICAN STATES) 6.5% NTS 10/06/21 MXN100 M
  • 1.1% DIGICEL GROUP LTD 8.25% BDS 30/09/20 USD200000 144A
  • 1% INDIA(GOVERNMENT OF) 7.72% BDS 25/05/25 INR10000