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
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

9.47 %

1 Year rank in sector

18/235

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 2.1 b

FE Risk score

61

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    38%
  • Brazil
    11%
  • Mexico
    8.5%
  • Venezuela
    6.5%
  • Indonesia
    6.1%
  • BBB
    32.5%
  • B
    21.4%
  • BB
    20.7%
  • A
    16.6%
  • B+
    7.4%
  • Global Fixed Interest
    38%
  • American Emerging Fixed Interest
    15.9%
  • Brazilian Fixed Interest
    11%
  • Mexican Fixed Interest
    8.5%
  • Indonesian Fixed Interest
    6.1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.15 %7.2 %9.81 %8.94 %17.7 %
Sector-0.11 %5.39 %5.58 %1.83 %6.58 %
Rank within sector42 / 24965 / 24218 / 23592 / 194 /
Quartile th1 st2 nd1 st2 nd th

Calendar performance

YTD-20172016201520142013
Fund8.83 %17.8 %-5.73 %-4.38 %0 %
Sector6.4 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector58 / 24219 / 227135 / 209133 / 173 /
Quartile th1 st1 st3 rd4 th th

Risk statistics

Alpha1.93
Beta1.28
Sharpe-0
Volatility9.53
Tracking error3.14
Information ratio0.62
R-Squared0.93

Price movement

52 week high108.19
52 week low96.07
Current bid price0
Current offer price0
Current mid price108.61

Holdings by region

  • 38% Others
  • 11% Brazil
  • 8.5% Mexico
  • 6.5% Venezuela
  • 6.1% Indonesia
  • 5.7% Russia
  • 5.5% Ecuador
  • 5.1% Poland
  • 5% South Africa
  • 4.7% Turkey

Holdings by sector

  • 32.5% BBB
  • 21.4% B
  • 20.7% BB
  • 16.6% A
  • 7.4% B+
  • 1.1% Non-Rated
  • 0.3% AA

Holdings by asset type

  • 38% Global Fixed Interest
  • 15.9% American Emerging Fixed Interest
  • 11% Brazilian Fixed Interest
  • 8.5% Mexican Fixed Interest
  • 6.1% Indonesian Fixed Interest
  • 5.7% Russian Fixed Interest
  • 5.1% Polish Fixed Interest
  • 5% South African Fixed Interest
  • 4.7% Middle East & African Fixed Interest

Individual holdings

  • 3.5% MEXICO(UNITED MEXICAN STATES) 6.5% NTS 10/06/21 MXN100 M
  • 3.4% BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 01/01/21 BRL1000
  • 3.3% PETROLEOS DE VENEZUELA 8.5% NTS 27/10/20 USD1 144A
  • 1.8% BRAZIL NTNF 10% 01/01/2027 - LC
  • 1.8% ECUADOR(REPUBLIC OF) 10.5% BDS 24/03/20 USD 200000
  • 1.4% ECUADOR(REPUBLIC OF) 10.75% BDS 28/03/22 USD1000
  • 1.3% BRAZIL BLTN 0% 01/01/2020
  • 1.3% INDIA(GOVERNMENT OF) 7.72% BDS 25/05/25 INR10000
  • 1.2% BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 01/01/23 BRL1000
  • 1.1% MEXICO(UNITED MEXICAN STATES) 4% BDS 13/06/19 MXN1000