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

10.49 %

1 Year rank in sector

24/236

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 2.3 b

FE Risk score

59

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    38.5%
  • Brazil
    10.9%
  • Mexico
    7.5%
  • Indonesia
    6.2%
  • Russia
    5.9%
  • BBB
    34.1%
  • B
    21.3%
  • BB
    20.9%
  • A
    15.1%
  • B+
    7%
  • Global Fixed Interest
    38.5%
  • American Emerging Fixed Interest
    15.6%
  • Brazilian Fixed Interest
    10.9%
  • Mexican Fixed Interest
    7.5%
  • Indonesian Fixed Interest
    6.2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.01 %6.12 %10.49 %15.14 %16.54 %
Sector1.02 %4.34 %6.44 %5.59 %6.09 %
Rank within sector34 / 25271 / 24324 / 23655 / 196 /
Quartile th1 st2 nd1 st2 nd th

Calendar performance

YTD-20172016201520142013
Fund11.97 %17.8 %-5.73 %-4.38 %0 %
Sector8.52 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector59 / 24221 / 226133 / 207129 / 170 /
Quartile th1 st1 st3 rd4 th th

Risk statistics

Alpha2.4
Beta1.28
Sharpe0.04
Volatility9.59
Tracking error3.12
Information ratio0.84
R-Squared0.94

Price movement

52 week high112.25
52 week low96.07
Current bid price0
Current offer price0
Current mid price111.75

Holdings by region

  • 38.5% Others
  • 10.9% Brazil
  • 7.5% Mexico
  • 6.2% Indonesia
  • 5.9% Russia
  • 5.8% Venezuela
  • 5.7% South Africa
  • 5.4% Ecuador
  • 5.1% Poland
  • 4.6% Turkey

Holdings by sector

  • 34.1% BBB
  • 21.3% B
  • 20.9% BB
  • 15.1% A
  • 7% B+
  • 1.3% Non-Rated
  • 0.3% AA

Holdings by asset type

  • 38.5% Global Fixed Interest
  • 15.6% American Emerging Fixed Interest
  • 10.9% Brazilian Fixed Interest
  • 7.5% Mexican Fixed Interest
  • 6.2% Indonesian Fixed Interest
  • 5.9% Russian Fixed Interest
  • 5.7% South African Fixed Interest
  • 5.1% Polish Fixed Interest
  • 4.6% Middle East & African Fixed Interest

Individual holdings

  • 3.3% PETROLEOS DE VENEZUELA 8.5% NTS 27/10/20 USD1 144A
  • 2% BRAZIL NTNF 10% 01/01/2025 - LC
  • 2% BRAZIL NTNF 10% 01/01/2027 - LC
  • 1.8% ECUADOR(REPUBLIC OF) 10.5% BDS 24/03/20 USD 200000
  • 1.7% BRAZIL(FEDERATIVE REPUBLIC OF) 6% BDS 15/08/22 BRL1000
  • 1.4% ECUADOR(REPUBLIC OF) 10.75% BDS 28/03/22 USD1000
  • 1.3% BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 01/01/23 BRL1000
  • 1.3% INDIA(GOVERNMENT OF) 7.72% BDS 25/05/25 INR10000
  • 1.3% MEXICO(UNITED MEXICAN STATES) 6.5% NTS 10/06/21 MXN100 M
  • 1.1% INDIA(GOVERNMENT OF) 7.59% BDS 11/01/26 INR10000