Fact sheet: BNPP EsJPMEMBIGlDC

Fund information

Fund name
BNPP Easy JPM EMBI Global Diversified Composite Track Classic Cap USD
Fund company manager
BNP Paribas Asset Management L
Fund type
SIB
Fund manager
Charles Lewandowski
since 01/11/2012
Fund objective
The objective of the BNP Paribas Easy JPM EMBI Global Diversified Composite? sub-fund (denominated in USD) is to replicate the performance of the JPM EMBI Global Diversified Composite (TR)* index (Bloomberg: JPGCCOMP index), including fluctuations, and to maintain the tracking error between the sub-fund and the index below 1%.Investors of the hedged share category are informed that the tracking error will be higher for this share category because of the hedging.
Benchmark
JPM EMBI Global Diversified (RI)
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised,Fixed Interest

Quick stats

1 Year return

4.87 %

1 Year rank in sector

180/235

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 248.9 m

FE Risk score

89

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    72.52%
  • Mexico
    5.25%
  • Indonesia
    4.19%
  • Turkey
    3.96%
  • Russia
    3.87%
  • Medium dated bonds
    39.98%
  • Long dated bonds
    31.25%
  • Short dated bonds
    27.69%
  • Very short dated bonds
    1.09%
  • Others
    72.52%
  • Mexican Fixed Interest
    5.25%
  • Indonesian Fixed Interest
    4.19%
  • Middle East & African Fixed Interest
    3.96%
  • Russian Fixed Interest
    3.87%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.47 %5.28 %4.87 %15.39 %20.46 %
Sector1.32 %5.03 %7.22 %5.89 %6.36 %
Rank within sector133 / 251138 / 242180 / 23556 / 19537 / 120
Quartile th3 rd3 rd4 th2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund8.16 %8.5 %-0.54 %6.87 %-6 %
Sector8.74 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector142 / 241140 / 22558 / 20624 / 16955 / 129
Quartile th3 rd3 rd2 nd1 st2 nd

Risk statistics

Alpha3.29
Beta0.7
Sharpe0.13
Volatility5.48
Tracking error2.95
Information ratio1
R-Squared0.86

Price movement

52 week high137.7
52 week low124.6
Current bid price0
Current offer price0
Current mid price137.35

Holdings by region

  • 72.52% Others
  • 5.25% Mexico
  • 4.19% Indonesia
  • 3.96% Turkey
  • 3.87% Russia
  • 3.48% Philippines
  • 3.47% Brazil
  • 3.26% Argentina

Holdings by sector

  • 39.98% Medium dated bonds
  • 31.25% Long dated bonds
  • 27.69% Short dated bonds
  • 1.09% Very short dated bonds

Holdings by asset type

  • 72.52% Others
  • 5.25% Mexican Fixed Interest
  • 4.19% Indonesian Fixed Interest
  • 3.96% Middle East & African Fixed Interest
  • 3.87% Russian Fixed Interest
  • 3.48% Philippine Fixed Interest
  • 3.47% Brazilian Fixed Interest
  • 3.26% American Emerging Fixed Interest

Individual holdings

-