Fact sheet: CGS FMS Gbl Evl EM Debt & FX

Fund information

Fund name
CGS FMS Global Evolution EM Debt and FX R
Fund company manager
Global Evolution Manco
Fund type
SIB
Fund manager
Global Evolution
since 31/01/2011
Fund objective
The Sub-Fund aims to create returns through well diversified investments in emerging and frontier market debt and foreign exchange derivative instruments with a high expected risk adjusted performance and a low correlation to other asset classes, such as foreign exchange spot and forwards, options, non-deliverable forwards and non-deliverable options.
Benchmark
EURIBOR 3 M TR (EUR) + 200 bps
Investment style
Macro
Investment method
Money Market

Quick stats

1 Year return

7.24 %

1 Year rank in sector

1/7

Sector

FO Hedge/Stru Prod - Currency

Yield
-
Fund size

£ 58.2 m

FE Risk score

88

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    23.11%
  • Money Market
    15.81%
  • Turkey
    9.74%
  • South Africa
    9.27%
  • Brazil
    8.38%
  • Government Bonds
    84.72%
  • Money Market
    15.81%
  • Derivatives
    0.31%
  • Others
    -0.32%
  • Options
    -0.52%
  • Global Fixed Interest
    84.72%
  • Money Market
    15.81%
  • Alternative Investment Strategies
    0.31%
  • Others
    -0.32%
  • Options
    -0.52%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.99 %1.92 %7.24 %13.08 %0 %
Sector-0.24 %-0.53 %-0.68 %1.8 %-6.11 %
Rank within sector1 / 82 / 81 / 71 / 5 /
Quartile th1 st1 st1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund3.81 %12.74 %-6.16 %0 %0 %
Sector-1.09 %1.33 %0.38 %2.17 %-6.54 %
Rank within sector1 / 81 / 65 / 5 / /
Quartile th1 st1 st4 th th th

Risk statistics

Alpha1.91
Beta1.54
Sharpe-0
Volatility6.79
Tracking error6.4
Information ratio0.35
R-Squared0.12

Price movement

52 week high113.15
52 week low105.77
Current bid price113.15
Current offer price113.15
Current mid price0

Holdings by region

  • 23.11% Others
  • 15.81% Money Market
  • 9.74% Turkey
  • 9.27% South Africa
  • 8.38% Brazil
  • 7.57% Russia
  • 7.16% Colombia
  • 5.31% Mexico
  • 4.89% Indonesia
  • 4.39% Dominican Republic

Holdings by sector

  • 84.72% Government Bonds
  • 15.81% Money Market
  • 0.31% Derivatives
  • -0.32% Others
  • -0.52% Options

Holdings by asset type

  • 84.72% Global Fixed Interest
  • 15.81% Money Market
  • 0.31% Alternative Investment Strategies
  • -0.32% Others
  • -0.52% Options

Individual holdings

  • 7.17% MEXICO(UNITED MEXICAN STATES) 5.750% BDS 05/03/26 MXN100
  • 4.98% 8.375% INDONESIA 15/03/2024
  • 4.52% 10.5% SOUTH AFRICA 21/12/2027
  • 3.96% TURKEY(REPUBLIC OF) 8.8% BDS 14/11/18 TRY1
  • 3.93% 6.35% REPUBLIC OF PERU 08/12/2028
  • 3.59% COLOMBIA(REPUBLIC OF) 7% BDS 11/09/19 COP10
  • 3.51% DOMINICAN REPUBLIC 10.375% BDS 04/03/22 DOP1000000
  • 3.43% CAMEROON (REP OF) 9.5% BDS 19/11/25 USD200000
  • 3.36% BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 01/01/23 BRL1000
  • 3.18% SRI LANKA(REPUBLIC OF) 6.85% BDS 03/11/25 USD200000