Fact sheet: EDRF EmCorpBds

Fund information

Fund name
EDRF Emerging Corporate Bonds A USD
Fund company manager
Edmond de Rothschild Asset Man
Fund type
SIB
Fund manager
Mark Kowalski
since 01/12/2015
Fund objective
The fund primarily invests in corporate emerging capital markets securities with a limited allocation in sovereign debt. Its assets include both investment-grade and non-investment grade securities. The fund aims to bring a significant total return over benchmark yields of same duration.
Benchmark
JP Morgan CEMBI Broad Index
Investment style
Active
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

14.77 %

1 Year rank in sector

3/236

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 318.6 m

FE Risk score

82

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Brazil
    28.4%
  • Ukraine
    13.5%
  • Russia
    10.5%
  • Argentina
    7.7%
  • Turkey
    5.6%
  • Utilities
    20.5%
  • Banks
    15.7%
  • Government Bonds
    13.5%
  • Non-Cyclical Consumer Goods
    12.8%
  • Basic Materials
    12.5%
  • Brazilian Fixed Interest
    28.4%
  • American Emerging Fixed Interest
    14.7%
  • European Emerging Fixed Interest
    13.5%
  • Russian Fixed Interest
    10.5%
  • African Fixed Interest
    7.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.23 %3.7 %14.77 %23.19 %0 %
Sector1 %4.4 %4.31 %3.39 %7.17 %
Rank within sector66 / 252162 / 2453 / 23612 / 195 /
Quartile th2 nd3 rd1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund8.21 %23.66 %2.26 %0 %0 %
Sector7.32 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector91 / 24413 / 22722 / 209 / /
Quartile th2 nd1 st1 st th th

Risk statistics

Alpha6.15
Beta0.92
Sharpe0.34
Volatility9.53
Tracking error6.88
Information ratio0.85
R-Squared0.49

Price movement

52 week high183.11
52 week low159.73
Current bid price0
Current offer price0
Current mid price183.11

Holdings by region

  • 28.4% Brazil
  • 13.5% Ukraine
  • 10.5% Russia
  • 7.7% Argentina
  • 5.6% Turkey
  • 5.4% Global Emerging Markets
  • 4.8% Nigeria
  • 4.5% Colombia
  • 3.8% Money Market
  • 3% Others

Holdings by sector

  • 20.5% Utilities
  • 15.7% Banks
  • 13.5% Government Bonds
  • 12.8% Non-Cyclical Consumer Goods
  • 12.5% Basic Materials
  • 5.4% Fixed Interest
  • 4.9% Cyclical Services
  • 3.8% Money Market
  • 2.7% Chemicals
  • 2.6% Financial Services

Holdings by asset type

  • 28.4% Brazilian Fixed Interest
  • 14.7% American Emerging Fixed Interest
  • 13.5% European Emerging Fixed Interest
  • 10.5% Russian Fixed Interest
  • 7.6% African Fixed Interest
  • 5.6% Middle East & African Fixed Interest
  • 5.4% Global Emerging Market Fixed Interest
  • 3.8% Money Market
  • 3% Global Fixed Interest
  • 1.8% South African Fixed Interest

Individual holdings

  • 4.1% DTEK HOLDINGS BV
  • 4.1% JBS SA
  • 4% PETROLEO BRASILEIRO SA
  • 2.8% REPUBLIC OF ANGOLA
  • 2.7% MHP SA
  • 2.5% MARFRIG ALIMENTOS SA
  • 2.5% SCM SYSTEM CAPITAL MANAGEMENT
  • 2.4% PROVINCIA DE NEUQUEN ARGENTINA
  • 2.2% BANQUE OUEST AFRICAINE DE DEVELOPPEMENT
  • 2.2% GERDAU SA