Fact sheet: EDRF EmCrdt

Fund information

Fund name
EDRF Emerging Credit K USD
Fund company manager
Edmond de Rothschild Asset Man
Fund type
SIB
Fund manager(s)
Stephane Mayor
since 10/06/2016
Marc Lacraz
since 10/06/2016
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
Investment style
Active
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.04 %

1 Year rank in sector

-

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 391.2 m

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Brazil
    25.1%
  • Ukraine
    12.7%
  • Argentina
    10.7%
  • Russia
    10.6%
  • Turkey
    6.9%
  • Utilities
    18.7%
  • Basic Materials
    14.5%
  • Banks
    14%
  • Consumer Staples
    11.1%
  • Government Guaranteed
    9.3%
  • Brazilian Fixed Interest
    25.1%
  • American Emerging Fixed Interest
    13.8%
  • European Emerging Fixed Interest
    12.7%
  • Russian Fixed Interest
    10.6%
  • Middle East & African Fixed Interest
    6.9%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-2.04 %-5.06 %0.04 %26.1 %0 %
Sector-1.56 %-5.17 %-3.15 %5.69 %4.77 %
Rank within sector181 / 267 / / / /
Quartile th3 rd th th th th

Calendar performance

YTD-20182017201620152014
Fund-5.24 %0 %0 %0 %0 %
Sector-5.34 %8.47 %10.22 %-7.28 %-0.56 %
Rank within sector116 / 254 / / / /
Quartile th2 nd th th th th

Risk statistics

Alpha6.38
Beta0.84
Sharpe0.66
Volatility7.11
Tracking error4.56
Information ratio1.31
R-Squared0.61

Price movement

52 week high100.76
52 week low94.74
Current bid price0
Current offer price0
Current mid price94.94

Holdings by region

  • 25.1% Brazil
  • 12.7% Ukraine
  • 10.7% Argentina
  • 10.6% Russia
  • 6.9% Turkey
  • 4.9% Global Emerging Markets
  • 4.7% Nigeria
  • 4.7% Others
  • 4% Money Market
  • 3.1% Colombia

Holdings by sector

  • 18.7% Utilities
  • 14.5% Basic Materials
  • 14% Banks
  • 11.1% Consumer Staples
  • 9.3% Government Guaranteed
  • 7.8% Government Bonds
  • 5.7% Services
  • 4.9% Fixed Interest
  • 4.5% Chemicals
  • 4% Money Market

Holdings by asset type

  • 25.1% Brazilian Fixed Interest
  • 13.8% American Emerging Fixed Interest
  • 12.7% European Emerging Fixed Interest
  • 10.6% Russian Fixed Interest
  • 6.9% Middle East & African Fixed Interest
  • 6.7% African Fixed Interest
  • 4.9% Global Emerging Market Fixed Interest
  • 4.7% Global Fixed Interest
  • 4% Money Market
  • 2.3% Luxembourg Fixed Interest

Individual holdings

  • 3.4% DTEK HOLDINGS BV
  • 3.4% MHP SA
  • 3.4% PETROLEO BRASILEIRO SA
  • 3.3% SCM SYSTEM CAPITAL MANAGEMENT
  • 3% JBS SA
  • 3% REPUBLIC OF ARGENTINE
  • 2.7% BANQUE OUEST AFRICAINE DE DEVELOPPEMENT
  • 2.4% RUSSIAN FEDERATION
  • 2.2% BRASKEM SA
  • 2.2% CITY OF BUENOS AIRES ARGENTINA