Fact sheet: EDRF EmCrdt

Fund information

Fund name
EDRF Emerging Credit A 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 Index
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

9.93 %

1 Year rank in sector

87/240

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 378.5 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Brazil
    27.6%
  • Ukraine
    13%
  • Russia
    10.1%
  • Turkey
    7.8%
  • Argentina
    7.5%
  • Utilities
    20.9%
  • Banks
    15.3%
  • Basic Materials
    11.9%
  • Consumer Staples
    11%
  • Government Bonds
    6.6%
  • Brazilian Fixed Interest
    27.6%
  • European Emerging Fixed Interest
    13%
  • American Emerging Fixed Interest
    11.3%
  • Russian Fixed Interest
    10.1%
  • Middle East & African Fixed Interest
    7.8%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.57 %5.31 %9.93 %45.49 %0 %
Sector1.44 %3.34 %8.58 %11.91 %2.93 %
Rank within sector151 / 25863 / 25287 / 2403 / 207 /
Quartile th3 rd1 st2 nd1 st th

Calendar performance

YTD-20182017201620152014
Fund0.44 %11.82 %23.66 %2.26 %0 %
Sector1.02 %8.47 %10.22 %-7.28 %-0.56 %
Rank within sector152 / 25765 / 24015 / 22522 / 205 /
Quartile th3 rd2 nd1 st1 st th

Risk statistics

Alpha9.33
Beta0.82
Sharpe1.08
Volatility8.07
Tracking error6.18
Information ratio1.37
R-Squared0.44

Price movement

52 week high190.06
52 week low173.16
Current bid price0
Current offer price0
Current mid price190.06

Holdings by region

  • 27.6% Brazil
  • 13% Ukraine
  • 10.1% Russia
  • 7.8% Turkey
  • 7.5% Argentina
  • 6% Money Market
  • 5.8% Global Emerging Markets
  • 4.2% Nigeria
  • 3.8% Colombia
  • 3.7% Others

Holdings by sector

  • 20.9% Utilities
  • 15.3% Banks
  • 11.9% Basic Materials
  • 11% Consumer Staples
  • 6.6% Government Bonds
  • 6.5% Government Guaranteed
  • 6% Money Market
  • 5.8% Fixed Interest
  • 5.2% Services
  • 3.6% Chemicals

Holdings by asset type

  • 27.6% Brazilian Fixed Interest
  • 13% European Emerging Fixed Interest
  • 11.3% American Emerging Fixed Interest
  • 10.1% Russian Fixed Interest
  • 7.8% Middle East & African Fixed Interest
  • 6.7% African Fixed Interest
  • 6% Money Market
  • 5.8% Global Emerging Market Fixed Interest
  • 3.7% Global Fixed Interest
  • 1.7% UK Fixed Interest

Individual holdings

  • 4.1% DTEK HOLDINGS BV
  • 3.5% JBS SA
  • 3.5% PETROLEO BRASILEIRO SA PETROBRAS
  • 3% BANQUE OUEST AFRICAINE DE DEVELOPPEMENT
  • 2.6% BRASKEM SA
  • 2.5% REPUBLIC OF ANGOLA
  • 2.4% MHP SE
  • 2.4% REPUBLIC OF ARGENTINE
  • 2.3% LUKOIL PJSC
  • 2.2% SCM SYSTEM CAPITAL MANAGEMENT