Fact sheet: JPM EM Lcl CyDt

Fund information

Fund name
JPM Emerging Markets Local Currency Debt A Acc NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Gunter Heilland
since 24/01/2008
Fund objective
To achieve a return in excess of government bond markets of emerging markets countries by investing primarily in emerging market localcurrency debt securities, using financial derivative instruments where appropriate.
Benchmark
J.P. Morgan Government Bond Index Emerging Markets Global Diversified (Total Return Gross)
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

9.32 %

1 Year rank in sector

36/236

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 2.4 b

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

Top in sector

Holdings snapshot

  • Indonesia
    11.46%
  • South Africa
    11.07%
  • Turkey
    9.73%
  • Brazil
    9.24%
  • Russia
    8.47%
  • Government Bonds
    96.3%
  • Money Market
    3.7%
  • Indonesian Fixed Interest
    11.46%
  • South African Fixed Interest
    11.07%
  • Middle East & African Fixed Interest
    9.73%
  • Brazilian Fixed Interest
    9.24%
  • Russian Fixed Interest
    8.47%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.93 %8.45 %9.7 %-4.71 %-8.32 %
Sector1.14 %4.63 %6.71 %5.61 %6.39 %
Rank within sector4 / 25215 / 24336 / 236181 / 196104 / 120
Quartile th1 st1 st1 st4 th4 th

Calendar performance

YTD-20172016201520142013
Fund15.84 %6.76 %-16.62 %-5.93 %-10.01 %
Sector8.54 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector18 / 242184 / 226187 / 207138 / 170101 / 129
Quartile th1 st4 th4 th4 th4 th

Risk statistics

Alpha-4.3
Beta1.5
Sharpe-0.01
Volatility11.45
Tracking error5.11
Information ratio-0.78
R-Squared0.9

Price movement

52 week high17.29
52 week low14.43
Current bid price0
Current offer price0
Current mid price17.19

Holdings by region

  • 11.46% Indonesia
  • 11.07% South Africa
  • 9.73% Turkey
  • 9.24% Brazil
  • 8.47% Russia
  • 6.55% Poland
  • 6.26% Mexico
  • 4.91% Hungary
  • 4.53% Malaysia
  • 4.14% Peru

Holdings by sector

  • 96.3% Government Bonds
  • 3.7% Money Market

Holdings by asset type

  • 11.46% Indonesian Fixed Interest
  • 11.07% South African Fixed Interest
  • 9.73% Middle East & African Fixed Interest
  • 9.24% Brazilian Fixed Interest
  • 8.47% Russian Fixed Interest
  • 6.55% Polish Fixed Interest
  • 6.26% Mexican Fixed Interest
  • 5.87% American Emerging Fixed Interest
  • 4.91% Hungarian Fixed Interest
  • 4.53% Malaysian Fixed Interest

Individual holdings

  • 4.8% BRAZIL(FEDERATIVE REPUBLIC OF) 6% BDS 15/08/22 BRL1000
  • 4.4% INDONESIA(REPUBLIC OF) 9% BDS 15/03/29 IDR1000000
  • 4.3% RUSSIAN FEDERATION MINISTRY FINANCE 7.6% BDS 20/07/22 RUB1000
  • 3% TURKEY(REPUBLIC OF) 10.6% BDS 11/02/26 TRY1000
  • 2.9% HUNGARY 6% BDS 24/11/23 HUF10000
  • 2.8% MEXICO(UNITED MEXICAN STATES) 7.75% BDS 29/05/31 MXN100
  • 2.5% POLAND(STATE TREASURY OF) 2.5% BDS 25/07/26 PLN1000
  • 2.4% GOVERNMENT OF POLAND 4.00% 25/10/23
  • 2.3% SOUTH AFRICA(REPUBLIC OF) 7.75% BDS 28/02/23 ZAR1
  • 2.2% RUSSIAN FEDERATION MINISTRY FINANCE 7.75% BDS 16/09/26 RUB1000