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(s)
Didier Lambert
since 24/01/2008
Pierre Yves Bareau
since 24/01/2008
Diana Kiluta Amoa
since 15/07/2016
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

15.02 %

1 Year rank in sector

26/245

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 2.4 b

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

Top in sector

Holdings snapshot

  • South Africa
    9.94%
  • Turkey
    9.94%
  • Russia
    9.47%
  • Indonesia
    8.91%
  • Brazil
    8.54%
  • Government Bonds
    93.8%
  • Money Market
    6.2%
  • Middle East & African Fixed Interest
    9.94%
  • South African Fixed Interest
    9.94%
  • Russian Fixed Interest
    9.47%
  • Indonesian Fixed Interest
    8.91%
  • Brazilian Fixed Interest
    8.54%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.48 %2.91 %15.02 %-6.47 %-12.98 %
Sector-0.5 %2.1 %9.27 %5.55 %4 %
Rank within sector162 / 262102 / 25426 / 245195 / 207116 / 125
Quartile th3 rd2 nd1 st4 th4 th

Calendar performance

YTD-20172016201520142013
Fund11.99 %6.76 %-16.62 %-5.93 %-10.01 %
Sector7.6 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector32 / 248186 / 232194 / 211143 / 172103 / 131
Quartile th1 st4 th4 th4 th4 th

Risk statistics

Alpha-4.86
Beta1.5
Sharpe-0.01
Volatility11.19
Tracking error5.13
Information ratio-0.85
R-Squared0.89

Price movement

52 week high17.29
52 week low14.43
Current bid price0
Current offer price0
Current mid price16.62

Holdings by region

  • 9.94% South Africa
  • 9.94% Turkey
  • 9.47% Russia
  • 8.91% Indonesia
  • 8.54% Brazil
  • 6.28% Poland
  • 6.2% Money Market
  • 6% Mexico
  • 5.91% Others
  • 4.88% Malaysia

Holdings by sector

  • 93.8% Government Bonds
  • 6.2% Money Market

Holdings by asset type

  • 9.94% Middle East & African Fixed Interest
  • 9.94% South African Fixed Interest
  • 9.47% Russian Fixed Interest
  • 8.91% Indonesian Fixed Interest
  • 8.54% Brazilian Fixed Interest
  • 6.75% American Emerging Fixed Interest
  • 6.28% Polish Fixed Interest
  • 6.2% Money Market
  • 6% Mexican Fixed Interest
  • 5.91% Global Fixed Interest

Individual holdings

  • 5.3% BRAZIL(FEDERATIVE REPUBLIC OF) 6% BDS 15/08/22 BRL1000
  • 4.6% RUSSIAN FEDERATION MINISTRY FINANCE 7.6% BDS 20/07/22 RUB1000
  • 4% INDONESIA(REPUBLIC OF) 9% BDS 15/03/29 IDR1000000
  • 2.9% HUNGARY 7% BDS 24/06/22 HUF10000
  • 2.6% GOVERNMENT OF POLAND 4.00% 25/10/23
  • 2.6% MEXICO(UNITED MEXICAN STATES) 7.75% BDS 29/05/31 MXN100
  • 2.3% POLAND(STATE TREASURY OF) 2.5% BDS 25/07/26 PLN1000
  • 2.3% RUSSIAN FEDERATION MINISTRY FINANCE 7% BDS 16/08/23 RUB1000
  • 2.1% SOUTH AFRICA(REPUBLIC OF) 7.75% BDS 28/02/23 ZAR1
  • 2% GOVERNMENT OF THAILAND 3.85% 12/12/25