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
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

Quick stats

1 Year return

7.64 %

1 Year rank in sector

65/236

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 2.4 b

FE Risk score

106

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Indonesia
    11.33%
  • Brazil
    10.65%
  • Turkey
    10.45%
  • South Africa
    10.06%
  • Poland
    8.7%
  • Government Bonds
    97.7%
  • Money Market
    2.3%
  • Indonesian Fixed Interest
    11.33%
  • Brazilian Fixed Interest
    10.65%
  • Middle East & African Fixed Interest
    10.45%
  • South African Fixed Interest
    10.06%
  • Polish Fixed Interest
    8.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.65 %10.57 %7.64 %-11.54 %-8.43 %
Sector0.56 %5.4 %5.94 %1.55 %7.76 %
Rank within sector45 / 25014 / 24365 / 236183 / 195105 / 118
Quartile th1 st1 st2 nd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund12.06 %6.76 %-16.62 %-5.93 %-10.01 %
Sector6.59 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector20 / 243184 / 228192 / 210141 / 174103 / 131
Quartile th1 st4 th4 th4 th4 th

Risk statistics

Alpha-4.78
Beta1.5
Sharpe-0.01
Volatility11.35
Tracking error5.06
Information ratio-0.95
R-Squared0.9

Price movement

52 week high16.71
52 week low14.43
Current bid price0
Current offer price0
Current mid price16.63

Holdings by region

  • 11.33% Indonesia
  • 10.65% Brazil
  • 10.45% Turkey
  • 10.06% South Africa
  • 8.7% Poland
  • 8.6% Russia
  • 5.96% Mexico
  • 5.18% Malaysia
  • 4.49% Hungary
  • 4.4% Colombia

Holdings by sector

  • 97.7% Government Bonds
  • 2.3% Money Market

Holdings by asset type

  • 11.33% Indonesian Fixed Interest
  • 10.65% Brazilian Fixed Interest
  • 10.45% Middle East & African Fixed Interest
  • 10.06% South African Fixed Interest
  • 8.7% Polish Fixed Interest
  • 8.6% Russian Fixed Interest
  • 6.74% American Emerging Fixed Interest
  • 5.96% Mexican Fixed Interest
  • 5.18% Malaysian Fixed Interest
  • 4.49% Hungarian Fixed Interest

Individual holdings

  • 5.2% BRAZIL(FEDERATIVE REPUBLIC OF) 6% BDS 15/08/22 BRL1000
  • 4.8% RUSSIAN FEDERATION MINISTRY FINANCE 7.6% BDS 20/07/22 RUB1000
  • 4.4% INDONESIA(REPUBLIC OF) 9% BDS 15/03/29 IDR1000000
  • 4.2% POLAND(STATE TREASURY OF) 5.75% NTS 23/9/22 PLN1000
  • 2.7% BRAZIL(FEDERATIVE REPUBLIC OF) 0% TB 01/01/18 BRL1000
  • 2.7% HUNGARY 6% BDS 24/11/23 HUF10000
  • 2.7% MEXICO(UNITED MEXICAN STATES) 7.75% BDS 29/05/31 MXN100
  • 2.5% TURKEY(REPUBLIC OF) 9.2% BDS 22/09/21 TRY1000
  • 2.4% TURKEY(REPUBLIC OF) 10.6% BDS 11/02/26 TRY1000
  • 2.1% GOVERNMENT OF THAILAND 3.85% 12/12/25