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

6.19 %

1 Year rank in sector

95/240

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 2.5 b

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

Top in sector

Holdings snapshot

  • Turkey
    11.94%
  • South Africa
    10.88%
  • Indonesia
    9.82%
  • Brazil
    8.28%
  • Poland
    7.03%
  • Government Bonds
    96.3%
  • Money Market
    3.7%
  • Middle East & African Fixed Interest
    11.94%
  • South African Fixed Interest
    10.88%
  • Indonesian Fixed Interest
    9.82%
  • Brazilian Fixed Interest
    8.28%
  • Polish Fixed Interest
    7.03%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-1.81 %5.33 %6.19 %-5.51 %-11.94 %
Sector-0.23 %3.01 %5.19 %6.21 %4.33 %
Rank within sector234 / 25441 / 24595 / 240186 / 198110 / 122
Quartile th4 th1 st2 nd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund13.27 %6.76 %-16.62 %-5.93 %-10.01 %
Sector8.33 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector28 / 243187 / 228190 / 209139 / 170101 / 128
Quartile th1 st4 th4 th4 th4 th

Risk statistics

Alpha-4.1
Beta1.49
Sharpe-0.01
Volatility11.1
Tracking error4.97
Information ratio-0.67
R-Squared0.9

Price movement

52 week high17.29
52 week low14.43
Current bid price0
Current offer price0
Current mid price16.81

Holdings by region

  • 11.94% Turkey
  • 10.88% South Africa
  • 9.82% Indonesia
  • 8.28% Brazil
  • 7.03% Poland
  • 7.03% Russia
  • 6.84% Hungary
  • 6.07% Mexico
  • 4.43% Malaysia
  • 4.14% Colombia

Holdings by sector

  • 96.3% Government Bonds
  • 3.7% Money Market

Holdings by asset type

  • 11.94% Middle East & African Fixed Interest
  • 10.88% South African Fixed Interest
  • 9.82% Indonesian Fixed Interest
  • 8.28% Brazilian Fixed Interest
  • 7.03% Polish Fixed Interest
  • 7.03% Russian Fixed Interest
  • 6.93% American Emerging Fixed Interest
  • 6.84% Hungarian Fixed Interest
  • 6.07% Mexican Fixed Interest
  • 4.43% Malaysian Fixed Interest

Individual holdings

  • 4.5% BRAZIL(FEDERATIVE REPUBLIC OF) 6% BDS 15/08/22 BRL1000
  • 4.4% RUSSIAN FEDERATION MINISTRY FINANCE 7.6% BDS 20/07/22 RUB1000
  • 4.3% INDONESIA(REPUBLIC OF) 9% BDS 15/03/29 IDR1000000
  • 3.1% HUNGARY 7% BDS 24/06/22 HUF10000
  • 2.8% HUNGARY 6% BDS 24/11/23 HUF10000
  • 2.8% TURKEY(REPUBLIC OF) 10.6% BDS 11/02/26 TRY1000
  • 2.7% MEXICO(UNITED MEXICAN STATES) 7.75% BDS 29/05/31 MXN100
  • 2.4% GOVERNMENT OF POLAND 4.00% 25/10/23
  • 2.4% POLAND(STATE TREASURY OF) 2.5% BDS 25/07/26 PLN1000
  • 2.2% SOUTH AFRICA(REPUBLIC OF) 7.75% BDS 28/02/23 ZAR1