Fact sheet: JPM Emg Mkts Debt

Fund information

Fund name
JPM Emerging Markets Debt A Mth NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Pierre Yves Bareau
since 01/11/2009
Emil Babayev
since 07/09/2015
Fund objective
To achieve a return in excess of the bond markets of emerging countries by investing primarily in emerging market debt securities, including corporate securities and securities issued in local currencies, using financial derivative instruments where appropriate.
Benchmark
J.P. Morgan Emerging Market Bond Index Global Diversified (Total Return Gross) Hedged to EUR
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

9.65 %

1 Year rank in sector

117/245

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 2.1 b

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

Top in sector

Holdings snapshot

  • Argentina
    5.87%
  • Mexico
    5.58%
  • Others
    4.33%
  • Russia
    4.23%
  • Turkey
    4.04%
  • Fixed Interest
    96.2%
  • Money Market
    3.8%
  • American Emerging Fixed Interest
    25.88%
  • European Emerging Fixed Interest
    9.62%
  • Middle East & African Fixed Interest
    9.04%
  • African Fixed Interest
    8.66%
  • Mexican Fixed Interest
    5.58%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.51 %3.3 %9.65 %14.85 %17.9 %
Sector-0.94 %2.19 %8.98 %5.24 %3.89 %
Rank within sector116 / 26257 / 254117 / 24561 / 20741 / 125
Quartile th2 nd1 st2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund8.45 %8.98 %-0.71 %4.87 %-5.92 %
Sector7.29 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector110 / 248127 / 23262 / 21151 / 17256 / 131
Quartile th2 nd3 rd2 nd2 nd2 nd

Risk statistics

Alpha3.59
Beta0.72
Sharpe0.24
Volatility5.42
Tracking error2.74
Information ratio1.16
R-Squared0.88

Price movement

52 week high14.12
52 week low13.3
Current bid price0
Current offer price0
Current mid price13.8

Holdings by region

  • 5.87% Argentina
  • 5.58% Mexico
  • 4.33% Others
  • 4.23% Russia
  • 4.04% Turkey
  • 4.04% Ukraine
  • 3.94% Brazil
  • 3.8% Money Market
  • 3.75% Lebanon
  • 3.66% Indonesia

Holdings by sector

  • 96.2% Fixed Interest
  • 3.8% Money Market

Holdings by asset type

  • 25.88% American Emerging Fixed Interest
  • 9.62% European Emerging Fixed Interest
  • 9.04% Middle East & African Fixed Interest
  • 8.66% African Fixed Interest
  • 5.58% Mexican Fixed Interest
  • 4.33% Global Fixed Interest
  • 4.23% Russian Fixed Interest
  • 4.04% Asia Pacific Emerging Fixed Interest
  • 3.94% Brazilian Fixed Interest
  • 3.8% Money Market

Individual holdings

  • 1.4% HUNGARY 5.75% NTS 22/11/23 USD2000
  • 1.2% LEBANON(REPUBLIC OF) 8.25% BDS12/04/21 USD1000
  • 1.2% SULTANATE OF OMAN 6.50% 08/03/47
  • 1.2% ZAMBIA(GOVT OF) 8.97% AMT NTS 30/07/27 USD200000 144A
  • 1.1% GOVERNMENT OF ARGENTINA 7.13% 28/06/17
  • 1.1% INDONESIA(REPUBLIC OF) 7% BDS 15/05/27 IDR1000000
  • 1.1% PHILIPPINES(REPUBLIC OF) 7.75% BDS 14/01/31 USD100000
  • 1% GOVERNMENT OF COLOMBIA 5.00% 15/06/45
  • 1% MEXICO(UNITED MEXICAN STATES) 5.55% BDS 21/01/45 USD2000
  • 1% UKRAINE MINISTRY OF FINANCE 7.75% NTS 01/09/20 USD1000