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

6.09 %

1 Year rank in sector

102/240

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 2.1 b

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

Top in sector

Holdings snapshot

  • Mexico
    6.25%
  • Argentina
    5.77%
  • Ukraine
    5.1%
  • Turkey
    4.62%
  • Money Market
    3.8%
  • Fixed Interest
    95.4%
  • Money Market
    4.6%
  • American Emerging Fixed Interest
    26.17%
  • European Emerging Fixed Interest
    10.68%
  • Middle East & African Fixed Interest
    9.04%
  • African Fixed Interest
    8.75%
  • Mexican Fixed Interest
    6.25%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.03 %4.11 %6.09 %16.09 %17.68 %
Sector-0.23 %3.01 %5.19 %6.21 %4.33 %
Rank within sector150 / 254110 / 245102 / 24056 / 19842 / 122
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Calendar performance

YTD-20172016201520142013
Fund9.16 %8.98 %-0.71 %4.87 %-5.92 %
Sector8.33 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector118 / 243126 / 22862 / 20952 / 17053 / 128
Quartile th2 nd3 rd2 nd2 nd2 nd

Risk statistics

Alpha3.58
Beta0.72
Sharpe0.3
Volatility5.45
Tracking error2.72
Information ratio1.11
R-Squared0.88

Price movement

52 week high14.24
52 week low13.3
Current bid price0
Current offer price0
Current mid price13.97

Holdings by region

  • 6.25% Mexico
  • 5.77% Argentina
  • 5.1% Ukraine
  • 4.62% Turkey
  • 3.8% Money Market
  • 3.75% Indonesia
  • 3.46% Lebanon
  • 3.37% Dominican Republic
  • 3.37% Others
  • 3.27% Sri Lanka

Holdings by sector

  • 95.4% Fixed Interest
  • 4.6% Money Market

Holdings by asset type

  • 26.17% American Emerging Fixed Interest
  • 10.68% European Emerging Fixed Interest
  • 9.04% Middle East & African Fixed Interest
  • 8.75% African Fixed Interest
  • 6.25% Mexican Fixed Interest
  • 4.71% Asia Pacific Emerging Fixed Interest
  • 3.8% Money Market
  • 3.75% Indonesian Fixed Interest
  • 3.37% Global Fixed Interest
  • 3.08% Brazilian Fixed Interest

Individual holdings

  • 2% UKRAINE MINISTRY OF FINANCE 7.75% NOTES 01/09/19 USD
  • 1.5% TURKEY(REPUBLIC OF) 11% BDS 24/02/27 TRY100
  • 1.4% HUNGARY 5.75% NTS 22/11/23 USD2000
  • 1.2% OMAN (SULTANATE) 6.5% BDS 08/03/47 USD200000
  • 1.1% PHILIPPINES(REPUBLIC OF) 7.75% BDS 14/01/31 USD100000
  • 1% ARGENTINA(REPUBLIC OF) 6.875% BDS 22/04/21 USD 150000
  • 1% GOVERNMENT OF MEXICO 6.50% 13/03/27
  • 1% MEXICO(UNITED MEXICAN STATES) 5.55% BDS 21/01/45 USD2000
  • 1% PETROLEO BRASILEIRO 8.38% 23/05/21
  • 1% UKRAINE MINISTRY OF FINANCE 7.75% NTS 01/09/20 USD1000