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

8.47 %

1 Year rank in sector

115/240

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 2.2 b

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

Top in sector

Holdings snapshot

  • Argentina
    6.32%
  • Mexico
    5.72%
  • Indonesia
    4.54%
  • Lebanon
    4.15%
  • Brazil
    3.95%
  • Fixed Interest
    98.4%
  • Money Market
    1.6%
  • American Emerging Fixed Interest
    27.83%
  • African Fixed Interest
    10.86%
  • European Emerging Fixed Interest
    10.66%
  • Middle East & African Fixed Interest
    8.78%
  • Mexican Fixed Interest
    5.72%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1 %4.38 %8.47 %19.27 %17.44 %
Sector1.42 %3.1 %8.45 %11.68 %2.75 %
Rank within sector104 / 25887 / 252115 / 24063 / 20739 / 129
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Calendar performance

YTD-20182017201620152014
Fund0.85 %9.69 %8.98 %-0.71 %4.87 %
Sector1 %8.47 %10.22 %-7.28 %-0.56 %
Rank within sector100 / 257111 / 240124 / 22558 / 20547 / 166
Quartile th2 nd2 nd3 rd2 nd2 nd

Risk statistics

Alpha3.23
Beta0.73
Sharpe0.46
Volatility5.16
Tracking error2.59
Information ratio0.89
R-Squared0.86

Price movement

52 week high14.12
52 week low13.57
Current bid price0
Current offer price0
Current mid price13.92

Holdings by region

  • 6.32% Argentina
  • 5.72% Mexico
  • 4.54% Indonesia
  • 4.15% Lebanon
  • 3.95% Brazil
  • 3.95% Ukraine
  • 3.36% Colombia
  • 3.36% Kazakhstan
  • 3.16% Ecuador
  • 3.06% Russia

Holdings by sector

  • 98.4% Fixed Interest
  • 1.6% Money Market

Holdings by asset type

  • 27.83% American Emerging Fixed Interest
  • 10.86% African Fixed Interest
  • 10.66% European Emerging Fixed Interest
  • 8.78% Middle East & African Fixed Interest
  • 5.72% Mexican Fixed Interest
  • 4.54% Indonesian Fixed Interest
  • 3.95% Brazilian Fixed Interest
  • 3.85% Asia Pacific Emerging Fixed Interest
  • 3.36% Kazakhstan Fixed Interest
  • 3.06% Russian Fixed Interest

Individual holdings

  • 1.5% ARGENTINA(REPUBLIC OF) 6.875% BDS 22/04/21 USD 150000
  • 1.4% HUNGARY 5.75% NTS 22/11/23 USD2000
  • 1.3% BELARUS(REPUBLIC OF) 6.875% BDS 28/02/23 USD200000
  • 1.2% ECUADOR(REPUBLIC OF) 8.875% BDS 23/10/27 USD200000144A
  • 1.2% GOVERNMENT OF MEXICO 5.38% 13/03/22
  • 1.1% GOVERNMENT OF ARGENTINA 7.13% 28/06/17
  • 1.1% GOVERNMENT OF BRAZIL 5.00% 27/01/45
  • 1.1% GOVERNMENT OF COLOMBIA 5.00% 15/06/45
  • 1.1% LEBANON(REPUBLIC OF) 8.25% BDS12/04/21 USD1000
  • 1.1% ZAMBIA(GOVT OF) 8.97% AMT NTS 30/07/27 USD200000 144A