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
Jeff Grills
since 14/03/1997
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

3.4 %

1 Year rank in sector

148/236

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 2.0 b

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

Top in sector

Holdings snapshot

  • Others
    9.36%
  • Mexico
    6.65%
  • Money Market
    6.4%
  • Argentina
    6.18%
  • Brazil
    4.87%
  • Fixed Interest
    99.8%
  • Money Market
    0.2%
  • American Emerging Fixed Interest
    24.34%
  • Global Fixed Interest
    9.36%
  • European Emerging Fixed Interest
    9.17%
  • Middle East & African Fixed Interest
    7.49%
  • African Fixed Interest
    7.02%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.41 %4.82 %3.4 %13.27 %21.65 %
Sector1 %4.4 %4.31 %3.39 %7.17 %
Rank within sector40 / 252106 / 245148 / 23657 / 19536 / 116
Quartile th1 st2 nd3 rd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund7.48 %8.98 %-0.71 %4.87 %-5.92 %
Sector7.32 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector109 / 244123 / 22761 / 20952 / 17252 / 129
Quartile th2 nd3 rd2 nd2 nd2 nd

Risk statistics

Alpha3.34
Beta0.73
Sharpe0.08
Volatility5.62
Tracking error2.73
Information ratio1.15
R-Squared0.88

Price movement

52 week high14.44
52 week low13.3
Current bid price0
Current offer price0
Current mid price13.9

Holdings by region

  • 9.36% Others
  • 6.65% Mexico
  • 6.4% Money Market
  • 6.18% Argentina
  • 4.87% Brazil
  • 4.21% Ukraine
  • 3.28% Lebanon
  • 3.18% Dominican Republic
  • 3% Sri Lanka
  • 3% Turkey

Holdings by sector

  • 99.8% Fixed Interest
  • 0.2% Money Market

Holdings by asset type

  • 24.34% American Emerging Fixed Interest
  • 9.36% Global Fixed Interest
  • 9.17% European Emerging Fixed Interest
  • 7.49% Middle East & African Fixed Interest
  • 7.02% African Fixed Interest
  • 6.65% Mexican Fixed Interest
  • 6.4% Money Market
  • 4.87% Brazilian Fixed Interest
  • 4.4% Asia Pacific Emerging Fixed Interest
  • 2.9% Indonesian Fixed Interest

Individual holdings

  • 2.2% UKRAINE MINISTRY OF FINANCE 7.75% NOTES 01/09/19 USD
  • 2% BRAZIL(FEDERATIVE REPUBLIC OF) 6% BDS 15/08/22 BRL1000
  • 2% GOVERNMENT OF MEXICO 7.50% 03/06/27
  • 1.6% HUNGARY 5.75% NTS 22/11/23 USD2000
  • 1.4% GOVERNMENT OF ARGENTINA 7.13% 28/06/17
  • 1.3% GOVERNMENT OF MEXICO 6.75% 21/09/47
  • 1.2% PHILIPPINES(REPUBLIC OF) 7.75% BDS 14/01/31 USD100000
  • 1.1% GOVERNMENT OF DOMINICAN REPUBLIC 7.45% 30/04/44
  • 1.1% GOVERNMENT OF EGYPT 8.50% 31/01/47
  • 1% GOVERNMENT OF LEBANON 6.65% 26/02/30