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
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

4.25 %

1 Year rank in sector

153/235

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 1.9 b

FE Risk score

44

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Mexico
    6.59%
  • Turkey
    5.59%
  • Brazil
    5.39%
  • Argentina
    5.29%
  • Others
    4.79%
  • Fixed Interest
    99.8%
  • Money Market
    0.2%
  • American Emerging Fixed Interest
    25.65%
  • Middle East & African Fixed Interest
    11.78%
  • African Fixed Interest
    8.38%
  • European Emerging Fixed Interest
    8.18%
  • Mexican Fixed Interest
    6.59%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.7 %5.14 %4.25 %12.15 %21.05 %
Sector0.23 %5.75 %5.92 %2.1 %6.88 %
Rank within sector77 / 249116 / 242153 / 23559 / 19438 / 117
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Calendar performance

YTD-20172016201520142013
Fund6.45 %8.98 %-0.71 %4.87 %-5.92 %
Sector6.69 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector110 / 242124 / 22764 / 20956 / 17354 / 130
Quartile th2 nd3 rd2 nd2 nd2 nd

Risk statistics

Alpha3.45
Beta0.73
Sharpe0.06
Volatility5.61
Tracking error2.74
Information ratio1.22
R-Squared0.88

Price movement

52 week high14.44
52 week low13.3
Current bid price0
Current offer price0
Current mid price13.84

Holdings by region

  • 6.59% Mexico
  • 5.59% Turkey
  • 5.39% Brazil
  • 5.29% Argentina
  • 4.79% Others
  • 3.99% Lebanon
  • 3.89% Dominican Republic
  • 3.89% Ukraine
  • 3.39% Russia
  • 3.19% Colombia

Holdings by sector

  • 99.8% Fixed Interest
  • 0.2% Money Market

Holdings by asset type

  • 25.65% American Emerging Fixed Interest
  • 11.78% Middle East & African Fixed Interest
  • 8.38% African Fixed Interest
  • 8.18% European Emerging Fixed Interest
  • 6.59% Mexican Fixed Interest
  • 5.39% Brazilian Fixed Interest
  • 4.79% Global Fixed Interest
  • 4.19% Asia Pacific Emerging Fixed Interest
  • 3.39% Russian Fixed Interest
  • 3.19% Indonesian Fixed Interest

Individual holdings

  • 2.3% TURKEY(REPUBLIC OF) 11% BDS 24/02/27 TRY100
  • 2.1% BRAZIL(FEDERATIVE REPUBLIC OF) 6% BDS 15/08/22 BRL1000
  • 1.5% HUNGARY 5.75% NTS 22/11/23 USD2000
  • 1.4% IRAQ (REPUBLIC OF) 5.8% B 15/01/28 USD1000 `144A`
  • 1.3% DOMINICAN REPUBLIC 5.875% BDS 18/04/24 USD100000
  • 1.3% GOVERNMENT OF MEXICO 6.75% 21/09/47
  • 1.3% PHILIPPINES(REPUBLIC OF) 7.75% BDS 14/01/31 USD100000
  • 1.3% UKRAINE MINISTRY OF FINANCE 7.75% NOTES 01/09/19 USD
  • 1.2% GOVERNMENT OF DOMINICAN REPUBLIC 7.45% 30/04/44
  • 1.2% GOVERNMENT OF EGYPT 8.50% 31/01/47