Fact sheet: Lazard EmgMktTtRtDt

Fund information

Fund name
Lazard Emerging Markets Total Return Debt D Acc USD
Fund company manager
Lazard (IRL)
Fund type
SIB
Fund manager(s)
Denise Simon
since 01/10/2010
Arif Joshi
since 01/10/2010
Fund objective
To maximise total return from income and capital growth.
Benchmark
No Specified Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

2.48 %

1 Year rank in sector

193/240

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 443.7 m

FE Risk score

38

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    45.53%
  • Brazil
    24.16%
  • South Africa
    5%
  • Mexico
    3.47%
  • Russia
    3.3%
  • Others
    78.79%
  • BBB-
    4.49%
  • Money Market
    4.01%
  • B-
    3.98%
  • BB
    2.8%
  • US Fixed Interest
    39.25%
  • Brazilian Fixed Interest
    24.16%
  • South African Fixed Interest
    5%
  • American Emerging Fixed Interest
    4.87%
  • Money Market
    4.01%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.46 %0.9 %2.48 %-0.46 %0.95 %
Sector-0.23 %3.01 %5.19 %6.21 %4.33 %
Rank within sector181 / 254214 / 245193 / 240161 / 19883 / 122
Quartile th3 rd4 th4 th4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund4.26 %7.01 %-7.32 %-0.82 %-2.23 %
Sector8.33 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector201 / 243183 / 228146 / 209111 / 17025 / 128
Quartile th4 th4 th3 rd3 rd1 st

Risk statistics

Alpha-1.74
Beta0.68
Sharpe-0
Volatility5.14
Tracking error2.94
Information ratio-0.8
R-Squared0.86

Price movement

52 week high110.2475
52 week low102.0893
Current bid price0
Current offer price0
Current mid price109.3979

Holdings by region

  • 45.53% USA
  • 24.16% Brazil
  • 5% South Africa
  • 3.47% Mexico
  • 3.3% Russia
  • 3.24% Argentina
  • 2.57% Netherlands
  • 2.44% Ukraine
  • 1.68% Peru
  • 1.1% Ghana

Holdings by sector

  • 78.79% Others
  • 4.49% BBB-
  • 4.01% Money Market
  • 3.98% B-
  • 2.8% BB
  • 2.04% BB-
  • 1.7% B
  • 0.76% BB+
  • 0.66% Non-Rated
  • 0.58% B+

Holdings by asset type

  • 39.25% US Fixed Interest
  • 24.16% Brazilian Fixed Interest
  • 5% South African Fixed Interest
  • 4.87% American Emerging Fixed Interest
  • 4.01% Money Market
  • 3.61% European Emerging Fixed Interest
  • 3.47% Mexican Fixed Interest
  • 3.19% Russian Fixed Interest
  • 2.57% Dutch Fixed Interest
  • 2.43% US Equities

Individual holdings

  • 17.25% UNITED STATES OF AMER TREAS BILLS 0% TB 02/11/17 USD100
  • 9.31% UNITED STATES OF AMER TREAS BILLS 0% TB 16/11/17 USD100
  • 3.19% RUSSIAN FEDERATION MINISTRY FINANCE 7.75% BDS 16/09/26 RUB1000
  • 2.8% SP1W08KV7 CDS USD P V 03MEVENT
  • 2.68% SP1W08KV7 CDS USD R F 1.00000
  • 2.32% REPUBLIC OF SOUTH AFRICA BONDS 12/26 10.5
  • 2.15% UNITED STATES OF AMER TREAS BILLS 0% TB 26/10/17 USD100
  • 2.12% SL8M34DU7 IRS BRL R F 11.05000
  • 2.03% SL3103H39 IRS BRL P F 8.66000
  • 2.01% SL3103H39 IRS BRL R V 00MBZDIO