Fact sheet: MGI Emrg Mkt Dbt

Fund information

Fund name
MGI Emerging Markets Debt M-6 GBP
Fund company manager
Mercer Global Investment Mgmt
Fund type
SIB
Fund manager(s)
Mercer Global Investments Europe Limited
since 19/10/2010
Fund objective
Outperform the benchmark by 2% p.a (gross of fees) over rolling five year periods.
Benchmark
J.P.Morgan GBI – EM Global Diversified Index
Investment style
Active
Investment method
Fixed Interest

Quick stats

1 Year return

-0.72 %

1 Year rank in sector

223/240

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 938.8 m

FE Risk score

105

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Mexico
    13.8%
  • South Africa
    11.5%
  • Others
    11.3%
  • Indonesia
    10.7%
  • Poland
    9.7%
  • BBB
    36.6%
  • A
    32.6%
  • BB
    25%
  • Unknown
    3.5%
  • B
    1.3%
  • Mexican Fixed Interest
    13.8%
  • South African Fixed Interest
    11.5%
  • Global Fixed Interest
    11.3%
  • Indonesian Fixed Interest
    10.7%
  • Polish Fixed Interest
    9.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.75 %2.44 %-0.72 %15.65 %6.28 %
Sector-0.22 %3.11 %4.95 %6.07 %4.33 %
Rank within sector35 / 254188 / 245223 / 24058 / 198 /
Quartile th1 st4 th4 th2 nd th

Calendar performance

YTD-20172016201520142013
Fund6.07 %29.34 %-11.68 %0 %0 %
Sector8.33 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector186 / 2439 / 228169 / 209 / /
Quartile th4 th1 st4 th th th

Risk statistics

Alpha2.54
Beta1.52
Sharpe0.11
Volatility14.4
Tracking error10.22
Information ratio0.29
R-Squared0.55

Price movement

52 week high125.6
52 week low108.6
Current bid price0
Current offer price0
Current mid price121.49

Holdings by region

  • 13.8% Mexico
  • 11.5% South Africa
  • 11.3% Others
  • 10.7% Indonesia
  • 9.7% Poland
  • 9.3% Turkey
  • 9% Russia
  • 7.6% Brazil
  • 6.4% Malaysia
  • 6% Colombia

Holdings by sector

  • 36.6% BBB
  • 32.6% A
  • 25% BB
  • 3.5% Unknown
  • 1.3% B
  • 1% AA

Holdings by asset type

  • 13.8% Mexican Fixed Interest
  • 11.5% South African Fixed Interest
  • 11.3% Global Fixed Interest
  • 10.7% Indonesian Fixed Interest
  • 9.7% Polish Fixed Interest
  • 9.3% Middle East & African Fixed Interest
  • 9% Russian Fixed Interest
  • 7.6% Brazilian Fixed Interest
  • 6.4% Malaysian Fixed Interest
  • 6% American Emerging Fixed Interest

Individual holdings

  • 2.9% BRAZIL (GOVERNMENT DEBT, JANUARY 2021)
  • 2.5% MEXICO(UNITED MEXICAN STATES) 6.5% NTS 10/06/21 MXN100 M
  • 2.3% SOUTH AFRICA (GOVERNMENT DEBT, DECEMBER 2026)
  • 2% BRAZIL (GOVERNMENT DEBT, JANUARY 2023)
  • 2% TURKEY (GOVERNMENT DEBT, MARCH 2022)