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
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
JPM GBI EM Global Diversified
Investment style
Active
Investment method
Fixed Interest

Quick stats

1 Year return

5.96 %

1 Year rank in sector

54/236

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 951.2 m

FE Risk score

101

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Mexico
    13.7%
  • Poland
    12.6%
  • Russia
    11.6%
  • South Africa
    10.2%
  • Indonesia
    10.1%
  • A
    34.3%
  • BBB
    30.7%
  • BB
    29.1%
  • Unknown
    4%
  • B
    1.4%
  • Mexican Fixed Interest
    13.7%
  • Polish Fixed Interest
    12.6%
  • Russian Fixed Interest
    11.6%
  • South African Fixed Interest
    10.2%
  • Indonesian Fixed Interest
    10.1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.39 %5.19 %5.96 %17.64 %10.48 %
Sector1 %4.4 %4.31 %3.39 %7.17 %
Rank within sector10 / 25288 / 24554 / 23625 / 195 /
Quartile th1 st2 nd1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund8.28 %29.34 %-11.68 %0 %0 %
Sector7.32 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector89 / 2449 / 227167 / 209 / /
Quartile th2 nd1 st4 th th th

Risk statistics

Alpha4.48
Beta1.47
Sharpe0.11
Volatility14.1
Tracking error9.8
Information ratio0.44
R-Squared0.56

Price movement

52 week high124.13
52 week low108.6
Current bid price0
Current offer price0
Current mid price124.02

Holdings by region

  • 13.7% Mexico
  • 12.6% Poland
  • 11.6% Russia
  • 10.2% South Africa
  • 10.1% Indonesia
  • 9.9% Brazil
  • 7.9% Colombia
  • 7.5% Others
  • 6.5% Malaysia
  • 6.5% Turkey

Holdings by sector

  • 34.3% A
  • 30.7% BBB
  • 29.1% BB
  • 4% Unknown
  • 1.4% B
  • 0.5% AA

Holdings by asset type

  • 13.7% Mexican Fixed Interest
  • 12.6% Polish Fixed Interest
  • 11.6% Russian Fixed Interest
  • 10.2% South African Fixed Interest
  • 10.1% Indonesian Fixed Interest
  • 9.9% Brazilian Fixed Interest
  • 7.9% American Emerging Fixed Interest
  • 7.5% Global Fixed Interest
  • 6.5% Malaysian Fixed Interest
  • 6.5% Middle East & African Fixed Interest

Individual holdings

  • 3.4% BRAZIL (GOVERNMENT DEBT, JANUARY 2021)
  • 3% MEXICO(UNITED MEXICAN STATES) 6.5% NTS 10/06/21 MXN100 M
  • 2.4% RUSSIA (GOVERNMENT DEBT, AUGUST 2021)
  • 2.3% COLOMBIA(REPUBLIC OF) 10% BDS 24/07/24 COP100000
  • 2% RUSSIA (GOVERNMENT DEBT, AUGUST 2023)