Fact sheet: Morg Stnly Em Mkts DmDt

Fund information

Fund name
Morg Stnly Emerging Markets Domestic Debt I USD
Fund company manager
Morgan Stanley Investment Fund
Fund type
SIB
Fund manager(s)
Jens Nystedt
since 01/12/2014
Eric Baurmeister
since 01/02/2007
Warren Mar
since 01/12/2014
Fund objective
Seeks to maximise total return primarily through investment in a portfolio of emerging market bonds and other emerging market debt securities, denominated in the local currency of issue. The Fund intends to invest its assets in emerging market debt securities that provide a high level of current income, while at the same time holding the potential for capital appreciation.
Benchmark
JPM GBI EM Global Diversified
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

7.47 %

1 Year rank in sector

64/240

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 241.4 m

FE Risk score

103

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Mexico
    12.84%
  • Indonesia
    10.76%
  • Money Market
    10.42%
  • Brazil
    8.91%
  • South Africa
    7.94%
  • Government Bonds
    86.1%
  • Cash & Cash Equivalents
    10.42%
  • Corporate Bonds
    3.48%
  • Mexican Fixed Interest
    12.84%
  • Indonesian Fixed Interest
    10.76%
  • Money Market
    10.42%
  • American Emerging Fixed Interest
    10.14%
  • Brazilian Fixed Interest
    8.91%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-1.82 %6.21 %7.47 %-4.09 %-13.99 %
Sector-0.31 %3.45 %5.41 %6.69 %4.64 %
Rank within sector225 / 25432 / 24564 / 240177 / 198115 / 121
Quartile th4 th1 st2 nd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund13.86 %8 %-16.69 %-6.67 %-12.83 %
Sector8.39 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector20 / 243160 / 228191 / 209150 / 170123 / 128
Quartile th1 st3 rd4 th4 th4 th

Risk statistics

Alpha-3.96
Beta1.57
Sharpe-0.01
Volatility11.61
Tracking error5.38
Information ratio-0.58
R-Squared0.9

Price movement

52 week high34.38
52 week low28.54
Current bid price0
Current offer price0
Current mid price33.52

Holdings by region

  • 12.84% Mexico
  • 10.76% Indonesia
  • 10.42% Money Market
  • 8.91% Brazil
  • 7.94% South Africa
  • 6.99% Turkey
  • 6.18% Poland
  • 5.95% Russia
  • 4.81% Colombia
  • 4.69% Malaysia

Holdings by sector

  • 86.1% Government Bonds
  • 10.42% Cash & Cash Equivalents
  • 3.48% Corporate Bonds

Holdings by asset type

  • 12.84% Mexican Fixed Interest
  • 10.76% Indonesian Fixed Interest
  • 10.42% Money Market
  • 10.14% American Emerging Fixed Interest
  • 8.91% Brazilian Fixed Interest
  • 7.94% South African Fixed Interest
  • 6.99% Middle East & African Fixed Interest
  • 6.18% Polish Fixed Interest
  • 5.95% Russian Fixed Interest
  • 4.69% Malaysian Fixed Interest

Individual holdings

  • 7.94% SOUTH AFRICA(REPUBLIC OF) 8% BDS 31/01/30 ZAR1
  • 6.27% INDONESIA(REPUBLIC OF) 9% BDS 15/03/29 IDR1000000
  • 5.34% BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 01/01/23 BRL1000
  • 4.47% MEXICO(UNITED MEXICAN STATES) 6.5% NTS 10/06/21 MXN100 M
  • 3.82% POLAND(STATE TREASURY OF) 3.25% BDS 25/07/25 PLN1000
  • 3.73% TURKEY(REPUBLIC OF) 7.1% BDS 08/03/23 TRY100
  • 3.01% PERU(REPUBLIC OF) 6.35% BDS 12/08/28 PEN 1000.
  • 2.9% MEXICO(UNITED MEXICAN STATES) 10% BDS 05/12/24 MXN100
  • 2.83% COLOMBIA(REPUBLIC OF) 7.75% BDS 18/09/30 COP500000 REG S
  • 2.79% BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 01/01/21 BRL1000