Fact sheet: Morg Stnly Em Mrkts Dt

Fund information

Fund name
Morg Stnly Emerging Markets 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 30/08/1996
Warren Mar
since 01/12/2014
Fund objective
Seeks to maximise total return, measured in U.S. dollars, through investment in the debt securities of government and government-related issuers located in emerging countries.
Benchmark
JPMorgan Emerging Markets Bond Index Global
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

6.51 %

1 Year rank in sector

80/240

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 263.0 m

FE Risk score

99

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Mexico
    13.96%
  • Indonesia
    9.69%
  • Argentina
    7.98%
  • Russia
    7.21%
  • Money Market
    6.4%
  • Government Bonds
    61.32%
  • Government Agency Bonds
    21.19%
  • Corporate Bonds
    11.09%
  • Cash & Cash Equivalents
    6.4%
  • American Emerging Fixed Interest
    21.69%
  • Mexican Fixed Interest
    13.96%
  • Indonesian Fixed Interest
    9.69%
  • Russian Fixed Interest
    7.21%
  • Money Market
    6.4%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.22 %4.6 %6.51 %16.1 %13.65 %
Sector-0.23 %3.01 %5.19 %6.21 %4.33 %
Rank within sector107 / 25474 / 24580 / 24055 / 19859 / 122
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Calendar performance

YTD-20172016201520142013
Fund10.2 %10.44 %-2.16 %2.8 %-8.93 %
Sector8.33 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector83 / 24384 / 22899 / 20977 / 17087 / 128
Quartile th2 nd2 nd2 nd2 nd3 rd

Risk statistics

Alpha2.5
Beta0.94
Sharpe0.13
Volatility7.25
Tracking error3.03
Information ratio0.77
R-Squared0.83

Price movement

52 week high101.07
52 week low89.48
Current bid price0
Current offer price0
Current mid price101.1

Holdings by region

  • 13.96% Mexico
  • 9.69% Indonesia
  • 7.98% Argentina
  • 7.21% Russia
  • 6.4% Money Market
  • 6.34% Brazil
  • 5.03% Turkey
  • 3.61% Ukraine
  • 3.44% China
  • 2.82% Venezuela

Holdings by sector

  • 61.32% Government Bonds
  • 21.19% Government Agency Bonds
  • 11.09% Corporate Bonds
  • 6.4% Cash & Cash Equivalents

Holdings by asset type

  • 21.69% American Emerging Fixed Interest
  • 13.96% Mexican Fixed Interest
  • 9.69% Indonesian Fixed Interest
  • 7.21% Russian Fixed Interest
  • 6.4% Money Market
  • 6.34% Brazilian Fixed Interest
  • 5.53% Middle East & African Fixed Interest
  • 5.36% European Emerging Fixed Interest
  • 3.68% African Fixed Interest
  • 3.44% Chinese Fixed Interest

Individual holdings

  • 5.68% RUSSIAN FEDERATION MINISTRY FINANCE 4.5% BDS 04/04/22 USD200000
  • 2.46% INDONESIA(REPUBLIC OF) 5.875% BDS 15/01/24 USD200000
  • 2.06% PETROLEOS DE VENEZUELA 6% BDS 15/11/26 USD1000 144A
  • 2.04% UKRAINE MINISTRY OF FINANCE 7.75% BDS 01/09/23 USD1000
  • 1.86% BRAZIL(FEDERATIVE REPUBLIC OF) 6% BDS 07/04/26 USD200000
  • 1.85% PHILIPPINES(REPUBLIC OF) 9.5% BDS 02/02/30 USD
  • 1.75% PETROLEOS MEXICANOS 6.5% BDS 13/03/27 USD10000
  • 1.66% TURKEY(REPUBLIC OF) 3.25% BDS 23/03/23 USD1000
  • 1.57% UKRAINE MINISTRY OF FINANCE 7.75% BDS 01/09/26 USD1000
  • 1.49% PETROLEOS MEXICANOS 6.625% BDS 15/06/35 USD10000`REG S`