Fact sheet: NN (L) EMD LclCcy

Fund information

Fund name
NN (L) Emerging Markets Debt (LC) X Cap USD
Fund company manager
NN Investment Partners (LUX)
Fund type
SIB
Fund manager(s)
Jaco Rouw
since 02/05/2011
Fund objective
The Sub-Fund may invest in securities traded on the China Interbank Bond Market (“CIBM”). The CIBM is a market facilitating direct investment to the Chinese bond market.
Benchmark
JPM ELMI Plus
Investment style
Active
Investment method
Fixed Interest

Quick stats

1 Year return

12.49 %

1 Year rank in sector

65/237

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 628.8 m

FE Risk score

85

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    33.56%
  • Japan
    16.83%
  • Brazil
    16.73%
  • USA
    9.13%
  • Malaysia
    6.85%
  • A
    29.16%
  • AA
    28.09%
  • BB
    22.45%
  • BBB
    20.55%
  • AAA
    5.56%
  • Money Market
    33.56%
  • Japanese Fixed Interest
    16.83%
  • Brazilian Fixed Interest
    16.73%
  • US Fixed Interest
    9.13%
  • Malaysian Fixed Interest
    6.85%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.03 %3.74 %12.49 %4.66 %-9.97 %
Sector1.07 %2.72 %8.49 %11.85 %2.78 %
Rank within sector53 / 25593 / 24965 / 237176 / 205115 / 129
Quartile th1 st2 nd2 nd4 th4 th

Calendar performance

YTD-20182017201620152014
Fund2.01 %10.61 %2.19 %-9.58 %-9.19 %
Sector0.97 %8.47 %10.22 %-7.28 %-0.56 %
Rank within sector59 / 25485 / 237218 / 223160 / 203161 / 164
Quartile th1 st2 nd4 th4 th4 th

Risk statistics

Alpha-2.54
Beta0.97
Sharpe-0
Volatility7.15
Tracking error3.27
Information ratio-0.82
R-Squared0.79

Price movement

52 week high52.76
52 week low47.06
Current bid price0
Current offer price0
Current mid price52.76

Holdings by region

  • 33.56% Money Market
  • 16.83% Japan
  • 16.73% Brazil
  • 9.13% USA
  • 6.85% Malaysia
  • 5.07% Turkey
  • 3.9% Mexico
  • 2.82% Indonesia
  • 2.34% South Africa
  • 2.03% Egypt

Holdings by sector

  • 29.16% A
  • 28.09% AA
  • 22.45% BB
  • 20.55% BBB
  • 5.56% AAA
  • 3.73% B
  • -9.54% Money Market

Holdings by asset type

  • 33.56% Money Market
  • 16.83% Japanese Fixed Interest
  • 16.73% Brazilian Fixed Interest
  • 9.13% US Fixed Interest
  • 6.85% Malaysian Fixed Interest
  • 5.07% Middle East & African Fixed Interest
  • 3.9% Mexican Fixed Interest
  • 2.82% Indonesian Fixed Interest
  • 2.34% South African Fixed Interest
  • 2.03% African Fixed Interest

Individual holdings

  • 15.8% 0.000% LETRA TESOURO NACIONAL 01/01/2018
  • 10.43% JAPAN(GOVERNMENT OF) 0% BDS 12/03/18 JPY50000
  • 6.4% JAPAN(GOVERNMENT OF) 0% BDS 20/03/18 JPY10000
  • 5.4% 0.000% TREASURY BILL 12/07/2017
  • 4.21% TURKEY(REPUBLIC OF) 10.5% BDS 11/08/27 TRY1000
  • 3.73% 0.000% TREASURY BILL 01/11/2018
  • 3.37% MALAYSIA 3.58% BDS 28/09/18 MYR1000
  • 2.89% 3.759% MALAYSIA GOVERNMENT 03/15/2019
  • 2.34% SOUTH AFRICA(REPUBLIC OF) 8.75% BDS 28/02/48 ZAR1000000
  • 2.32% MEXICO(UNITED MEXICAN STATES) 8% BDS 11/06/20 MXN100