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

5.32 %

1 Year rank in sector

141/240

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 522.4 m

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    28.46%
  • USA
    23.01%
  • Brazil
    14.31%
  • Japan
    13.19%
  • Malaysia
    6.6%
  • BBB
    30.89%
  • AA
    25%
  • BB
    23.34%
  • A
    16.14%
  • AAA
    7.53%
  • Money Market
    28.46%
  • US Fixed Interest
    23.01%
  • Brazilian Fixed Interest
    14.31%
  • Japanese Fixed Interest
    13.19%
  • Malaysian Fixed Interest
    6.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.66 %2.83 %5.32 %-5.83 %-11.5 %
Sector-0.32 %3.21 %5.48 %6.25 %4.33 %
Rank within sector213 / 254175 / 245141 / 240187 / 198107 / 122
Quartile th4 th3 rd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund8.83 %2.19 %-9.58 %-9.19 %-3.83 %
Sector8.37 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector129 / 243228 / 228164 / 209167 / 17036 / 128
Quartile th3 rd4 th4 th4 th2 nd

Risk statistics

Alpha-3.73
Beta0.95
Sharpe-0
Volatility7.46
Tracking error3.3
Information ratio-1.17
R-Squared0.8

Price movement

52 week high52.14
52 week low46.18
Current bid price0
Current offer price0
Current mid price50.97

Holdings by region

  • 28.46% Money Market
  • 23.01% USA
  • 14.31% Brazil
  • 13.19% Japan
  • 6.6% Malaysia
  • 3.76% Indonesia
  • 2.89% Turkey
  • 2.28% South Africa
  • 2.08% Egypt
  • 1.6% Mexico

Holdings by sector

  • 30.89% BBB
  • 25% AA
  • 23.34% BB
  • 16.14% A
  • 7.53% AAA
  • 3.42% B
  • -6.32% Money Market

Holdings by asset type

  • 28.46% Money Market
  • 23.01% US Fixed Interest
  • 14.31% Brazilian Fixed Interest
  • 13.19% Japanese Fixed Interest
  • 6.6% Malaysian Fixed Interest
  • 3.76% Indonesian Fixed Interest
  • 2.89% Middle East & African Fixed Interest
  • 2.28% South African Fixed Interest
  • 2.08% African Fixed Interest
  • 1.6% Mexican Fixed Interest

Individual holdings

  • 13.56% 0.000% LETRA TESOURO NACIONAL 10/01/2017
  • 6.91% 0.000% TREASURY BILL 10/05/2017
  • 6.79% 0.000% JAPAN TREASURY DISC BILL 09/20/2017
  • 6.39% 0.000% JAPAN TREASURY DISC BILL 09/11/2017
  • 5.75% 0.000% TREASURY BILL 09/28/2017
  • 5.74% TREASURY BILL ZERO 12.10.2017
  • 4.6% 0.000% TREASURY BILL 09/07/2017
  • 2.95% MALAYSIA 3.58% BDS 28/09/18 MYR1000
  • 2.89% 11.000% TURKEY GOVERNMENT BOND 03/02/2022
  • 2.65% 3.759% MALAYSIA GOVERNMENT 03/15/2019