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

10.1 %

1 Year rank in sector

118/245

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 480.0 m

FE Risk score

85

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%
  • A
    35.21%
  • BBB
    24.37%
  • AA
    21.84%
  • BB
    16.8%
  • B
    3.46%
  • 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
Fund0.3 %2.02 %10.1 %-4.03 %-10.87 %
Sector-0.5 %2.1 %9.27 %5.55 %4 %
Rank within sector22 / 262153 / 254118 / 245178 / 207107 / 125
Quartile th1 st3 rd2 nd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund8.9 %2.19 %-9.58 %-9.19 %-3.83 %
Sector7.6 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector109 / 248227 / 232167 / 211169 / 17236 / 131
Quartile th2 nd4 th4 th4 th2 nd

Risk statistics

Alpha-3.55
Beta0.96
Sharpe-0
Volatility7.49
Tracking error3.23
Information ratio-1.13
R-Squared0.81

Price movement

52 week high52.14
52 week low46.18
Current bid price0
Current offer price0
Current mid price51.13

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

  • 35.21% A
  • 24.37% BBB
  • 21.84% AA
  • 16.8% BB
  • 3.46% B
  • 0.65% AAA
  • -2.33% 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