Fact sheet: Old Mutual Em Mt Dt

Fund information

Fund name
Old Mutual Emerging Market Debt U2 Acc GBP
Fund company manager
Old Mutl Glbl Investors(UK)Ltd
Fund type
SIB
Fund manager
Delphine Arrighi
since 21/01/2016
Fund objective
The objective of the Old Mutual Emerging Market Debt Fund is to seek to achieve asset growth through investment in a well-diversified portfolio of fixed and variable rate debt securities issued in Emerging Markets.
Benchmark
JPM EMBI Global Index
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

6.76 %

1 Year rank in sector

-

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 149.0 m

FE Risk score

53

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    37.6%
  • Mexico
    11.6%
  • Indonesia
    8%
  • Venezuela
    7.7%
  • Brazil
    7.6%
  • BBB
    31.4%
  • BB
    28.5%
  • B
    26.5%
  • CCC
    12%
  • Money Market
    4.4%
  • Global Fixed Interest
    37.6%
  • American Emerging Fixed Interest
    21.3%
  • Mexican Fixed Interest
    11.6%
  • Indonesian Fixed Interest
    8%
  • Brazilian Fixed Interest
    7.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.62 %1.98 %6.53 %42.13 %36.19 %
Sector0.56 %5.4 %5.94 %1.55 %7.76 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund1.22 %34.63 %0 %0 %0 %
Sector6.59 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha12.85
Beta0.95
Sharpe0.8
Volatility11.66
Tracking error9.33
Information ratio1.32
R-Squared0.34

Price movement

52 week high14.5135
52 week low12.7843
Current bid price0
Current offer price0
Current mid price13.9167

Holdings by region

  • 37.6% Others
  • 11.6% Mexico
  • 8% Indonesia
  • 7.7% Venezuela
  • 7.6% Brazil
  • 7.1% Argentina
  • 6.5% Colombia
  • 4.4% Money Market
  • 3.3% Russia
  • 3.3% Ukraine

Holdings by sector

  • 31.4% BBB
  • 28.5% BB
  • 26.5% B
  • 12% CCC
  • 4.4% Money Market
  • 1.4% A
  • 0.8% CC
  • 0.4% AA
  • -5.4% Others

Holdings by asset type

  • 37.6% Global Fixed Interest
  • 21.3% American Emerging Fixed Interest
  • 11.6% Mexican Fixed Interest
  • 8% Indonesian Fixed Interest
  • 7.6% Brazilian Fixed Interest
  • 4.4% Money Market
  • 3.3% European Emerging Fixed Interest
  • 3.3% Russian Fixed Interest
  • 2.9% Peruvian Fixed Interest

Individual holdings

  • 4.1% PETROLEOS DE VENEZUELA 8.5% BDS 02/11/17 USD100 REG S
  • 2.8% MEXICO(UNITED MEXICAN STATES) 4.6% NTS 23/01/46 USD1000
  • 2.6% PERU PAYROLL DED. FIN. LTD. 0.0% 01-11-29
  • 2.1% GABONESE REPUBLIC 6.95% BDS 16/06/25 USD200000
  • 1.8% NIGERIA(FEDERAL REPUBLIC OF) 7.875% NTS 16/02/32 USD200000 144A
  • 1.5% PETROLEOS DE VENEZUELA 6% BDS 16/05/24 USD100
  • 1.4% BRAZIL LOAN TRUST 1 5.477% MTG BDS 24/07/23 USD150000 144A
  • 1.4% PETROLEOS MEXICANOS 6.375% BDS 23/01/45 USD10000
  • 1.4% URUGUAY 7.625% BDS 21/03/36 USD1
  • 1.4% ZAMBIA(GOVT OF) 8.97% AMT NTS 30/07/27 USD200000 144A