Fact sheet: Old Mutual Em Mt Dt

Fund information

Fund name
Old Mutual Emerging Market Debt U1 Inc 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

4.24 %

1 Year rank in sector

-

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 148.5 m

FE Risk score

53

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    41.1%
  • Mexico
    9%
  • Brazil
    8.9%
  • Argentina
    7.6%
  • Indonesia
    7.5%
  • BB
    32.5%
  • B
    31.8%
  • BBB
    24.8%
  • CCC
    10%
  • Money Market
    3.6%
  • Global Fixed Interest
    41.1%
  • American Emerging Fixed Interest
    14.6%
  • Mexican Fixed Interest
    9%
  • Middle East & African Fixed Interest
    9%
  • Brazilian Fixed Interest
    8.9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.62 %-3.02 %4.24 %39.63 %36.8 %
Sector1.21 %4.91 %7.02 %5.69 %6.27 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund0.32 %34.6 %2.91 %7.61 %-11.08 %
Sector8.62 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha12.07
Beta0.92
Sharpe0.79
Volatility11.74
Tracking error9.57
Information ratio1.2
R-Squared0.32

Price movement

52 week high12.8647
52 week low11.5141
Current bid price0
Current offer price0
Current mid price11.6029

Holdings by region

  • 41.1% Others
  • 9% Mexico
  • 8.9% Brazil
  • 7.6% Argentina
  • 7.5% Indonesia
  • 6.5% Turkey
  • 4.6% Venezuela
  • 3.6% Money Market
  • 3.3% Ukraine
  • 3% Russia

Holdings by sector

  • 32.5% BB
  • 31.8% B
  • 24.8% BBB
  • 10% CCC
  • 3.6% Money Market
  • 0.9% A
  • -3.6% Others

Holdings by asset type

  • 41.1% Global Fixed Interest
  • 14.6% American Emerging Fixed Interest
  • 9% Mexican Fixed Interest
  • 9% Middle East & African Fixed Interest
  • 8.9% Brazilian Fixed Interest
  • 7.5% Indonesian Fixed Interest
  • 3.6% Money Market
  • 3.3% European Emerging Fixed Interest
  • 3% Russian Fixed Interest

Individual holdings

  • 1.9% PERU PAYROLL DEDUCTION FINANCE FRN 01/11/29 EUR1000
  • 1.7% ARGENTINA(REPUBLIC OF) 7.875% BDS 15/06/27 USD150000
  • 1.6% CAMEROON (REP OF) 9.5% BDS 19/11/25 USD200000
  • 1.6% ZAMBIA(GOVT OF) 8.97% AMT NTS 30/07/27 USD200000 144A
  • 1.5% NIGERIA(FEDERAL REPUBLIC OF) 7.875% NTS 16/02/32 USD200000 144A
  • 1.4% INDONESIA (REPUBLIC OF) 4.75 01/08/2026
  • 1.4% LEBANON(REPUBLIC OF) 5.45% MTN 28/11/19 USD1000
  • 1.4% SENEGAL(REPUBLIC OF) 6.25% BDS 23/05/33 USD200000 144A
  • 1.3% PETROLEOS DE VENEZUELA 6% BDS 16/05/24 USD100
  • 1.3% UKRAINE MINISTRY OF FINANCE 7.75% BDS 01/09/27 USD1000