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(s)
Delphine Arrighi
since 21/01/2016
John Peta
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

4.64 %

1 Year rank in sector

-

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 148.5 m

FE Risk score

58

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    41.4%
  • Argentina
    8.7%
  • Mexico
    8.3%
  • Indonesia
    8.2%
  • Brazil
    8%
  • BB
    32%
  • B
    30.5%
  • BBB
    24.4%
  • CCC
    10.4%
  • Money Market
    1.3%
  • Global Fixed Interest
    41.4%
  • American Emerging Fixed Interest
    13.6%
  • Mexican Fixed Interest
    8.3%
  • Indonesian Fixed Interest
    8.2%
  • Brazilian Fixed Interest
    8%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-1.27 %0.79 %4.64 %36.62 %36.62 %
Sector-0.5 %2.1 %9.27 %5.55 %4 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund2.23 %34.6 %2.91 %7.61 %-11.08 %
Sector7.6 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha10.57
Beta0.95
Sharpe0.68
Volatility12.05
Tracking error9.92
Information ratio1
R-Squared0.31

Price movement

52 week high12.664
52 week low11.4949
Current bid price0
Current offer price0
Current mid price11.6418

Holdings by region

  • 41.4% Others
  • 8.7% Argentina
  • 8.3% Mexico
  • 8.2% Indonesia
  • 8% Brazil
  • 7% Turkey
  • 4.9% Venezuela
  • 3.9% Ukraine
  • 3.1% Egypt
  • 2.8% Russia

Holdings by sector

  • 32% BB
  • 30.5% B
  • 24.4% BBB
  • 10.4% CCC
  • 1.3% Money Market
  • 0.7% A
  • 0.7% CC

Holdings by asset type

  • 41.4% Global Fixed Interest
  • 13.6% American Emerging Fixed Interest
  • 8.3% Mexican Fixed Interest
  • 8.2% Indonesian Fixed Interest
  • 8% Brazilian Fixed Interest
  • 7% Middle East & African Fixed Interest
  • 3.9% European Emerging Fixed Interest
  • 3.1% African Fixed Interest
  • 2.8% Russian Fixed Interest
  • 2.4% Kazakhstan Fixed Interest

Individual holdings

  • 1.8% 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
  • 1.5% ZAMBIA(GOVT OF) 8.97% AMT NTS 30/07/27 USD200000 144A
  • 1.4% LEBANON(REPUBLIC OF) 5.45% MTN 28/11/19 USD1000
  • 1.3% GOV. OF INDONESIA 4.75% 08-JAN-
  • 1.2% ESKOM HOLDINGS 7.125% 11-FEB-2025
  • 1.2% PETROLEOS DE VENEZUELA 6% NTS 16/05/24 USD1 144A
  • 1.2% PETROLEOS DE VENEZUELA 8.5% NTS 27/10/20 USD1 144A
  • 1.1% PETROBRAS GLOBAL FINANCE BV 8.75% BDS 23/05/26 USD2000