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
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
High Yield
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-6.9 %

1 Year rank in sector

-

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 211.1 m

FE Risk score

52

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    36.1%
  • Money Market
    11.9%
  • Argentina
    7.6%
  • Mexico
    6.9%
  • Brazil
    6.8%
  • B
    43.8%
  • BBB
    21.7%
  • BB
    18.2%
  • Money Market
    11.9%
  • CCC
    3.5%
  • Global Fixed Interest
    43.7%
  • American Emerging Fixed Interest
    11.3%
  • African Fixed Interest
    9.1%
  • Mexican Fixed Interest
    8.1%
  • Brazilian Fixed Interest
    8%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.25 %-5.8 %-6.9 %34.67 %34.91 %
Sector-1.56 %-5.17 %-3.15 %5.69 %4.77 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20182017201620152014
Fund-5.03 %1.8 %34.6 %2.91 %7.61 %
Sector-5.34 %8.47 %10.22 %-7.28 %-0.56 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha7.45
Beta0.96
Sharpe0.46
Volatility12.06
Tracking error10.17
Information ratio0.67
R-Squared0.27

Price movement

52 week high12.2282
52 week low10.4459
Current bid price0
Current offer price0
Current mid price10.7009

Holdings by region

  • 36.1% Others
  • 11.9% Money Market
  • 7.6% Argentina
  • 6.9% Mexico
  • 6.8% Brazil
  • 5.7% Egypt
  • 5.3% Turkey
  • 4.8% Nigeria
  • 4.7% Indonesia
  • 3.8% Lebanon

Holdings by sector

  • 43.8% B
  • 21.7% BBB
  • 18.2% BB
  • 11.9% Money Market
  • 3.5% CCC
  • 2% C
  • 1.2% A
  • 0.4% Non-Rated
  • -2.7% Others

Holdings by asset type

  • 43.7% Global Fixed Interest
  • 11.3% American Emerging Fixed Interest
  • 9.1% African Fixed Interest
  • 8.1% Mexican Fixed Interest
  • 8% Brazilian Fixed Interest
  • 6.4% Indonesian Fixed Interest
  • 5.7% Middle East & African Fixed Interest
  • 4.2% European Emerging Fixed Interest
  • 3.7% Russian Fixed Interest
  • -0.2% Money Market

Individual holdings

  • 2.1% EGYPT(REPUBLIC OF) 0% TB 15/05/18 EGP25000
  • 2% GABONESE REPUBLIC REGS 6.95 06/16/2025
  • 1.9% PERU PAYROLL DEDUCTION FINANCE FRN 01/11/29 EUR1000
  • 1.8% PERTAMINA PERSERO PT 5.625% BDS 20/05/43 USD200000
  • 1.4% NORTHERN LIGHTS BV 7% BDS 16/08/19 USD250000 REG S
  • 1.4% PERTAMINA PERSERO PT 6.45% BDS 30/05/44 USD200000144A
  • 1.3% GOV. OF TURKEY 7.375% 05-FEB-2025
  • 1.2% ARGENTINA(REPUBLIC OF) 6.875% BDS 11/01/48 USD1000
  • 1.2% COLOMBIA(REPUBLIC OF) 3.875% BDS 25/04/27 USD200000
  • 1.2% PETROLEOS MEXICANOS 6.5% BDS 13/03/27 USD10000