Fact sheet: Old Mutual Ll Cu EM Dt

Fund information

Fund name
Old Mutual Local Currency Emerging Market Debt U1 Inc GBP
Fund company manager
Old Mutl Glbl Investors(UK)Ltd
Fund type
SIB
Fund manager
Stone Harbor EMD Team
since 19/01/2011
Fund objective
The objective of the Old Mutual Local Currency Emerging Market Debt Fund is to seek to achieve total return through investment in a well-diversified portfolio of fixed and variable rate debt securities issued in the Emerging Markets worldwide and which are primarily denominated in the local currency of the issuer.
Benchmark
JPM GBI EM Global Diversified
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

7.33 %

1 Year rank in sector

105/235

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 271.8 m

FE Risk score

104

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    19.9%
  • Brazil
    13.7%
  • Indonesia
    10.5%
  • Mexico
    9.8%
  • Colombia
    7.9%
  • BBB
    46.7%
  • A
    23.5%
  • BB
    18.2%
  • B
    8.4%
  • Money Market
    3.1%
  • Global Fixed Interest
    19.9%
  • Brazilian Fixed Interest
    13.7%
  • Indonesian Fixed Interest
    10.5%
  • Mexican Fixed Interest
    9.8%
  • American Emerging Fixed Interest
    7.9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.2 %-0.23 %7.33 %16.87 %5.82 %
Sector1.32 %5.03 %7.22 %5.89 %6.36 %
Rank within sector238 / 251213 / 242105 / 23543 / 19577 / 120
Quartile th4 th4 th2 nd1 st3 rd

Calendar performance

YTD-20172016201520142013
Fund6.04 %30.07 %-9.72 %-3.63 %-14.81 %
Sector8.74 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector178 / 2417 / 225161 / 206122 / 169128 / 129
Quartile th3 rd1 st4 th3 rd4 th

Risk statistics

Alpha4.81
Beta1.52
Sharpe0.18
Volatility14.29
Tracking error9.83
Information ratio0.49
R-Squared0.59

Price movement

52 week high11.0231
52 week low9.6441
Current bid price0
Current offer price0
Current mid price10.1867

Holdings by region

  • 19.9% Others
  • 13.7% Brazil
  • 10.5% Indonesia
  • 9.8% Mexico
  • 7.9% Colombia
  • 7.8% Turkey
  • 7.4% Russia
  • 7.1% South Africa
  • 5.3% Poland
  • 4.2% Malaysia

Holdings by sector

  • 46.7% BBB
  • 23.5% A
  • 18.2% BB
  • 8.4% B
  • 3.1% Money Market
  • 2.1% AAA
  • 0.2% AA
  • -2.2% Others

Holdings by asset type

  • 19.9% Global Fixed Interest
  • 13.7% Brazilian Fixed Interest
  • 10.5% Indonesian Fixed Interest
  • 9.8% Mexican Fixed Interest
  • 7.9% American Emerging Fixed Interest
  • 7.8% Middle East & African Fixed Interest
  • 7.4% Russian Fixed Interest
  • 7.1% South African Fixed Interest
  • 5.3% Polish Fixed Interest
  • 4.2% Malaysian Fixed Interest

Individual holdings

  • 4.7% BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 01/01/21 BRL1000
  • 2.5% COLOMBIA(REPUBLIC OF) 7.5% BDS 26/08/26 COP1000
  • 2.5% GOV. OF BRAZIL 0.0% 01-JAN-2019
  • 2.4% GOVERNMENT OF TURKEY 10.7% 17-FEB-2021
  • 2.3% INDONESIA(REPUBLIC OF) 8.75% BDS 15/05/31 IDR1000000
  • 2.2% BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 01/01/23 BRL1000
  • 2.1% SOUTH AFRICA(REPUBLIC OF) 7% BDS 28/02/31 ZAR1
  • 2.1% URUGUAY 4.375% GLOBAL NTS 15/12/28 USD1000
  • 2% INTERNATIONAL FINANCE CORP 6.3% SYNTHETIC INR NTS 25/11/24 INR10000
  • 1.7% INDONESIA(REPUBLIC OF) 8.375% BDS 15/03/34 IDR1000