Fact sheet: Schroder ISFEmDtARn

Fund information

Fund name
Schroder ISF Emerging Markets Debt Absolute Return Z Hedged Acc EUR
Fund company manager
Schroder Investmt Mgt(LUX)S.A.
Fund type
SIB
Fund manager(s)
Abdallah Guezour
since 01/07/2000
Fund objective
The fund aims to provide an absolute return of capital growth and income by investing in bonds in emerging markets. Absolute return means the fund seeks to provide a positive return over a 12 month period in all market conditions, but this cannot be guaranteed and your capital is at risk. The fund invests at least two-thirds of its assets in bonds, currencies and money market instruments in emerging markets. The bonds are issued by governments, government agencies and companies. The fund may also hold cash. In aiming to deliver an absolute return, the fund may hold up to 40% of its assets in cash and money market instruments in developed markets. The fund may invest in excess of 50% of its assets in bonds that have a below investment grade credit rating (as measured by Standard & Poor's or any equivalent grade of other credit rating agencies). The fund may use derivatives with the aim of achieving investment gains, reducing risk or managing the fund more efficiently.
Benchmark
No Specified Index
Investment style
Absolute Return
Investment method
Fixed Interest

Quick stats

1 Year return

1.97 %

1 Year rank in sector

-

Sector

FO Absolute Return

Yield

3.04

Fund size

£ 4.7 b

FE Risk score

44

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    40.42%
  • Mexico
    9.7%
  • Not Specified
    7.61%
  • Brazil
    7.59%
  • Russia
    5.93%
  • BBB
    28.81%
  • AAA
    25.2%
  • Money Market
    21.5%
  • A
    8.56%
  • BB
    6.28%
  • US Fixed Interest
    33.21%
  • Global Short Maturity Fixed Interest
    9.92%
  • Mexican Fixed Interest
    9.7%
  • Brazilian Fixed Interest
    7.59%
  • Russian Fixed Interest
    5.93%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.89 %1.17 %1.84 %2.82 %7.56 %
Sector0.31 %1.51 %2.52 %4.43 %9.83 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund4.73 %6.87 %-6.34 %-0.45 %-0.32 %
Sector2.63 %0.66 %0.69 %1.2 %3.58 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.49
Beta0.85
Sharpe-0
Volatility5.39
Tracking error5.17
Information ratio0.04
R-Squared0.08

Price movement

52 week high33.1396
52 week low30.5213
Current bid price32.2551
Current offer price32.2551
Current mid price0

Holdings by region

  • 40.42% USA
  • 9.7% Mexico
  • 7.61% Not Specified
  • 7.59% Brazil
  • 5.93% Russia
  • 5.89% Poland
  • 5.59% South Africa
  • 5.37% Indonesia
  • 3.55% Hungary
  • 3.35% Argentina

Holdings by sector

  • 28.81% BBB
  • 25.2% AAA
  • 21.5% Money Market
  • 8.56% A
  • 6.28% BB
  • 6.04% AA
  • 3.3% B
  • 0.31% Non-Rated

Holdings by asset type

  • 33.21% US Fixed Interest
  • 9.92% Global Short Maturity Fixed Interest
  • 9.7% Mexican Fixed Interest
  • 7.59% Brazilian Fixed Interest
  • 5.93% Russian Fixed Interest
  • 5.59% South African Fixed Interest
  • 5.37% Indonesian Fixed Interest
  • 5% Money Market
  • 3.86% American Emerging Fixed Interest
  • 3.55% Hungarian Fixed Interest

Individual holdings

  • 4.76% UNITED STATES OF AMER TREAS BILLS 0% TB 14/12/17 USD100
  • 4.24% UNITED STATES DEPARTMENT OF THE TREASURY
  • 3.81% UNITED STATES OF AMER TREAS BILLS 0% TB 07/12/17 USD100
  • 3.6% UNITED STATES OF AMER TREAS BILLS 0% TB 30/11/17 USD100
  • 3.59% UNITED STATES OF AMER TREAS BILLS 0% TB 01/03/18 USD100
  • 3.38% UNITED STATES OF AMER TREAS BILLS 0% TB 15/03/18 USD100
  • 3.38% UNITED STATES OF AMER TREAS BILLS 0% TB 22/02/18 USD100
  • 3.35% HUNGARY 2.5% BDS 22/06/18 HUF1000
  • 3.18% POLAND(STATE TREASURY OF) 3.75% BDS 25/04/18 PLN1000
  • 2.97% UNITED STATES OF AMER TREAS BILLS 0% TB 19/10/17 USD100