Fact sheet: Threadneedle (L) EmgMktDbt

Fund information

Fund name
Threadneedle (Lux) Emerging Market Debt AU USD
Fund company manager
Threadneedle (Lux)
Fund type
SIB
Fund manager(s)
Henry Stipp
since 24/04/2012
Fund objective
The aim of the Fund is to provide income with the potential to grow the amount you invested. At least two-thirds of the Fund's assets will be in bonds (which are similar to a loan and pay a fixed or variable interest rate) issued by governments and companies in emerging markets. The Fund may also invest in asset classes and instruments different from those stated above.
Benchmark
J P Morgan EMBI Global
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

6.02 %

1 Year rank in sector

98/240

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 90.0 m

FE Risk score

98

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    36.4%
  • Mexico
    13.6%
  • Argentina
    7.9%
  • Dominican Republic
    7.3%
  • Indonesia
    6.2%
  • BB+
    12.1%
  • BB-
    11.8%
  • Others
    11.6%
  • B
    10.1%
  • BBB
    10%
  • Global Fixed Interest
    36.4%
  • American Emerging Fixed Interest
    15.2%
  • Mexican Fixed Interest
    13.6%
  • African Fixed Interest
    6.3%
  • Indonesian Fixed Interest
    6.2%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.55 %4.77 %6.02 %14.6 %11.15 %
Sector-0.22 %3.11 %4.95 %6.07 %4.33 %
Rank within sector64 / 25464 / 24598 / 24070 / 19867 / 122
Quartile th2 nd2 nd2 nd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund10.05 %11.01 %-2.82 %1.78 %-9.39 %
Sector8.33 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector86 / 24371 / 228107 / 20988 / 17094 / 128
Quartile th2 nd2 nd3 rd3 rd3 rd

Risk statistics

Alpha2.7
Beta0.89
Sharpe0.17
Volatility6.58
Tracking error2.12
Information ratio1.16
R-Squared0.91

Price movement

52 week high74.65
52 week low65.92
Current bid price0
Current offer price0
Current mid price74.65

Holdings by region

  • 36.4% Others
  • 13.6% Mexico
  • 7.9% Argentina
  • 7.3% Dominican Republic
  • 6.2% Indonesia
  • 5.9% Brazil
  • 5.7% Russia
  • 5.4% Turkey
  • 3.3% Egypt
  • 3.2% Peru

Holdings by sector

  • 12.1% BB+
  • 11.8% BB-
  • 11.6% Others
  • 10.1% B
  • 10% BBB
  • 9.9% B+
  • 8.5% B-
  • 8.5% BB
  • 8.3% BBB-
  • 5.6% BBB+

Holdings by asset type

  • 36.4% Global Fixed Interest
  • 15.2% American Emerging Fixed Interest
  • 13.6% Mexican Fixed Interest
  • 6.3% African Fixed Interest
  • 6.2% Indonesian Fixed Interest
  • 5.9% Brazilian Fixed Interest
  • 5.7% Russian Fixed Interest
  • 5.4% Middle East & African Fixed Interest
  • 3.2% Peruvian Fixed Interest
  • 2.1% Money Market

Individual holdings

  • 2.1% MEXICO(UNITED MEXICAN STATES) 7.75% BDS 23/11/34 MXN100
  • 2.1% TURKEY(REPUBLIC OF) 6% BDS 25/03/27 USD200000
  • 1.9% DOMINICAN REPUBLIC 7.5% BDS 06/05/21 USD1000`144A`
  • 1.9% GOV OF GHANA 10.75% 14/10/2030
  • 1.9% PETROBRAS GLOBAL FINANCE BV 6.25% NTS 17/03/24 USD1000
  • 1.9% STATE GRID OVERSEAS INVESTMENT 2016 LTD 3.50% 04/05/2027
  • 1.7% DOMINICAN REPUBLIC 5.95% BDS 25/01/27 USD100000
  • 1.6% RUSSIAN FEDERATION MINISTRY FINANCE 7.05% BDS 19/01/28 RUB1000
  • 1.3% BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 01/01/23 BRL1000
  • 1.3% GOV OF IVORY COAST 6.13% 15/06/2033