EBND - VanEck Emerging Income Opportunities Active ETF (Managed Fund) | Australian Fixed Income | Portfolio Analytics

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VanEck Emerging Income Opportunities Active ETF (Managed Fund) EBND

Fund description: EBND aims to provide investors with a globally diversified portfolio of bonds and currencies in emerging markets. The fund aims to provide total investment returns, measured over the medium to long term in excess of the Benchmark.

Benchmark: 50% J.P. Morgan Emerging Market Bond Index Global Diversified Hedged AUD and 50% J.P. Morgan Government Bond-Emerging Market Index Global Diversified.

Country of domicile: Australia

 as at 22-Jan-21

  • Exchange

    ASX
  • ASX code

    EBND
  • NAV

    $11.35
  • Units outstanding

    3,583,424
  • Net assets

    $40.7M
  • Number of holdings

    85
  • Inception date1

    11-Feb-20
  • ASX commencement

    13-Feb-20

1The date the fund was seeded prior to quotation on ASX.

Fundamentals as of 19-Jan-21

  • Average maturity (years)

    7.13
  • Modified duration (years)

    5.97

3-year risk measures

  • Beta vs. Benchmark

    --
  • Correlation vs. Benchmark

    --
  • Volatility (standard deviation)

    --
  • Sharpe ratio

    --

Source: VanEck, FactSet.

Beta is a measure of sensitivity to market movements. Correlation measures the extent of linear association between the Fund performance and the market benchmark index performance. Volatility is the annualised standard deviation of the Fund's monthly returns. Sharpe ratio measures risk-adjusted return, and represents the Fund's return less the risk free rate divided by the standard deviation.

Country weightings (%) as at 31-Dec-20

  • Country

    Weightings (%)
  • China

    9.9
  • Mexico

    9.3
  • Indonesia

    7.5
  • South Africa

    5.8
  • Brazil

    4.7
  • Peru

    4.4
  • Russia

    4.0
  • Romania

    3.9
  • Philippines

    3.4
  • Turkey

    2.9
  • Ukraine

    2.7
  • Thailand

    2.7
  • United States

    2.5
  • Suriname

    2.3
  • Colombia

    2.2
  • Czech

    2.0
  • Malaysia

    2.0
  • Jordan

    1.9
  • Chile

    1.8
  • Egypt

    1.8
  • Laos

    1.8
  • Nigeria

    1.7
  • Poland

    1.7
  • Uae

    1.6
  • Dominican Repb.

    1.4
  • Uruguay

    1.3
  • Hungary

    1.2
  • Sri Lanka

    1.0
  • Burkina Faso

    0.9
  • Vietnam

    0.9
  • Panama

    0.8
  • Georgia

    0.7
  • Ghana

    0.7
  • South Korea

    0.7
  • Mongolia

    0.4
  • Maldives

    0.3
  • Other/Cash

    5.1
  • Total

    99.9

Portfolio composition (%)
as at 21-Jan-21

  • Asset classes

    % of Fund net assets
  • Stocks

    2.52
  • Bonds

    96.13
  • Other

    0.00
  • Cash

    1.34
  • Total

    99.99

Sector weightings (%) as at 31-Dec-20

  • Sector

    Weightings (%)
  • Government Activity

    73.2
  • Oil & Gas

    5.1
  • Electric Utilities & IPPs

    4.1
  • Real Estate Operations

    3.2
  • Metals & Mining

    1.6
  • Food & Tobacco

    1.5
  • Banking Services

    1.3
  • Specialty Retailers

    0.8
  • Construction Materials

    0.8
  • Other/Cash

    8.2
  • Total

    99.8

Maturity (%) as at 31-Dec-20

Average Portfolio Maturity: 7.74 Years

Currency exposure (%)
as of 31-Dec-20

  • U.S. Dollar

    38.70
  • Indonesian Rupiah

    7.50
  • Brazilian Real

    4.65
  • Chinese Renminbi

    4.50
  • Peruvian New Sol

    4.43
  • Mexican Peso

    4.11
  • Russian Ruble

    3.99
  • Romanian Leu

    3.93
  • Philippines Peso

    3.41
  • South African Rand

    3.40
  • Thailand Baht

    2.65
  • Colombian Peso

    2.16
  • Czech Koruna

    2.02
  • Malaysian Ringgit

    1.99
  • Chilean Peso

    1.84
  • Polish Zloty

    1.72
  • Dominican Rep. Peso

    1.40
  • Uruguay Peso

    1.28
  • Hungarian Forint

    1.23
  • Other/Cash

    5.07