C000116761 Performance — AST Western Asset Emerging Markets Debt Portfolio
Data updated: 2023-03-16
C000116761 returned −16.18% over one year to Dec 2022. The annualised 3-year return is −4.42%. The fund trailed its Emerging Markets Bond category average: $100 invested three years ago grew to $87, against $90 for the category, and to $84 over one year, against $88. Volatility over the past three years was 13.25% a year. In the 12 months to Dec 2022 the fund took in a net $139.9M, and assets reached $47.73M.
C000116761 Growth of $100
What $100 invested in AST Western Asset Emerging Markets Debt Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Bond category average over the same months.
| Period | C000116761 | Category average |
|---|---|---|
| 1 year (Jan 2022 – Dec 2022) | $84 | $88 |
| 3 years (Jan 2020 – Dec 2022) | $87 | $90 |
| Since data start (Jul 2019 – Dec 2022) | $90 | $92 |
C000116761 Trailing Returns
Total returns to Dec 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −16.18% |
| 3 years (annualised) | −4.42% |
C000116761 Annual Returns
Calendar-year total returns of AST Western Asset Emerging Markets Debt Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 | −16.18% |
| 2021 | −3.06% |
| 2020 | +7.45% |
| 2019 (Jul–Dec) | +3.04% |
C000116761 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −3.2% | −5.0% | −0.3% | −5.4% | +0.2% | −6.8% | +2.4% | −0.6% | −6.7% | +0.3% | +7.5% | +0.9% |
| 2021 | −1.5% | −2.4% | −1.6% | +1.8% | +1.0% | +0.9% | +0.5% | +1.0% | −2.0% | −0.3% | −1.7% | +1.3% |
| 2020 | +2.1% | −0.7% | −13.2% | +3.4% | +5.6% | +3.1% | +3.9% | +0.5% | −2.1% | −0.1% | +4.0% | +2.0% |
| 2019 | — | — | — | — | — | — | +0.8% | −0.2% | −0.2% | +0.3% | −0.1% | +2.4% |
C000116761 Risk
Risk measures from monthly returns over Jan 2020 – Dec 2022.
- 3-year volatility (annualised): 13.25%
- 3-year Sharpe ratio: -0.67 (vs 4.5% risk-free rate)
- Best month: +7.53% (Nov 2022)
- Worst month: −13.16% (Mar 2020)
C000116761 Fund Flows
Monthly money in and out of AST Western Asset Emerging Markets Debt Portfolio, from SEC Form N-PORT.
- 12-month net flow: $139.9M
- 12-month gross sales (incl. reinvestments): $11.2M
- Sales ÷ redemptions: -0.09×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2022 | $1.3M | −$154K | $1.5M |
| Nov 2022 | $1.4M | −$123K | $1.5M |
| Oct 2022 | $11K | −$1.1M | $1.1M |
| Sep 2022 | $38K | −$5.2M | $5.2M |
| Aug 2022 | $3.1M | −$212K | $3.3M |
| Jul 2022 | $94K | −$7.3M | $7.4M |
| Jun 2022 | $3.0M | −$221K | $3.2M |
| May 2022 | $26K | −$33.8M | $33.8M |
| Apr 2022 | $578K | −$5.2M | $5.7M |
| Mar 2022 | $706K | −$711K | $1.4M |
| Feb 2022 | $506K | −$73.1M | $73.6M |
| Jan 2022 | $364K | −$1.7M | $2.0M |
C000116761 Assets Under Management
Net assets of AST Western Asset Emerging Markets Debt Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-12-30 | $47.73M |
| 2022-09-30 | $42.64M |
| 2022-06-30 | $54.39M |
| 2022-03-31 | $99.68M |
| 2021-12-31 | $188.45M |
| 2021-09-30 | $192.07M |
| 2021-06-30 | $147.26M |
| 2021-03-31 | $209.23M |
| 2020-12-31 | $221.05M |
| 2020-09-30 | $154.46M |
| 2020-06-30 | $84.93M |
| 2020-03-31 | $53.72M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.