1. Past performance (actual or simulated) is not a reliable indicator of future results. Periods greater than one year are annualised, dividends reinvested, index gross. The value of investments may fall as well as rise and investors may not get back the amount originally invested. Changes in exchanges rates may also affect the value of investments. 2. Performance statistics shown over rolling 3 years (or 1 year where 3 years of data is not yet available). 3. Duration, Yield and Spread statistics include positions with a verified duration, yield and spread figure. From September 2026, all defaulted positions (sovereign, quasi-sovereign and corporate) are included in these calculations with a duration, yield and spread of zero; prior to this date, only defaulted corporate debt positions were excluded. 4. Theme values are rebased to 100% based on the underlying fund instruments. 5. Currency and country exposures may be reduced through active FX hedging (if applicable). 6. Credit ratings are based on issuers with an available rating, where ratings from S&P, Moody's and Fitch are available, the middle rating is used. Where only two agency ratings are available, the lower of the two ratings is used. Percentages may not total 100% due to rounding. 7. Top 10 holdings exclude derivatives exposures, other than total return swaps and p-notes. 8. For investments in Ashmore managed funds allocation and holdings information is presented on a "look through basis", whereas attribution information is not shown on a look through basis. 9. Hedged benchmarks are used where applicable. 10. Attribution is reported gross and shown in USD terms unless otherwise stated. 11. A dash (-) represents a zero holding. Values shown as 0.0 and 0.00 represents a fractional holding. 12. Ongoing Charges Figure (OCF) as at 30.06.2026. 13. Country and attribution analysis may exclude cash unless otherwise stated. Cash and cash equivalent exposures (including T-bills) are reported on a net market exposure basis and may offset other exposure positions within the fund. Reported cash exposure should therefore not be interpreted as uninvested capital and may reflect liquidity management, collateral management, hedging or fund implementation activity. 14.Ashmore's Fund yield to maturity (YTM), duration and spread calculations treat defaulted securities as follows: Prior to September 2026, a yield was applied for defaulted sovereign and quasi-sovereign securities assuming full repayment at par, which could inflate the fund and index yield to maturity; defaulted corporate debt positions had their yield set to zero, and reported duration excluded all defaulted positions. From May 2026, yield was calculated using a duration-weighted average security yield methodology. From September 2026, all defaulted positions (sovereign, quasi-sovereign and corporate) are included in yield, duration and spread calculations at zero, for both the fund and the index, and continue to be included in fund and index returns (NAV). This differs from the index provider (JP Morgan), which excludes defaulted positions and rebases the remaining holdings. As a result, index yield, duration and spread may differ from those published by the index provider and the yield, duration and spread metrics may not be directly comparable with prior periods. Sources are Ashmore, data provider or administrator where appropriate.
