Fact sheet: Amundi IdxJPMgnGblGBGvs

Fund information
Fund name
Amundi Index J.P. Morgan Global GBI Govies AHE Cap
Fund manager company
Amundi
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
The objective of this Sub-Fund is to track the performance of J.P. Morgan Government Bond Index Global (GBI Global), and to minimize the tracking error between the net asset value of the Sub-Fund and the performance of the Index. The Sub-Fund aims to achieve a level of tracking error of the Sub-Fund and its index that will not normally exceed 1%.
Benchmark
  • JPM GBI Global Traded Index Hedged EURO
Investment style
Passive/Tracking
Investment method
Fixed Interest, Physical – Sampled/Optimised
Quick stats
1 Year return
1%
1 Year rank in sector
16/23
Sector
FO Fixed Int - EUR Government
Yield
-
Fund size
£464m (£357m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
76
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Fund name1 Year
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Performance snapshot

Holdings snapshot

  • USA40.8%
    Japan22.3%
    France7%
    UK6.9%
    Italy6.6%
  • AAA51.6%
    A21.8%
    AA15.6%
    BBB10.4%
    Money Market0.6%
  • US Fixed Interest40.8%
    Japanese Fixed Interest22.3%
    French Fixed Interest7%
    UK Fixed Interest6.9%
    Italian Fixed Interest6.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.7%-2.6%-4.3%1%9.7%13.2%
Sector0.7%-3.1%-4%1.2%12.8%24.3%
Rank within sector18 / 2216 / 2218 / 2216 / 2316 / 2014 / 18
Quartile4th3rd4th3rd4th4th
Calendar performance
 YTD - 20172016201520142013
Fund-0.1%2%0.4%7.9%-0.9%
Sector-0.7%2.2%0.4%11.4%1%
Rank within sector4 / 2115 / 2113 / 2118 / 2013 / 19
Quartile1st3rd3rd4th3rd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
0.15
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.71
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
3.55
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
2.22
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-0.51
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.74
Price movement
52 week high141.11
52 week low132.97
Current bid price-
Current offer price-
Current mid price134.26
Region
1USA40.8%
2Japan22.29%
3France6.95%
4UK6.87%
5Italy6.57%
6Germany5.35%
7Spain3.86%
8Belgium1.84%
9Netherlands1.69%
Industry sector
1AAA51.56%
2A21.77%
3AA15.61%
4BBB10.43%
5Money Market0.63%
Asset type
1US Fixed Interest40.8%
2Japanese Fixed Interest22.29%
3French Fixed Interest6.95%
4UK Fixed Interest6.87%
5Italian Fixed Interest6.57%
6German Fixed Interest5.35%
7Spanish Fixed Interest3.86%
8Belgian Fixed Interest1.84%
9Dutch Fixed Interest1.69%
Individual holdings
No data available.
Management
Fund manager group
Amundi
Fund manager company
Amundi
Fund type
Offshore Fund
Fund objective
The objective of this Sub-Fund is to track the performance of J.P. Morgan Government Bond Index Global (GBI Global), and to minimize the tracking error between the net asset value of the Sub-Fund and the performance of the Index. The Sub-Fund aims to achieve a level of tracking error of the Sub-Fund and its index that will not normally exceed 1%.
Benchmark
  • JPM GBI Global Traded Index Hedged EURO
Investment style
Passive/Tracking
Investment method
Fixed Interest, Physical – Sampled/Optimised
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, Finland, France, United Kingdom, Greece, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
Amundi Index J.P. Morgan Global GBI Govies AHE Cap
Initial charge3.5%
Annual charge0.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price134.26
CurrencyEUR
Price updated11/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDHM2
Amundi Index J.P. Morgan Global GBI Govies AHE Dis
Initial charge3.5%
Annual charge0.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price103.03
CurrencyEUR
Price updated11/01/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFEA3
Amundi Index J.P. Morgan Global GBI Govies IHE Cap
Initial charge-
Annual charge0.1%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1358.58
CurrencyEUR
Price updated11/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDHM1
Amundi Index J.P. Morgan Global GBI Govies IHE Dis
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1024.15
CurrencyEUR
Price updated11/01/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code07KN
Amundi Index J.P. Morgan Global GBI Govies MHE Cap
Initial charge-
Annual charge0.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price128.29
CurrencyEUR
Price updated11/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEWO5
Amundi Index J.P. Morgan Global GBI Govies OE Cap
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1086.77
CurrencyEUR
Price updated11/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFIVZ
Amundi Index J.P. Morgan Global GBI Govies RE Hg Cap EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price113.46
CurrencyEUR
Price updated30/06/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFIZJ
Amundi Index J.P. Morgan Global GBI Govies RE Hg Dis EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price102.87
CurrencyEUR
Price updated11/01/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFIZK
Amundi Index J.P. Morgan Global GBI Govies RHG Hg Acc EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price136.68
CurrencyEUR
Price updated30/06/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFIZL
Amundi Index J.P. Morgan Global GBI Govies RHG Hg Acc GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price114.7
CurrencyGBP
Price updated30/06/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFIZM
Amundi Index J.P. Morgan Global GBI Govies RHG Hg Dis EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price132.01
CurrencyEUR
Price updated30/06/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFIZN
Amundi Index J.P. Morgan Global GBI Govies RHG Hg Dis GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price110.78
CurrencyGBP
Price updated30/06/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFIZO
Data provided by

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