Fact sheet: JPM EM Aggreg Bd

Fund information
Fund name
JPM Emerging Markets Aggregate Bond I Hedged Acc GBP
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund managers
  • Pierre Yves Bareausince 28/05/2015
  • Emil Babayevsince 28/05/2015
  • Scott McKeesince 28/05/2015
Fund objective
To achieve a return in excess of the bond markets of emerging market countries by investing primarily in emerging market debt securities,using financial derivative instruments where appropriate.
Benchmark
No data available.
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
12%
1 Year rank in sector
101/200
Sector
FO Fixed Int - Emerging Markets
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.6%
Fund size
£190m (£154m last year)
Top in this sector
Fund name1 Year
UBS (L)BdSIC-Brazil$53.4%
Pictet Lat Am Lcl Cur Dt42.8%
SEI Emg Mkts Dt35.8%
Old Mutual Em Mt Dt35.6%
Schroder ISF EmgMktBd35.4%
...more in FO Fixed Int - Emerging Markets

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.6%4.4%7.8%12%--
Sector-0.4%4.7%7.6%11.2%2.4%13.2%
Rank within sector147 / 21395 / 21092 / 207101 / 200--
Quartile3rd2nd2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund12%----
Sector12.8%-7.3%-0.6%-7%14.7%
Rank within sector129 / 205----
Quartile3rd
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high72.64
52 week low62.81
Current bid price71.86
Current offer price71.86
Current mid price-
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
JP Morgan
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund objective
To achieve a return in excess of the bond markets of emerging market countries by investing primarily in emerging market debt securities,using financial derivative instruments where appropriate.
Benchmark
No data available.
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Pierre Yves Bareau28/05/2015Pierre-Yves Bareau, managing director, is the Head and CIO of the Emerging Market Debt team in the Global Fixed Income, Currency & Commodities (GFICC) group. In this role, Pierre-Yves is responsible for coordinating resources located in New York, London, Asia and Latin America. Prior to joining the firm in 2009, Pierre-Yves was at Fortis Investments for ten years, serving as the chief investment officer for Emerging Markets Fixed Income. At Fortis, Pierre-Yves oversaw teams based in London and Singapore, guided strategy decisions and managed a range of emerging markets mandates. Previously, he spent two years at FP Consult (France), an emerging markets bond and equity boutique, working as a portfolio manager. Pierre-Yves began his career in 1991 at BAREP Asset Management, a hedge fund boutique owned by Societe Generale, serving as an emerging markets portfolio manager. Pierre-Yves holds a graduate degree in finance and a master’s degree in management from the Groupe Ecole Supérieure de Commerce et de Management Tours-Poitiers (ESCEM) in France.
Emil Babayev28/05/2015
Scott McKee28/05/2015Scott McKee, managing director, is a member of the Global Fixed Income, Currency & Commodities (GFICC) group. Based in New York, Scott is the lead portfolio manager for emerging markets corporate debt and leads the NY-based Emerging Markets Debt team. Before rejoining the firm in 2011, Scott was chief executive and portfolio manager at Volterra Investment Management. Prior to founding Volterra, he was head of the emerging markets department, co-head of the high yield department and portfolio manager for both emerging markets and high yield accounts at Offitbank (Wachovia Corporation). His previous experience with J.P. Morgan includes his role as the global head, emerging markets corporate research at J.P. Morgan Securities from 1992-2000; and eight years as a credit analyst/financial advisor covering U.S. banks and securities dealers and Japanese financial institutions. Scott has won numerous research accolades, including eight Institutional Investor research awards. Scott holds a B.A. in economics from Harvard and an MBA from Stanford.
Compliance
Transparent for Austrian Tax, Transparent for German Tax, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Switzerland, Curacao, United Kingdom, Luxembourg, Offshore
JPM Emerging Markets Aggregate Bond I Hedged Acc GBP
Initial charge-
Annual charge0.5%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.6%
Total expense ratio (TER)0.66%
Bid price71.86
Offer price71.86
Mid price-
CurrencyGBP
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUMK
JPM Emerging Markets Aggregate Bond I Hedged Acc Nav GBP
Initial charge-
Annual charge0.5%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.6%
Total expense ratio (TER)0.66%
Bid price-
Offer price-
Mid price72.51
CurrencyGBP
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUML
JPM Emerging Markets Aggregate Bond X Hedged Acc EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)-
Bid price104.74
Offer price104.74
Mid price-
CurrencyEUR
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE9JG
JPM Emerging Markets Aggregate Bond X Hedged Acc GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.15%
Bid price71.58
Offer price71.58
Mid price-
CurrencyGBP
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFWJE
JPM Emerging Markets Aggregate Bond X Hedged Acc NAV EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price105.66
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE9JH
JPM Emerging Markets Aggregate Bond X Hedged Acc Nav GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price72.22
CurrencyGBP
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFWJF
Data provided by

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