Fact sheet: JPM Emg Mkt Bd

Fund information
Fund name
JPM Emerging Markets Bond D Acc NAV USD
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund managers
  • Pierre Yves Bareausince 31/08/2009
  • Emil Babayevsince 06/09/2015
Fund objective
The Sub-Fund aims to achieve a return inexcess of the bond markets of emerging countries by investingprimarily in emerging market debt securities.
Benchmark
  • J.P. Morgan Emerging Market Bond Index Global Diversified (Total Return Gross) Hedged to EUR
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
6.8%
1 Year rank in sector
127/216
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.
2.15%
Fund size
£551m (£395m 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.
41
Top in this sector
Fund name1 Year
UBS (L)BdSIC-Brazil$38.1%
Pictet Lat Am Lcl Cur Dt34.7%
Schroder ISF EmgMktBd31.6%
Rubrics Ind Fxd Inc UCITS31.5%
Pioneer SICV-Emg Mkt Bd29.3%
...more in FO Fixed Int - Emerging Markets

Performance snapshot

Holdings snapshot

  • Others8.7%
    Argentina6.3%
    Brazil5.5%
    Mexico5.3%
    Indonesia4.2%
  • BBB-63.4%
    BBB26%
    A5.4%
    Money Market4.8%
    AA0.4%
  • American Emerging Fixed Interest26.6%
    Global Fixed Interest8.7%
    European Emerging Fixed Interest6.8%
    Middle East & African Fixed Interest6.7%
    African Fixed Interest5.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-3.5%-5.4%0.4%6.8%12%20.1%
Sector-3.3%-3.7%1.6%7.8%1.1%6.9%
Rank within sector114 / 224152 / 223129 / 221127 / 21662 / 17044 / 102
Quartile3rd3rd3rd3rd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund7.7%-1.5%4.3%-6.9%16.6%
Sector9.4%-7.3%-0.6%-7%14.7%
Rank within sector142 / 21872 / 20250 / 17262 / 12950 / 103
Quartile3rd2nd2nd2nd2nd
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.
3.36
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.
0.78
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.
-0
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%.
6.15
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.
2.7
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.
1.26
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.
0.88
Price movement
52 week high137.18
52 week low117.57
Current bid price-
Current offer price-
Current mid price129.76
Region
1Others8.7%
2Argentina6.3%
3Brazil5.5%
4Mexico5.3%
5Indonesia4.2%
6Russia3.9%
7Turkey3.7%
8Peru3.6%
9Colombia3.2%
Industry sector
1BBB-63.4%
2BBB26%
3A5.4%
4Money Market4.8%
5AA0.4%
Asset type
1American Emerging Fixed Interest26.6%
2Global Fixed Interest8.7%
3European Emerging Fixed Interest6.8%
4Middle East & African Fixed Interest6.7%
5African Fixed Interest5.9%
6Brazilian Fixed Interest5.5%
7Mexican Fixed Interest5.3%
8Indonesian Fixed Interest4.2%
9Russian Fixed Interest3.9%
Individual holdings
1PERU(REPUBLIC OF) 5.625% BDS 18/11/50 USD10001.9%
2BRAZIL(FEDERATIVE REPUBLIC OF) 8.25% BDS 20/1/34 USD10001.7%
3DOMINICAN REPUBLIC 7.45% BDS 30/04/44 USD1000 144A1.2%
4ECUADOR(REPUBLIC OF) 7.95% BDS 20/06/24 USD200000 144A1.2%
5INDONESIA(REPUBLIC OF) 6.625% BDS 17/02/37 USD1000001.2%
6COLOMBIA(REPUBLIC OF) 7.375% BDS 18/09/37 USD10001.1%
7GOVERNMENT OF ARGENTINA 9.95 % 09/06/211.1%
8HUNGARY 5.375% NTS 25/03/24 USD20001.1%
9MEXICO 5.55PCT MATURING 21/01/20451.1%
Management
Fund manager group
JP Morgan
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund objective
The Sub-Fund aims to achieve a return inexcess of the bond markets of emerging countries by investingprimarily in emerging market debt securities.
Benchmark
  • J.P. Morgan Emerging Market Bond Index Global Diversified (Total Return Gross) Hedged to EUR
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Pierre Yves Bareau31/08/2009Pierre-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 Babayev06/09/2015Emil M. Babayev, executive director, is a member of the Global Fixed Income, Currency & Commodities (GFICC) group. Based in New York, Emil is lead portfolio manager for our hard currency debt strategies within the Emerging Markets Debt Team. An employee since 2000, Emil was previously responsible for the quantitative analysis, trading and the implementation of the EMD strategy. He holds dual B.A. degrees in economics and finance from the New York University Stern School of Business.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Bahrain, Switzerland, Chile, Curacao, Cyprus, Germany, Spain, Estonia, Finland, France, United Kingdom, Greece, Hungary, Ireland, Italy, Jersey, Republic Of Korea, Liechtenstein, Luxembourg, Netherlands, Norway, Offshore, Poland, Portugal, Sweden
JPM Emerging Markets Bond A Acc NAV USD
Initial charge3%
Annual charge1.15%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.45%
Total expense ratio (TER)1.45%
Bid price-
Offer price-
Mid price392.46
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJD14
JPM Emerging Markets Bond A Acc USD
Initial charge3%
Annual charge1.15%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.45%
Total expense ratio (TER)1.45%
Bid price390.5
Offer price404.23
Mid price-
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJJ81
JPM Emerging Markets Bond A Mth NAV USD
Initial charge3%
Annual charge1.15%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.45%
Total expense ratio (TER)1.45%
Bid price-
Offer price-
Mid price88.33
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG53S
JPM Emerging Markets Bond A Mth USD
Initial charge3%
Annual charge1.15%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.45%
Total expense ratio (TER)1.45%
Bid price87.89
Offer price90.98
Mid price-
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG53R
JPM Emerging Markets Bond C Acc NAV USD
Initial charge-
Annual charge0.5%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price545.31
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJD16
JPM Emerging Markets Bond C Acc USD
Initial charge-
Annual charge0.5%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price545.31
Offer price545.31
Mid price-
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJJ83
JPM Emerging Markets Bond C Hedged Acc EUR
Initial charge-
Annual charge0.5%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)-
Bid price95.19
Offer price95.19
Mid price-
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC0YO
JPM Emerging Markets Bond C Hedged Acc NAV EUR
Initial charge-
Annual charge0.5%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price95.19
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC0YP
JPM Emerging Markets Bond C Mth NAV USD
Initial charge-
Annual charge0.5%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price90.97
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeG53O
JPM Emerging Markets Bond C Mth USD
Initial charge-
Annual charge0.5%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price90.97
Offer price90.97
Mid price-
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeG53N
JPM Emerging Markets Bond D Acc NAV USD
Initial charge3%
Annual charge1.15%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.15%
Total expense ratio (TER)2.15%
Bid price-
Offer price-
Mid price129.76
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDRJ5
JPM Emerging Markets Bond D Acc USD
Initial charge3%
Annual charge1.15%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.15%
Total expense ratio (TER)2.15%
Bid price129.11
Offer price133.65
Mid price-
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDRJ4
JPM Emerging Markets Bond D Mth NAV USD
Initial charge3%
Annual charge1.15%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.15%
Total expense ratio (TER)2.15%
Bid price-
Offer price-
Mid price85.54
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG53Q
JPM Emerging Markets Bond D Mth USD
Initial charge3%
Annual charge1.15%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.15%
Total expense ratio (TER)2.15%
Bid price85.11
Offer price88.11
Mid price-
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG53P
JPM Emerging Markets Bond I Acc NAV USD
Initial charge-
Annual charge0.5%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.66%
Total expense ratio (TER)0.66%
Bid price-
Offer price-
Mid price148.62
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDRJ7
JPM Emerging Markets Bond I Acc USD
Initial charge-
Annual charge0.5%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.66%
Total expense ratio (TER)0.66%
Bid price148.62
Offer price148.62
Mid price-
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDRJ6
JPM Emerging Markets Bond I Hedged Acc JPY
Initial charge-
Annual charge0.5%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.66%
Total expense ratio (TER)0.66%
Bid price10495
Offer price10495
Mid price-
CurrencyJPY
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF8XU
JPM Emerging Markets Bond I Hedged Acc NAV JPY
Initial charge-
Annual charge0.5%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.66%
Total expense ratio (TER)0.66%
Bid price-
Offer price-
Mid price10495
CurrencyJPY
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF8XT
JPM Emerging Markets Bond X Acc NAV USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price480.55
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJD17
JPM Emerging Markets Bond X Acc USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price480.55
Offer price480.55
Mid price-
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJJ84
JPM Emerging Markets Bond X Hedged Acc EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price84.14
Offer price84.14
Mid price-
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF6NT
JPM Emerging Markets Bond X Hedged Acc GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price86.8
Offer price86.8
Mid price-
CurrencyGBP
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0GWP
JPM Emerging Markets Bond X Hedged Acc NAV EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price84.14
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF6NU
JPM Emerging Markets Bond X Hedged Acc NAV GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price86.8
CurrencyGBP
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0GWO
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.