Fact sheet: JPM Gbl Govt SDurBd

Fund information
Fund name
JPM Global Government Short Duration Bond D Acc NAV EUR
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund managers
  • David Tansince 20/02/2009
Fund objective
To achieve a return in line with the Benchmark by investing primarily in global government short-term debt securities.
Benchmark
  • J.P. Morgan Government Bond Index 1-3 Year
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
-0.4%
1 Year rank in sector
27/30
Sector
FO Fixed Int - EUR Short/ Medium Maturity
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.
0.55%
Fund size
£84m (£117m 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.
5
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Petercam L Bds EUR HiYldShtTm4%
Dimensional € I L ItrDrFxI3%
Pictet EUR Sht Trm Hgh Yld2.7%
ECM Short Dur Credit2.2%
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Performance snapshot

Holdings snapshot

  • Japan35%
    Italy20.9%
    Poland8.3%
    France8%
    USA6.1%
  • Government Bonds92.7%
    Government Agency Bonds7.4%
    Money Market-0.1%
  • Japanese Fixed Interest35%
    Italian Fixed Interest20.9%
    Polish Fixed Interest8.3%
    French Fixed Interest8%
    US Fixed Interest6.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.5%-0.7%-0.7%-0.4%0.7%2.2%
Sector-0.3%-0.7%-0.1%0.6%4.4%12%
Rank within sector25 / 3023 / 3027 / 3027 / 3024 / 2823 / 23
Quartile4th4th4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-0.3%0.1%0.9%0.2%1.1%
Sector0.8%0.2%3.4%1%5.3%
Rank within sector26 / 3014 / 2925 / 2819 / 2423 / 23
Quartile4th2nd4th4th4th
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.
-0.12
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.
0.27
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%.
0.58
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.
0.91
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.
-1.24
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.
0.23
Price movement
52 week high10.66
52 week low10.55
Current bid price-
Current offer price-
Current mid price10.55
Region
1Japan34.95%
2Italy20.92%
3Poland8.31%
4France8.01%
5USA6.11%
6Spain4.8%
7Korea4.5%
8UK2.9%
9Canada2.1%
Industry sector
1Government Bonds92.7%
2Government Agency Bonds7.4%
3Money Market-0.1%
Asset type
1Japanese Fixed Interest34.95%
2Italian Fixed Interest20.92%
3Polish Fixed Interest8.31%
4French Fixed Interest8.01%
5US Fixed Interest6.11%
6Spanish Fixed Interest4.8%
7South Korean Fixed Interest4.5%
8UK Fixed Interest2.9%
9Canadian Fixed Interest2.1%
Individual holdings
1GOVERNMENT OF JAPAN 0.10% 15/05/188%
2POLAND(REPUBLIC OF) 6.375% BDS 15/07/19 USD10008%
3GOVERNMENT OF ITALY 0.70% 01/05/206.9%
4JAPAN(GOVERNMENT OF) 0.2% BDS 20/09/17 JPY1000006.7%
5JAPAN(GOVERNMENT OF) 0.2% NTS 20/12/18 JPY500005%
6GOVERNMENT OF BELGIUM 0.20%  31/07/184.6%
7ITALY(REPUBLIC OF) 2.15% NTS 12/11/17 EUR10003.8%
8KOREA(REPUBLIC OF) 7.125% BDS 16/04/19 USD1000003.7%
9ITALY (REPUBLIC OF) 0.25 15/05/20183.6%
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 line with the Benchmark by investing primarily in global government short-term debt securities.
Benchmark
  • J.P. Morgan Government Bond Index 1-3 Year
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
David Tan20/02/2009David Tan, managing director, is the head of the Global Rates team in the Global Fixed Income, Currency & Commodities (GFICC) group. In this role, he also serves as the lead portfolio manager in the International Fixed Income Group, managing government bond portfolios for institutional clients, in particular Central Banks and Sovereign Wealth Funds, as well as our range of Government Bond Funds. An employee since 1997, he previously worked in the Singapore office. David has also worked for six years at the UK Treasury as an economic adviser in the Debt and Reserves Management Division. Before this, David worked in the fixed income markets with Morgan Guaranty Trust in Singapore. David obtained an M.A. in economics from the University of Cambridge and an M.Sc. in economics from the London School of Economics.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Bahrain, Switzerland, Curacao, Cyprus, Germany, Spain, Finland, France, United Kingdom, Greece, Ireland, Italy, Jersey, Luxembourg, Netherlands, Norway, Offshore, Portugal, Sweden
JPM Global Government Short Duration Bond A Acc EUR
Initial charge3%
Annual charge0.35%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.5%
Total expense ratio (TER)0.5%
Bid price10.59
Offer price10.96
Mid price-
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeENS9
JPM Global Government Short Duration Bond A Acc NAV EUR
Initial charge3%
Annual charge0.35%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.5%
Total expense ratio (TER)0.5%
Bid price-
Offer price-
Mid price10.64
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeENT0
JPM Global Government Short Duration Bond A Hedged Acc CHF
Initial charge3%
Annual charge0.35%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.5%
Total expense ratio (TER)0.5%
Bid price119.75
Offer price123.96
Mid price-
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFKUS
JPM Global Government Short Duration Bond A Hedged Acc NAV CHF
Initial charge3%
Annual charge0.35%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.5%
Total expense ratio (TER)0.5%
Bid price-
Offer price-
Mid price120.35
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFKUV
JPM Global Government Short Duration Bond A Hedged Acc NAV USD
Initial charge3%
Annual charge0.35%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.5%
Total expense ratio (TER)0.5%
Bid price-
Offer price-
Mid price13.66
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeENT2
JPM Global Government Short Duration Bond A Hedged Acc USD
Initial charge3%
Annual charge0.35%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.5%
Total expense ratio (TER)0.5%
Bid price13.59
Offer price14.07
Mid price-
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeENT1
JPM Global Government Short Duration Bond C Acc EUR
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.35%
Total expense ratio (TER)0.35%
Bid price104.84
Offer price104.84
Mid price-
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN1J9
JPM Global Government Short Duration Bond C Acc NAV EUR
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.35%
Total expense ratio (TER)0.35%
Bid price-
Offer price-
Mid price104.84
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN1K0
JPM Global Government Short Duration Bond C Hedged Acc CHF
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.35%
Total expense ratio (TER)0.35%
Bid price120.6
Offer price120.6
Mid price-
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFKUT
JPM Global Government Short Duration Bond C Hedged Acc NAV CHF
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.35%
Total expense ratio (TER)0.35%
Bid price-
Offer price-
Mid price120.6
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFKUW
JPM Global Government Short Duration Bond C Hedged Acc NAV USD
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.35%
Total expense ratio (TER)0.35%
Bid price-
Offer price-
Mid price13.84
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeENT4
JPM Global Government Short Duration Bond C Hedged Acc USD
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.35%
Total expense ratio (TER)0.35%
Bid price13.84
Offer price13.84
Mid price-
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeENT3
JPM Global Government Short Duration Bond C Hedged Dis GBP
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.35%
Total expense ratio (TER)0.35%
Bid price8.76
Offer price8.76
Mid price-
CurrencyGBP
Price updated05/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeGXQ7
JPM Global Government Short Duration Bond C Hedged Dis NAV GBP
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.35%
Total expense ratio (TER)0.35%
Bid price-
Offer price-
Mid price8.76
CurrencyGBP
Price updated05/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeGXQ8
JPM Global Government Short Duration Bond D Acc EUR
Initial charge3%
Annual charge0.35%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.55%
Total expense ratio (TER)0.55%
Bid price10.5
Offer price10.87
Mid price-
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeENT5
JPM Global Government Short Duration Bond D Acc NAV EUR
Initial charge3%
Annual charge0.35%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.55%
Total expense ratio (TER)0.55%
Bid price-
Offer price-
Mid price10.55
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeENT6
JPM Global Government Short Duration Bond D Hedged Acc NAV USD
Initial charge3%
Annual charge0.35%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.55%
Total expense ratio (TER)0.55%
Bid price-
Offer price-
Mid price134.25
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFAOV
JPM Global Government Short Duration Bond D Hedged Acc USD
Initial charge3%
Annual charge0.35%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.55%
Total expense ratio (TER)0.55%
Bid price133.58
Offer price138.28
Mid price-
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFAOW
JPM Global Government Short Duration Bond I Acc EUR
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.31%
Total expense ratio (TER)0.31%
Bid price101.72
Offer price101.72
Mid price-
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBMCK
JPM Global Government Short Duration Bond I Acc NAV EUR
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.31%
Total expense ratio (TER)0.31%
Bid price-
Offer price-
Mid price101.72
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBMCL
JPM Global Government Short Duration Bond I Hedged Acc NAV USD
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.31%
Total expense ratio (TER)0.31%
Bid price-
Offer price-
Mid price139.56
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFD7V
JPM Global Government Short Duration Bond I Hedged Acc USD
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.31%
Total expense ratio (TER)0.31%
Bid price139.56
Offer price139.56
Mid price-
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFD7U
JPM Global Government Short Duration Bond I Hedged Dis GBP
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.31%
Total expense ratio (TER)0.31%
Bid price83.71
Offer price83.71
Mid price-
CurrencyGBP
Price updated05/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFD9B
JPM Global Government Short Duration Bond I Hedged Dis NAV GBP
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.31%
Total expense ratio (TER)0.31%
Bid price-
Offer price-
Mid price83.71
CurrencyGBP
Price updated05/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFD9A
JPM Global Government Short Duration Bond X 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)0.09%
Bid price101.88
Offer price101.88
Mid price-
CurrencyEUR
Price updated04/12/2012
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeLDH4
JPM Global Government Short Duration Bond X 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)0.1%
Bid price-
Offer price-
Mid price101.88
CurrencyEUR
Price updated04/12/2012
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeLDH5
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.