Fact sheet: JPM Gbl ShtDur Bd

Fund information
Fund name
JPM Global Short Duration Bond A Acc NAV USD
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund managers
  • Linda Raggisince 04/09/2013
  • Iain Stealeysince 21/07/2009
Fund objective
To achieve a return in excess of global short duration bond markets by investing primarily in global investment grade short-term debt securities, using financial derivative instruments where appropriate.
Benchmark
  • Barclays Global Aggregate 1-3 Years
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
1.3%
1 Year rank in sector
42/43
Sector
FO Fixed Int - USD Investment Grade
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.
0.8%
Fund size
£2,181m (£1,428m 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
Top in this sector
Fund name1 Year
JPM EmMtInvGrBd12.3%
Blackrock Gbl Infltn Lkd Bd $12%
Nikko AM Asia Credit10%
Fidelity Asian Bd9.4%
Pimco GIS GblInvGrCr9.3%
...more in FO Fixed Int - USD Investment Grade

Performance snapshot

Holdings snapshot

  • USA50.3%
    Japan11.4%
    Canada6.2%
    UK5%
    Australia4.8%
  • Government Bonds45.3%
    Investment Grade Corporate Bonds27.6%
    Asset/Mortgage-Backed Securities12.4%
    Mortgage & Secured Bonds6.5%
    Cash & Cash Equivalents2.8%
  • US Fixed Interest50.3%
    Japanese Fixed Interest11.4%
    Canadian Fixed Interest6.2%
    UK Fixed Interest5%
    Australian Fixed Interest4.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.2%0.2%0.7%1.3%2.6%6.7%
Sector-0.1%1.1%3.9%6.1%13%24.2%
Rank within sector14 / 4642 / 4643 / 4442 / 4340 / 4135 / 36
Quartile2nd4th4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund1.2%0.2%0.7%0.7%3.2%
Sector6.4%-0.7%6%-1.1%10.1%
Rank within sector43 / 4314 / 4240 / 414 / 4031 / 36
Quartile4th2nd4th1st4th
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.
0.53
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.
0.08
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%.
0.45
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.
2.55
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.
-1.42
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.
0.22
Price movement
52 week high11
52 week low10.86
Current bid price-
Current offer price-
Current mid price11
Region
1USA50.34%
2Japan11.42%
3Canada6.2%
4UK5.03%
5Australia4.84%
6Others4.74%
7Germany4.65%
8France3.58%
9Money Market3.2%
Industry sector
1Government Bonds45.3%
2Investment Grade Corporate Bonds27.6%
3Asset/Mortgage-Backed Securities12.4%
4Mortgage & Secured Bonds6.5%
5Cash & Cash Equivalents2.8%
6Government Agency Bonds2.5%
7Debt1.6%
8Fixed Interest1.3%
Asset type
1US Fixed Interest50.34%
2Japanese Fixed Interest11.42%
3Canadian Fixed Interest6.2%
4UK Fixed Interest5.03%
5Australian Fixed Interest4.84%
6Global Fixed Interest4.74%
7German Fixed Interest4.65%
8French Fixed Interest3.58%
9Money Market3.2%
Individual holdings
1UNITED STATES OF AMER TREAS NOTES 0.875% BDS 31/03/18 USD10005.5%
2AUSTRALIA(COMMONWEALTH OF) 1.75% BDS 21/11/20 AUD10003.9%
3GOVERNMENT OF JAPAN 0.10% 20/03/203.5%
4US TREASURY 0.75%  28/02/183.5%
5JAPAN(GOVERNMENT OF) 0.1% BDS 20/09/19 JPY500003%
6JAPAN(GOVERNMENT OF) 0.1% BDS 15/08/18 JPY500002.9%
7US TREASURY 0.75% 30/04/182.7%
8GERMANY(FEDERAL REPUBLIC OF) 0% BDS 09/04/21 EUR0.01 1732%
9JAPAN(GOVERNMENT OF) 0.2% NTS 20/06/19 JPY500001.9%
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 global short duration bond markets by investing primarily in global investment grade short-term debt securities, using financial derivative instruments where appropriate.
Benchmark
  • Barclays Global Aggregate 1-3 Years
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Linda Raggi04/09/2013Linda Raggi, vice president, is a member of the Global Fixed Income, Currency & Commodities (GFICC) group. Based in London, she is a portfolio manager in the International Fixed Income multi sector team focusing on high grade multi-currency portfolios for segregated clients and pooled funds, as well as strategies for private high net worth investors. An employee since 2008, Linda previously worked as a client portfolio manager in the International Fixed Income CPM team. She obtained a B.Sc. in international economics and management from Bocconi University and an M.Sc. in banking and international finance from the Cass Business School in London. Linda holds a Series 3 license, the Investment Management Certificate from the UK Society of Investment Professionals and is a CFA charterholder.
Iain Stealey21/07/2009Iain Stealey, managing director, is the head of Global Aggregate Strategies within the Global Fixed Income, Currency & Commodities (GFICC) group. Based in London, he is a portfolio manager focusing on multi-sector bond strategies for both segregated clients and pooled funds. Within the Global Aggregate team, Iain was previously responsible for the portfolio management of enhanced cash and short duration portfolios. An employee since 2002, he obtained a B.Sc. in Management Science from Loughborough University. Iain is a CFA charterholder and holds the Investment Management Certificate from the UK Society of Investment Professionals.
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, Switzerland, Chile, Curacao, Cyprus, Germany, Denmark, Spain, Estonia, Finland, France, United Kingdom, Greece, Ireland, Italy, Jersey, Luxembourg, Netherlands, Norway, Offshore, Portugal, Sweden, Taiwan - Province Of China
JPM Global Short Duration Bond A Acc NAV USD
Initial charge3%
Annual charge0.6%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price11
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFVZ3
JPM Global Short Duration Bond A Acc USD
Initial charge3%
Annual charge0.6%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price10.95
Offer price11.33
Mid price-
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFVZ2
JPM Global Short Duration Bond A Hedged Acc EUR
Initial charge3%
Annual charge0.6%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price7.58
Offer price7.85
Mid price-
CurrencyEUR
Price updated29/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFVZ4
JPM Global Short Duration Bond A Hedged Acc NAV EUR
Initial charge3%
Annual charge0.6%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price7.62
CurrencyEUR
Price updated29/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFVZ5
JPM Global Short Duration Bond C Acc NAV USD
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.45%
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price11.06
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIZS0
JPM Global Short Duration Bond C Acc USD
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.45%
Total expense ratio (TER)0.45%
Bid price11.06
Offer price11.06
Mid price-
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIZR9
JPM Global Short Duration Bond C Dis NAV USD
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.45%
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price99.37
CurrencyUSD
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeF92Q
JPM Global Short Duration Bond C Dis USD
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.45%
Total expense ratio (TER)0.45%
Bid price99.37
Offer price99.37
Mid price-
CurrencyUSD
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeF92R
JPM Global Short Duration Bond C Hedged Acc EUR
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.45%
Total expense ratio (TER)0.45%
Bid price74.99
Offer price74.99
Mid price-
CurrencyEUR
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNIQ5
JPM Global Short Duration Bond C Hedged Acc NAV EUR
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.45%
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price74.99
CurrencyEUR
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNIQ6
JPM Global Short Duration Bond C Hedged Dis EUR
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.45%
Total expense ratio (TER)0.45%
Bid price72.69
Offer price72.69
Mid price-
CurrencyEUR
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeF92P
JPM Global Short Duration Bond C Hedged Dis GBP
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.45%
Total expense ratio (TER)0.45%
Bid price6.02
Offer price6.02
Mid price-
CurrencyGBP
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeGXQ9
JPM Global Short Duration Bond C Hedged Dis NAV EUR
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.45%
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price72.69
CurrencyEUR
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeF92O
JPM Global Short Duration Bond C Hedged Dis NAV GBP
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.45%
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price6.02
CurrencyGBP
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeGXR0
JPM Global Short Duration Bond D Hedged Acc EUR
Initial charge3%
Annual charge0.6%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.1%
Total expense ratio (TER)1.1%
Bid price78.81
Offer price81.59
Mid price-
CurrencyEUR
Price updated29/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMGM9
JPM Global Short Duration Bond D Hedged Acc NAV EUR
Initial charge3%
Annual charge0.6%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.1%
Total expense ratio (TER)1.1%
Bid price-
Offer price-
Mid price79.21
CurrencyEUR
Price updated29/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMGN0
JPM Global Short Duration Bond I Acc NAV USD
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)0.41%
Bid price-
Offer price-
Mid price103.81
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBMCP
JPM Global Short Duration Bond I Acc USD
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)0.41%
Bid price103.81
Offer price103.81
Mid price-
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBMCO
JPM Global Short Duration Bond I Dis NAV USD
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)0.41%
Bid price-
Offer price-
Mid price99.49
CurrencyUSD
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFD9Z
JPM Global Short Duration Bond I Dis USD
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)0.41%
Bid price99.49
Offer price99.49
Mid price-
CurrencyUSD
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFD9Y
JPM Global Short Duration Bond I Hedged Acc EUR
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)0.41%
Bid price75.55
Offer price75.55
Mid price-
CurrencyEUR
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFDAD
JPM Global Short Duration Bond I Hedged Acc NAV EUR
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)0.41%
Bid price-
Offer price-
Mid price75.55
CurrencyEUR
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFDAC
JPM Global Short Duration Bond I Hedged Dis EUR
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)0.41%
Bid price71.6
Offer price71.6
Mid price-
CurrencyEUR
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFDAF
JPM Global Short Duration Bond I Hedged Dis GBP
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)0.41%
Bid price62.27
Offer price62.27
Mid price-
CurrencyGBP
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFDAB
JPM Global Short Duration Bond I Hedged Dis NAV EUR
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)0.41%
Bid price-
Offer price-
Mid price71.6
CurrencyEUR
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFDAE
JPM Global Short Duration Bond I Hedged Dis NAV GBP
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)0.41%
Bid price-
Offer price-
Mid price62.27
CurrencyGBP
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFDAA
JPM Global Short Duration Bond X Acc NAV USD
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 price111.63
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeLAU6
JPM Global Short Duration Bond X Acc USD
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 price111.63
Offer price111.63
Mid price-
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeLAU5
JPM Global Short Duration 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)0.1%
Bid price76.22
Offer price76.22
Mid price-
CurrencyEUR
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code06T3
JPM Global Short Duration 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)0.1%
Bid price60.76
Offer price60.76
Mid price-
CurrencyGBP
Price updated29/10/2014
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFI6F
JPM Global Short Duration 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)0.1%
Bid price-
Offer price-
Mid price76.22
CurrencyEUR
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code06T2
JPM Global Short Duration 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)0.1%
Bid price-
Offer price-
Mid price60.76
CurrencyGBP
Price updated29/10/2014
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFI6G
JPM Global Short Duration Bond X Hedged Dis 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)0.1%
Bid price61.36
Offer price61.36
Mid price-
CurrencyGBP
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeACHG
JPM Global Short Duration Bond X Hedged Dis 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)0.1%
Bid price-
Offer price-
Mid price61.36
CurrencyGBP
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeACHH
Data provided by

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