Fact sheet: JPM US Sht Dur Bd

Fund information
Fund name
JPM US Short Duration Bond D Acc NAV USD
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund managers
  • Gregg Hrivnaksince 01/01/2012
  • Richard Figulysince 31/03/2012
Fund objective
To achieve a return in excess of US short duration bond markets by investing primarily in US investment grade debt securities, including asset-backed and mortgage-backed securities.
Benchmark
  • Barclays US Government / Credit (1-3 Y)
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
0.1%
1 Year rank in sector
16/18
Sector
FO Fixed Int - USD 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.
1.1%
Fund size
£1,335m (£750m 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.
73
Top in this sector
Fund name1 Year
AXA WF EM Shrt Dur Bds5.4%
Threadneedle (L)GblEmMtSTBd4.7%
Natixis LSShtTmEmgMktsBd4.2%
Muzinich Sht Drtn HiYd3.4%
Wells Fargo WW US STHgYdBd3.1%
...more in FO Fixed Int - USD Short/ Medium Maturity

Performance snapshot

Holdings snapshot

  • USA99.2%
    Money Market0.8%
  • Futures50.6%
    Investment Grade Corporate Bonds25.8%
    Asset/Mortgage-Backed Securities14.7%
    Mortgage & Secured Bonds4.6%
    Government Agency Bonds3.3%
  • Futures50.6%
    Global Investment Grade Fixed Interest25.8%
    Global Corporate Fixed Interest19.3%
    Global Government Fixed Interest3.3%
    Cash & Cash Equivalents0.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.6%-0.6%-0.3%0.1%0.2%0.8%
Sector-0.6%-0.5%0.7%2.3%2.9%7.3%
Rank within sector12 / 2014 / 2015 / 1816 / 1815 / 1513 / 13
Quartile3rd3rd4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund0.5%-0.1%0%-0.4%0.7%
Sector2.8%-0.1%0.4%0.9%3%
Rank within sector16 / 1811 / 1711 / 1612 / 1513 / 13
Quartile4th3rd3rd4th4th
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.
-0.43
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.
0.5
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%.
0.8
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.
0.8
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.
-1.15
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.
0.53
Price movement
52 week high103.75
52 week low102.21
Current bid price-
Current offer price-
Current mid price102.77
Region
1USA99.2%
2Money Market0.8%
Industry sector
1Futures50.6%
2Investment Grade Corporate Bonds25.8%
3Asset/Mortgage-Backed Securities14.7%
4Mortgage & Secured Bonds4.6%
5Government Agency Bonds3.3%
6Cash & Cash Equivalents0.8%
7Fixed Interest0.2%
Asset type
1Futures50.6%
2Global Investment Grade Fixed Interest25.8%
3Global Corporate Fixed Interest19.3%
4Global Government Fixed Interest3.3%
5Cash & Cash Equivalents0.8%
6Global Fixed Interest0.2%
Individual holdings
1UNITED STATES OF AMER TREAS NOTES 1% NTS 15/09/18 USD10003.1%
2UNITED STATES OF AMER TREAS NOTES 0.875% BDS 31/03/18 USD10002.7%
3US TREASURY (UNITED STATES) 1.500 31/01/192.6%
4UNITED STATES OF AMER TREAS NOTES 0.75% BDS 31/01/18 USD1002.3%
5UNITED STATES OF AMER TREAS NOTES 1% NTS 31/05/18 USD10002.3%
6UNITED STATES OF AMER TREAS NOTES 1.25% NTS 31/10/18 USD10001.9%
7UNITED STATES OF AMER TREAS NOTES 1.25% TB 30/11/18 USD1001.9%
8US TREASURY (UNITED STATES) 0.630 31/08/171.9%
9US TREASURY (UNITED STATES) 2.380 31/07/171.8%
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 US short duration bond markets by investing primarily in US investment grade debt securities, including asset-backed and mortgage-backed securities.
Benchmark
  • Barclays US Government / Credit (1-3 Y)
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Gregg Hrivnak01/01/2012Gregg Hrivnak, CFA, is a portfolio manager and trader for the Taxable Bond Team. An employee since 1989, Gregg was previously a fixed income research analyst for the Taxable Bond Team responsible for asset-backed securities. Prior to joining the firm, Gregg was an accountant for The Limited, Inc. and also held accounting positions at The Ohio Company and Nationwide Insurance. he completed B.S., Business, Franklin University.His has an Industry Experience of 26 Years ,Firm Experience of 23 Years and Fund Experience of 7 Years.
Richard Figuly31/03/2012Richard Figuly joined the firm in 1994. He is a fixed income portfolio manager and trader for the Columbus Taxable Bond Team. Rick previously served as a fixed income trader trading all taxable fixed income securities while specializing in structured products. Prior to joining the firm, Rick was a fiduciary tax account at the Bank One Ohio Trust Company. Education B.S., Finance, Ohio State University
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Reporting Fund Status, UCITS IV Compliant, MAS Unrestricted Scheme
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Curacao, Cyprus, Germany, Denmark, Spain, Finland, France, United Kingdom, Greece, Ireland, Italy, Jersey, Luxembourg, Netherlands, Norway, Offshore, Portugal, Singapore, Sweden
JPM US 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 price104.621
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMDI2
JPM US 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 price104.098
Offer price107.76
Mid price-
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMDI1
JPM US 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 price72.655
Offer price75.211
Mid price-
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN6D9
JPM US 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 price73.02
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN6E0
JPM US 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 price104.122
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0DSZ
JPM US 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 price104.122
Offer price104.122
Mid price-
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0DSY
JPM US Short Duration Bond C Dis NAV USD
Initial charge-
Annual charge0.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.839
CurrencyUSD
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC20N
JPM US Short Duration Bond C Dis USD
Initial charge-
Annual charge0.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price99.839
Offer price99.839
Mid price-
CurrencyUSD
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC20M
JPM US 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)-
Bid price98.95
Offer price98.95
Mid price-
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC00I
JPM US 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)-
Bid price-
Offer price-
Mid price98.95
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC00J
JPM US 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 price63.55
Offer price63.55
Mid price-
CurrencyGBP
Price updated04/07/2013
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeF5MD
JPM US 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 price63.55
CurrencyGBP
Price updated04/07/2013
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeF5MC
JPM US Short Duration Bond D Acc NAV USD
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 price102.766
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMDI4
JPM US Short Duration Bond D Acc USD
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 price102.252
Offer price105.849
Mid price-
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMDI3
JPM US 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 price71.41
Offer price73.922
Mid price-
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN6E1
JPM US 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 price71.769
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN6E2
JPM US 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 price106.621
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMMF7
JPM US 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 price106.621
Offer price106.621
Mid price-
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMMF6
JPM US 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 price74.425
Offer price74.425
Mid price-
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFDAS
JPM US 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 price74.425
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFDAR
JPM US 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 price105.852
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0NFZ
JPM US 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 price105.852
Offer price105.852
Mid price-
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0NFY
JPM US 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 price77.708
Offer price77.708
Mid price-
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF7JS
JPM US 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 price77.708
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF7JR
Data provided by

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