Fact sheet: Zurich JPM Gbl Ex-UK Bond Pn

Fund information
Fund name
Zurich JPM Gbl Ex-UK Bond Pn AP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund managers
  • Seamus Mac Gorainsince 29/03/2016
  • David Tansince 01/10/2008
Underlying fund
JPM Global Ex UK Bond
Fund objective
To provide income with the prospect of capital growth from investment anywhere in the world in non-Sterling denominated interest-bearing securities in any economic sector. The Fund may invest up to 100% in government and public securities.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
-0.2%
1 Year rank in sector
125/129
Sector
PN Global Fixed Interest
Yield
-
Fund size
£0m (£0m 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.
22
Top in this sector
Fund name1 Year
Baillie Gifford Emerg Mrkts Bd Pn25.5%
Scot Eq AegonIntcEgMtsLclCrDtPn23.1%
OMW M&G Glbl Government Bond16.7%
Scot Eq Ovrss Crp Bd Trkr Pn16.4%
LV= BlackRock OseaCorBdTrk Pn15.4%
...more in PN Global Fixed Interest

Performance snapshot

Holdings snapshot

  • Japan23.8%
    USA17.9%
    Italy7.9%
    Korea7.2%
    China6%
  • Government Bonds66%
    Investment Grade Corporate Bonds17%
    Government Agency Bonds13%
    Fixed Interest3.5%
    Money Market0.3%
  • Japanese Fixed Interest23.8%
    US Fixed Interest17.9%
    Italian Fixed Interest7.9%
    South Korean Fixed Interest7.2%
    GCC Fixed Interest6.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.2%-0.1%-3.1%-0.2%11.5%19.3%
Sector0.6%1.4%-0.7%8.6%19.5%21.4%
Rank within sector129 / 142135 / 141108 / 138125 / 12987 / 10960 / 90
Quartile4th4th4th4th4th3rd
Calendar performance
 YTD - 20172016201520142013
Fund-0.2%3.4%1.4%8.5%0.1%
Sector0.7%14.1%-0.3%6.1%-3.6%
Rank within sector119 / 141115 / 12736 / 11913 / 10720 / 101
Quartile4th4th2nd1st1st
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.
1.09
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.
0.43
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.
0.09
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%.
3.17
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.
3.85
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.
-0.62
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.
0.63
Price movement
52 week high181.8
52 week low173.1
Current bid price-
Current offer price-
Current mid price174.2
Region
1Japan23.81%
2USA17.85%
3Italy7.88%
4Korea7.18%
5China5.98%
6France5.18%
7Qatar4.19%
8Spain3.89%
9UK3.69%
Industry sector
1Government Bonds66%
2Investment Grade Corporate Bonds17%
3Government Agency Bonds13%
4Fixed Interest3.5%
5Money Market0.3%
6Mortgage & Secured Bonds0.2%
Asset type
1Japanese Fixed Interest23.81%
2US Fixed Interest17.85%
3Italian Fixed Interest7.88%
4South Korean Fixed Interest7.18%
5GCC Fixed Interest6.68%
6Chinese Fixed Interest5.98%
7French Fixed Interest5.18%
8Spanish Fixed Interest3.89%
9UK Fixed Interest3.69%
Individual holdings
1UNITED STATES OF AMER TREAS BILLS 0.125% BDS 15/07/26 USD1003.5%
2JAPAN(GOVERNMENT OF) 0.1% BDS 20/03/21 JPY10003.2%
3JAPAN(GOVERNMENT OF) 0.8% BDS 20/06/22 JPY100002.9%
4SAUDI GOVERNMENT INTERNATIONAL BOND 2.375% BDS 26/10/21 USD2000002.6%
5CORPORACION ANDINA DE FOMENTO 2.125% NTS 27/09/21 USD10002.3%
6ITALY(REPUBLIC OF) 1.5% BDS 06/01/25 EUR10001.8%
7QATAR(STATE OF) 6.55% BDS 09/04/19 USD1000`144A`1.8%
8JAPAN(GOVERNMENT OF) 1.6% BDS 20/06/30 JPY1000001.7%
9REPUBLIC OF KOREA 1.38% 12/09/191.7%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
To provide income with the prospect of capital growth from investment anywhere in the world in non-Sterling denominated interest-bearing securities in any economic sector. The Fund may invest up to 100% in government and public securities.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Seamus Mac Gorain29/03/2016
David Tan01/10/2008David 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
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich JPM Gbl Ex-UK Bond Pn AP
Initial charge-
Annual charge0.38%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.56%
Bid price-
Offer price-
Mid price174.2
CurrencyGBX
Price updated24/03/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeA757
Zurich JPM Gbl Ex-UK Bond Pn Inet
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price145.1
Offer price145.1
Mid price-
CurrencyGBX
Price updated24/03/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeZ175
Data provided by

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