Fact sheet: Amundi IdxJPMgnGblGBGvs

Fund information

Fund name
Amundi Index J.P. Morgan Global GBI Govies AHE Cap
Fund company manager
Amundi Asset Management
Fund type
SIB
Fund manager(s)
Fund objective
The objective of this Sub-Fund is to track the performance of J.P. Morgan Government Bond Index Global (GBI Global), and to minimize the tracking error between the net asset value of the Sub-Fund and the performance of the Index. The Sub-Fund aims to achieve a level of tracking error of the Sub-Fund and its index that will not normally exceed 1%.
Benchmark
J.P. Morgan Government Bond Global (GBI Global)
Investment style
Passive/Tracking
Investment method
Fixed Interest,Physical – Sampled/Optimised

Quick stats

1 Year return

-2.85 %

1 Year rank in sector

27/30

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 657.2 m

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    39.62%
  • Japan
    20.2%
  • Italy
    7.3%
  • France
    7.1%
  • UK
    6.96%
  • AAA
    51.17%
  • A
    20.36%
  • AA
    16.61%
  • BBB
    11.58%
  • Others
    0.28%
  • US Fixed Interest
    39.62%
  • Japanese Fixed Interest
    20.2%
  • Italian Fixed Interest
    7.3%
  • French Fixed Interest
    7.1%
  • UK Fixed Interest
    6.96%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.54 %-0.46 %-2.85 %4.14 %9.66 %
Sector-0.07 %0.99 %-2.3 %5.02 %17.67 %
Rank within sector32 / 3326 / 3127 / 3023 / 2822 / 23
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-0.16 %1.96 %0.43 %7.86 %-0.94 %
Sector0.18 %2.22 %0.4 %11.39 %0.98 %
Rank within sector9 / 3023 / 2922 / 2926 / 2819 / 24
Quartile th2 nd4 th4 th4 th4 th

Risk statistics

Alpha0.44
Beta0.71
Sharpe-0
Volatility3.56
Tracking error2.2
Information ratio-0.01
R-Squared0.74

Price movement

52 week high138.11
52 week low132.59
Current bid price0
Current offer price0
Current mid price134.2

Holdings by region

  • 39.62% USA
  • 20.2% Japan
  • 7.3% Italy
  • 7.1% France
  • 6.96% UK
  • 5.63% Germany
  • 4.28% Spain
  • 1.94% Belgium
  • 1.7% Netherlands
  • 1.66% Australia

Holdings by sector

  • 51.17% AAA
  • 20.36% A
  • 16.61% AA
  • 11.58% BBB
  • 0.28% Others

Holdings by asset type

  • 39.62% US Fixed Interest
  • 20.2% Japanese Fixed Interest
  • 7.3% Italian Fixed Interest
  • 7.1% French Fixed Interest
  • 6.96% UK Fixed Interest
  • 5.63% German Fixed Interest
  • 4.28% Spanish Fixed Interest
  • 1.94% Belgian Fixed Interest
  • 1.7% Dutch Fixed Interest
  • 1.66% Australian Fixed Interest

Individual holdings

-