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 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
JPM GBI Global Traded Index Hedged EURO
Investment style
Passive/Tracking
Investment method
Fixed Interest,Physical – Sampled/Optimised

Quick stats

1 Year return

-3.43 %

1 Year rank in sector

21/31

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 635.4 m

FE Risk score

78

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    40.71%
  • Japan
    20.2%
  • France
    7.32%
  • Italy
    7.11%
  • UK
    6.06%
  • AAA
    51.65%
  • A
    20.2%
  • AA
    16.46%
  • BBB
    11.3%
  • Unknown
    0.39%
  • US Fixed Interest
    40.71%
  • Japanese Fixed Interest
    20.2%
  • French Fixed Interest
    7.32%
  • Italian Fixed Interest
    7.11%
  • UK Fixed Interest
    6.06%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.28 %0.94 %-3.67 %5.73 %10.98 %
Sector0.52 %1.6 %-3.55 %5.82 %18.91 %
Rank within sector30 / 3322 / 3221 / 3122 / 2821 / 23
Quartile th4 th3 rd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0.45 %1.96 %0.43 %7.86 %-0.94 %
Sector0.18 %2.22 %0.4 %11.39 %0.98 %
Rank within sector5 / 3123 / 2922 / 2925 / 2718 / 23
Quartile th1 st4 th4 th4 th4 th

Risk statistics

Alpha0.54
Beta0.71
Sharpe-0
Volatility3.55
Tracking error2.19
Information ratio-0.02
R-Squared0.75

Price movement

52 week high140.07
52 week low132.59
Current bid price0
Current offer price0
Current mid price135.02

Holdings by region

  • 40.71% USA
  • 20.2% Japan
  • 7.32% France
  • 7.11% Italy
  • 6.06% UK
  • 5.5% Germany
  • 4.19% Spain
  • 1.9% Belgium
  • 1.67% Netherlands
  • 1.62% Australia

Holdings by sector

  • 51.65% AAA
  • 20.2% A
  • 16.46% AA
  • 11.3% BBB
  • 0.39% Unknown

Holdings by asset type

  • 40.71% US Fixed Interest
  • 20.2% Japanese Fixed Interest
  • 7.32% French Fixed Interest
  • 7.11% Italian Fixed Interest
  • 6.06% UK Fixed Interest
  • 5.5% German Fixed Interest
  • 4.19% Spanish Fixed Interest
  • 1.9% Belgian Fixed Interest
  • 1.67% Dutch Fixed Interest
  • 1.62% Australian Fixed Interest

Individual holdings

-