Fact sheet: JPM Agg Bd

Fund information

Fund name
JPM Aggregate Bond A NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Iain Stealey
since 01/09/2009
Fund objective
To achieve a return in excess of global bond markets by investing primarily in global investment grade debt securities, using financial derivative instruments where appropriate.
Benchmark
Bloomberg Barclays Global Aggregate Index (Total Return Gross) Hedged to AUD
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

0.07 %

1 Year rank in sector

22/38

Sector

FO Fixed Int - USD Investment Grade

Yield
-
Fund size

£ 3.5 b

FE Risk score

21

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    37.53%
  • Japan
    13.18%
  • Money Market
    7.8%
  • Canada
    7.1%
  • UK
    5.99%
  • Government Bonds
    40.8%
  • High Yield Bond
    19.4%
  • Mortgage & Secured Bonds
    13.4%
  • Money Market
    7.8%
  • Debt
    4.8%
  • US Fixed Interest
    37.53%
  • Japanese Fixed Interest
    13.18%
  • Money Market
    7.8%
  • Canadian Fixed Interest
    7.1%
  • UK Fixed Interest
    5.99%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.07 %2.01 %0.07 %8.23 %14.68 %
Sector-0.21 %1.9 %0.81 %6.73 %12.87 %
Rank within sector12 / 4027 / 4022 / 3813 / 346 / 29
Quartile th2 nd3 rd3 rd2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund1.79 %3.55 %0 %7.46 %-0.25 %
Sector2.67 %3.82 %-0.74 %5.96 %-1.08 %
Rank within sector30 / 4010 / 3614 / 346 / 327 / 32
Quartile th3 rd2 nd2 nd1 st1 st

Risk statistics

Alpha1
Beta0.76
Sharpe-0
Volatility2.73
Tracking error1.84
Information ratio0.29
R-Squared0.6

Price movement

52 week high13.79
52 week low13.31
Current bid price0
Current offer price0
Current mid price13.67

Holdings by region

  • 37.53% USA
  • 13.18% Japan
  • 7.8% Money Market
  • 7.1% Canada
  • 5.99% UK
  • 5.9% Italy
  • 3.6% Australia
  • 3.5% France
  • 2.4% Germany
  • 2.31% International

Holdings by sector

  • 40.8% Government Bonds
  • 19.4% High Yield Bond
  • 13.4% Mortgage & Secured Bonds
  • 7.8% Money Market
  • 4.8% Debt
  • 4.2% Asset/Mortgage-Backed Securities
  • 3.6% Investment Grade Corporate Bonds
  • 3.4% Government Agency Bonds
  • 2.6% Fixed Interest

Holdings by asset type

  • 37.53% US Fixed Interest
  • 13.18% Japanese Fixed Interest
  • 7.8% Money Market
  • 7.1% Canadian Fixed Interest
  • 5.99% UK Fixed Interest
  • 5.9% Italian Fixed Interest
  • 3.6% Australian Fixed Interest
  • 3.5% French Fixed Interest
  • 2.4% German Fixed Interest
  • 1.75% Spanish Fixed Interest

Individual holdings

  • 2.3% AUSTRALIAN GOVT LOANS(CMNWLTH OF) 5.75% LN STK 15/05/21 AUD100
  • 2.3% JAPAN(GOVERNMENT OF) 0.1% BDS 15/08/18 JPY50000
  • 1.8% ITALY(REPUBLIC OF) 4% BDS 01/09/20 EUR1000
  • 1.5% JAPAN(GOVERNMENT OF) 0.4% BDS 20/09/25 JPY100
  • 1.4% JAPAN(GOVERNMENT OF) 0.4% NTS 20/03/25 JPY100
  • 1.4% RECEIV:Zrcher Kantonalbank
  • 1.1% GOVERNMENT OF CANADA 1.50% 01/06/26
  • 1% CANADA(GOVT OF) 1.5% BDS 01/06/23 CAD1000
  • 1% HM TREASURY UNITED KINGDOM DMO 1.5% GILT 22/07/26 GBP0.01
  • 1% JAPAN(GOVERNMENT OF) 2.2% BDS 20/09/39 JPY100000