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(s)
Linda Raggi
since 05/09/2013
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 Hedged to EUR
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

2.46 %

1 Year rank in sector

20/38

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
    36.24%
  • Japan
    15.09%
  • UK
    6.95%
  • Italy
    6.55%
  • Canada
    6.06%
  • Government Bonds
    34.7%
  • Investment Grade Corporate Bonds
    20.7%
  • Mortgage & Secured Bonds
    19.5%
  • Asset/Mortgage-Backed Securities
    8.9%
  • High Yield Bond
    4.6%
  • US Fixed Interest
    36.24%
  • Japanese Fixed Interest
    15.09%
  • UK Fixed Interest
    6.95%
  • Italian Fixed Interest
    6.55%
  • Canadian Fixed Interest
    6.06%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.15 %1.4 %2.46 %7.27 %13.94 %
Sector-0.33 %0.85 %2.7 %6.28 %11.62 %
Rank within sector1 / 398 / 3920 / 388 / 326 / 29
Quartile th1 st1 st3 rd1 st1 st

Calendar performance

YTD-20172016201520142013
Fund2.23 %3.55 %0 %7.46 %-0.25 %
Sector2.77 %3.82 %-0.74 %5.96 %-1.08 %
Rank within sector28 / 398 / 3413 / 325 / 316 / 31
Quartile th3 rd1 st2 nd1 st1 st

Risk statistics

Alpha0.84
Beta0.81
Sharpe-0
Volatility2.73
Tracking error1.74
Information ratio0.26
R-Squared0.63

Price movement

52 week high13.79
52 week low13.31
Current bid price0
Current offer price0
Current mid price13.73

Holdings by region

  • 36.24% USA
  • 15.09% Japan
  • 6.95% UK
  • 6.55% Italy
  • 6.06% Canada
  • 3.77% France
  • 3.38% Australia
  • 2.18% International
  • 1.99% Spain
  • 1.49% New Zealand

Holdings by sector

  • 34.7% Government Bonds
  • 20.7% Investment Grade Corporate Bonds
  • 19.5% Mortgage & Secured Bonds
  • 8.9% Asset/Mortgage-Backed Securities
  • 4.6% High Yield Bond
  • 4.5% Debt
  • 3.3% Fixed Interest
  • 3.1% Government Agency Bonds
  • 0.7% Money Market

Holdings by asset type

  • 36.24% US Fixed Interest
  • 15.09% Japanese Fixed Interest
  • 6.95% UK Fixed Interest
  • 6.55% Italian Fixed Interest
  • 6.06% Canadian Fixed Interest
  • 3.77% French Fixed Interest
  • 3.38% Australian Fixed Interest
  • 2.09% Global Fixed Interest
  • 1.99% Spanish Fixed Interest
  • 1.49% New Zealand Fixed Interest

Individual holdings

  • 1.8% HM TREASURY UNITED KINGDOM DMO 4.5% GILT 7/9/2034 GBP0.01
  • 1.8% JAPAN(GOVERNMENT OF) 0.1% BDS 15/08/18 JPY50000
  • 1.7% AUSTRALIAN GOVT LOANS(CMNWLTH OF) 5.75% LN STK 15/05/21 AUD100
  • 1.5% JAPAN(GOVERNMENT OF) 0.4% BDS 20/09/25 JPY100
  • 1.4% ITALY(REPUBLIC OF) 4% BDS 01/09/20 EUR1000
  • 1.4% JAPAN(GOVERNMENT OF) 0.4% NTS 20/03/25 JPY100
  • 1.3% GOVERNMENT OF PORTUGAL 4.13% 14/04/27
  • 1% CANADA(GOVT OF) 1.5% BDS 01/06/23 CAD1000
  • 1% JAPAN(GOVERNMENT OF) 2.2% BDS 20/09/39 JPY100000
  • 1% US TREASURY 0.13% 15/07/26