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)
Iain Stealey
since 01/09/2009
Linda Raggi
since 05/09/2013
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

3.22 %

1 Year rank in sector

16/38

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
    35.49%
  • Japan
    13.57%
  • UK
    5.69%
  • Italy
    5.22%
  • Canada
    5.12%
  • Government Bonds
    34.8%
  • Investment Grade Corporate Bonds
    19.7%
  • Mortgage & Secured Bonds
    17.2%
  • Asset/Mortgage-Backed Securities
    7.9%
  • Money Market
    5.1%
  • US Fixed Interest
    35.49%
  • Japanese Fixed Interest
    13.57%
  • UK Fixed Interest
    5.69%
  • Italian Fixed Interest
    5.22%
  • Canadian Fixed Interest
    5.12%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0 %1.32 %3.22 %7.07 %13.97 %
Sector-0.25 %0.54 %3.14 %6.24 %11.33 %
Rank within sector8 / 397 / 3916 / 389 / 326 / 29
Quartile th1 st1 st2 nd2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund2.68 %3.55 %0 %7.46 %-0.25 %
Sector2.92 %3.82 %-0.74 %5.96 %-1.08 %
Rank within sector27 / 398 / 3413 / 325 / 316 / 31
Quartile th3 rd1 st2 nd1 st1 st

Risk statistics

Alpha0.65
Beta0.8
Sharpe-0
Volatility2.67
Tracking error1.69
Information ratio0.16
R-Squared0.64

Price movement

52 week high13.8
52 week low13.31
Current bid price0
Current offer price0
Current mid price13.79

Holdings by region

  • 35.49% USA
  • 13.57% Japan
  • 5.69% UK
  • 5.22% Italy
  • 5.12% Canada
  • 5.1% Money Market
  • 4.93% Luxembourg
  • 3.13% Australia
  • 3.13% France
  • 2.28% Spain

Holdings by sector

  • 34.8% Government Bonds
  • 19.7% Investment Grade Corporate Bonds
  • 17.2% Mortgage & Secured Bonds
  • 7.9% Asset/Mortgage-Backed Securities
  • 5.1% Money Market
  • 4.8% Debt
  • 4.7% High Yield Bond
  • 3.2% Fixed Interest
  • 2.6% Government Agency Bonds

Holdings by asset type

  • 35.49% US Fixed Interest
  • 13.57% Japanese Fixed Interest
  • 5.69% UK Fixed Interest
  • 5.22% Italian Fixed Interest
  • 5.12% Canadian Fixed Interest
  • 5.1% Money Market
  • 4.93% Luxembourg Fixed Interest
  • 3.13% Australian Fixed Interest
  • 3.13% French Fixed Interest
  • 2.28% Global Fixed Interest

Individual holdings

  • 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
  • 1.7% HM TREASURY UNITED KINGDOM DMO 4.5% GILT 7/9/2034 GBP0.01
  • 1.5% JAPAN(GOVERNMENT OF) 0.4% BDS 20/09/25 JPY100
  • 1.4% ITALY(REPUBLIC OF) 4% BDS 01/09/20 EUR1000
  • 1.3% GOVERNMENT OF PORTUGAL 4.13% 14/04/27
  • 1.3% JAPAN(GOVERNMENT OF) 0.4% NTS 20/03/25 JPY100
  • 1.1% JAPAN(GOVERNMENT OF) 2.2% BDS 20/09/39 JPY100000
  • 1% CANADA(GOVT OF) 1.5% BDS 01/06/23 CAD1000
  • 1% UNITED STATES OF AMER TREAS BILLS 1.625% TB 15/10/20 USD100