Fact sheet: JPM EU Agg Bd

Fund information

Fund name
JPM Euro Aggregate Bond A NAV EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Iain Stealey
since 09/11/2009
Linda Raggi
since 04/09/2013
Fund objective
To achieve a return in excess of EUR-denominated bond markets by investing primarily in investment grade EUR-denominated debt securities, using financial derivative instruments where appropriate.
Benchmark
Bloomberg Barclays Euro Aggregate
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-1.44 %

1 Year rank in sector

32/36

Sector

FO Fixed Int - EUR Investment Grade

Yield
-
Fund size

£ 85.6 m

FE Risk score

84

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    16.91%
  • Germany
    14.75%
  • Italy
    14.55%
  • USA
    9.44%
  • Spain
    7.18%
  • Government Bonds
    53.9%
  • Investment Grade Corporate Bonds
    21%
  • Mortgage & Secured Bonds
    9.1%
  • Fixed Interest
    7.2%
  • High Yield Bond
    4.1%
  • French Fixed Interest
    16.91%
  • German Fixed Interest
    14.75%
  • Italian Fixed Interest
    14.55%
  • US Fixed Interest
    9.44%
  • Global Fixed Interest
    7.18%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.51 %0.74 %-1.51 %4.99 %17.84 %
Sector0.6 %1.4 %0.21 %7.02 %21.06 %
Rank within sector26 / 3825 / 3732 / 3622 / 3218 / 27
Quartile th3 rd3 rd4 th3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0 %3.09 %-0.38 %10.55 %1.86 %
Sector1.44 %3.82 %-0.24 %8.87 %3.43 %
Rank within sector33 / 3619 / 3424 / 3213 / 3116 / 27
Quartile th4 th3 rd3 rd2 nd3 rd

Risk statistics

Alpha-0.67
Beta1.04
Sharpe-0
Volatility3.68
Tracking error1.27
Information ratio-0.47
R-Squared0.88

Price movement

52 week high13.92
52 week low13.39
Current bid price0
Current offer price0
Current mid price13.67

Holdings by region

  • 16.91% France
  • 14.75% Germany
  • 14.55% Italy
  • 9.44% USA
  • 7.18% Spain
  • 7.08% International
  • 3.64% UK
  • 3.15% Belgium
  • 2.56% Canada
  • 2.56% Netherlands

Holdings by sector

  • 53.9% Government Bonds
  • 21% Investment Grade Corporate Bonds
  • 9.1% Mortgage & Secured Bonds
  • 7.2% Fixed Interest
  • 4.1% High Yield Bond
  • 2.9% Government Agency Bonds
  • 1.7% Money Market
  • 0.1% Asset/Mortgage-Backed Securities

Holdings by asset type

  • 16.91% French Fixed Interest
  • 14.75% German Fixed Interest
  • 14.55% Italian Fixed Interest
  • 9.44% US Fixed Interest
  • 7.18% Global Fixed Interest
  • 7.18% Spanish Fixed Interest
  • 3.64% UK Fixed Interest
  • 3.15% Belgian Fixed Interest
  • 2.56% Canadian Fixed Interest
  • 2.56% Dutch Fixed Interest

Individual holdings

  • 6.8% GERMANY(FEDERAL REPUBLIC OF) 0.5% BDS 15/02/26 EUR0.01
  • 5.7% ITALY(REPUBLIC OF) 4% BDS 01/09/20 EUR1000
  • 4.4% GERMANY(FEDERAL REPUBLIC OF) 6.25% BDS 4/1/2030 EUR0.01 SER`00`
  • 2.5% FRANCE(GOVT OF) 2.25% NTS 25/10/22 EUR1
  • 2.4% ITALY(REPUBLIC OF) 2% BDS 01/12/25 EUR1000
  • 2.3% FRANCE(GOVT OF) 3% BDS 25/04/22 EUR1
  • 1.6% EUROPEAN UNION 2.75% BDS 21/09/21 EUR1000
  • 1.6% SPAIN(KINGDOM OF) 1.15% BDS 30/07/20 EUR1000
  • 1.4% BELGIUM(KINGDOM OF) 1% BDS 22/06/26 EUR0.01
  • 1.4% GOVERNMENT OF FRANCE 1.00% 25/05/27