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
Jon Jonsson
since 09/11/2009
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

Quick stats

1 Year return

-2.44 %

1 Year rank in sector

35/39

Sector

FO Fixed Int - EUR Investment Grade

Yield
-
Fund size

£ 86.3 m

FE Risk score

84

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    17.48%
  • Germany
    14.5%
  • Italy
    14.5%
  • USA
    9.23%
  • Spain
    8.14%
  • Government Bonds
    53.4%
  • Investment Grade Corporate Bonds
    23%
  • Mortgage & Secured Bonds
    9.1%
  • Fixed Interest
    7.1%
  • High Yield Bond
    3.7%
  • French Fixed Interest
    17.48%
  • German Fixed Interest
    14.5%
  • Italian Fixed Interest
    14.5%
  • US Fixed Interest
    9.23%
  • Spanish Fixed Interest
    8.14%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.15 %1.49 %-2.44 %4.61 %18.25 %
Sector-0.3 %1.74 %-0.53 %6.18 %21.66 %
Rank within sector21 / 4229 / 4135 / 3923 / 3620 / 30
Quartile th2 nd3 rd4 th3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.44 %3.09 %-0.38 %10.55 %1.86 %
Sector0.91 %3.82 %-0.24 %8.87 %3.43 %
Rank within sector37 / 4020 / 3825 / 3613 / 3516 / 30
Quartile th4 th3 rd3 rd2 nd3 rd

Risk statistics

Alpha-0.52
Beta1.03
Sharpe-0
Volatility3.67
Tracking error1.31
Information ratio-0.36
R-Squared0.87

Price movement

52 week high14.04
52 week low13.39
Current bid price0
Current offer price0
Current mid price13.61

Holdings by region

  • 17.48% France
  • 14.5% Germany
  • 14.5% Italy
  • 9.23% USA
  • 8.14% Spain
  • 7.05% International
  • 4.27% UK
  • 3.28% Belgium
  • 2.58% Canada
  • 2.48% Netherlands

Holdings by sector

  • 53.4% Government Bonds
  • 23% Investment Grade Corporate Bonds
  • 9.1% Mortgage & Secured Bonds
  • 7.1% Fixed Interest
  • 3.7% High Yield Bond
  • 2.9% Government Agency Bonds
  • 0.7% Money Market
  • 0.1% Asset/Mortgage-Backed Securities

Holdings by asset type

  • 17.48% French Fixed Interest
  • 14.5% German Fixed Interest
  • 14.5% Italian Fixed Interest
  • 9.23% US Fixed Interest
  • 8.14% Spanish Fixed Interest
  • 7.15% Global Fixed Interest
  • 4.27% UK Fixed Interest
  • 3.28% Belgian Fixed Interest
  • 2.58% Canadian Fixed Interest
  • 2.48% Dutch Fixed Interest

Individual holdings

  • 6.7% GERMANY(FEDERAL REPUBLIC OF) 0.5% BDS 15/02/26 EUR0.01
  • 5.7% ITALY(REPUBLIC OF) 4% BDS 01/09/20 EUR1000
  • 3.7% 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
  • 1.5% BELGIUM(KINGDOM OF) 1% BDS 22/06/26 EUR0.01
  • 1.4% GOVERNMENT OF FRANCE 1.00% 25/05/27