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

-2.51 %

1 Year rank in sector

33/38

Sector

FO Fixed Int - EUR Investment Grade

Yield
-
Fund size

£ 88.5 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    16.58%
  • Germany
    15.77%
  • Italy
    14.76%
  • USA
    8.9%
  • Spain
    8.59%
  • Government Bonds
    57.6%
  • Investment Grade Corporate Bonds
    21.1%
  • Mortgage & Secured Bonds
    8.7%
  • Fixed Interest
    6.9%
  • High Yield Bond
    4%
  • French Fixed Interest
    16.58%
  • German Fixed Interest
    15.77%
  • Italian Fixed Interest
    14.76%
  • US Fixed Interest
    8.9%
  • Spanish Fixed Interest
    8.59%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.73 %0.44 %-2.51 %6.01 %20.59 %
Sector-0.36 %1.36 %-0.4 %7.32 %25.07 %
Rank within sector31 / 4232 / 4033 / 3823 / 3617 / 30
Quartile th3 rd4 th4 th3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.59 %3.09 %-0.38 %10.55 %1.86 %
Sector0.72 %3.82 %-0.24 %8.87 %3.43 %
Rank within sector37 / 4021 / 3824 / 3612 / 3517 / 31
Quartile th4 th3 rd3 rd2 nd3 rd

Risk statistics

Alpha-0.41
Beta1.04
Sharpe-0
Volatility3.78
Tracking error1.3
Information ratio-0.26
R-Squared0.88

Price movement

52 week high14.08
52 week low13.39
Current bid price0
Current offer price0
Current mid price13.59

Holdings by region

  • 16.58% France
  • 15.77% Germany
  • 14.76% Italy
  • 8.9% USA
  • 8.59% Spain
  • 6.98% International
  • 4.04% UK
  • 3.64% Luxembourg
  • 3.34% Belgium
  • 3.03% Netherlands

Holdings by sector

  • 57.6% Government Bonds
  • 21.1% Investment Grade Corporate Bonds
  • 8.7% Mortgage & Secured Bonds
  • 6.9% Fixed Interest
  • 4% High Yield Bond
  • 2.7% Government Agency Bonds
  • 0.1% Asset/Mortgage-Backed Securities
  • -1.1% Money Market

Holdings by asset type

  • 16.58% French Fixed Interest
  • 15.77% German Fixed Interest
  • 14.76% Italian Fixed Interest
  • 8.9% US Fixed Interest
  • 8.59% Spanish Fixed Interest
  • 5.96% Global Fixed Interest
  • 4.04% UK Fixed Interest
  • 3.64% Luxembourg Fixed Interest
  • 3.34% Belgian Fixed Interest
  • 3.03% Dutch Fixed Interest

Individual holdings

  • 7.9% GERMANY(FEDERAL REPUBLIC OF) 0.5% BDS 15/02/26 EUR0.01
  • 6% ITALY(REPUBLIC OF) 4% BDS 01/09/20 EUR1000
  • 3.6% GERMANY(FEDERAL REPUBLIC OF) 6.25% BDS 4/1/2030 EUR0.01 SER`00`
  • 2.4% FRANCE(GOVT OF) 2.25% NTS 25/10/22 EUR1
  • 2.3% ITALY(REPUBLIC OF) 2% BDS 01/12/25 EUR1000
  • 2.2% FRANCE(GOVT OF) 3% BDS 25/04/22 EUR1
  • 1.9% SPAIN(KINGDOM OF) 1.15% BDS 30/07/20 EUR1000
  • 1.6% BELGIUM(KINGDOM OF) 1% BDS 22/06/26 EUR0.01
  • 1.6% EUROPEAN UNION 2.75% BDS 21/09/21 EUR1000
  • 1.3% EUROPEAN INVESTMENT BANK 2.125% BDS 15/01/24 EUR1000