Fact sheet: JPM EU Government Bd

Fund information

Fund name
JPM EU Government Bond D Acc NAV
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
David Tan
since 17/04/2008
Fund objective
To achieve a return in line with the benchmark by investing primarily in a portfolio of EU-domiciled government debt securities.
Benchmark
J.P. Morgan EMU Government Bond Investment Grade Index 1-3 years
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

1.43 %

1 Year rank in sector

11/31

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 826.0 m

FE Risk score

89

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    31.52%
  • France
    24.21%
  • Spain
    19.46%
  • Germany
    7.41%
  • Belgium
    5.53%
  • Fixed Interest
    98.8%
  • Money Market
    1.2%
  • Italian Fixed Interest
    31.52%
  • French Fixed Interest
    24.21%
  • Spanish Fixed Interest
    19.46%
  • German Fixed Interest
    7.41%
  • Belgian Fixed Interest
    5.53%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.21 %1.96 %1.43 %6.63 %22.01 %
Sector0.85 %1.73 %1.18 %5.4 %18.39 %
Rank within sector14 / 338 / 3311 / 3114 / 2910 / 22
Quartile th2 nd1 st2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.8 %2.78 %1.05 %12.87 %1.52 %
Sector1.08 %2.22 %0.4 %11.39 %0.98 %
Rank within sector13 / 3119 / 2914 / 2913 / 2714 / 22
Quartile th2 nd3 rd2 nd2 nd3 rd

Risk statistics

Alpha0.33
Beta1.05
Sharpe-0
Volatility4.61
Tracking error0.77
Information ratio0.55
R-Squared0.97

Price movement

52 week high14.978
52 week low14.454
Current bid price0
Current offer price0
Current mid price14.971

Holdings by region

  • 31.52% Italy
  • 24.21% France
  • 19.46% Spain
  • 7.41% Germany
  • 5.53% Belgium
  • 2.67% Poland
  • 2.37% Austria
  • 1.88% Ireland
  • 1.58% Finland
  • 1.2% Money Market

Holdings by sector

  • 98.8% Fixed Interest
  • 1.2% Money Market

Holdings by asset type

  • 31.52% Italian Fixed Interest
  • 24.21% French Fixed Interest
  • 19.46% Spanish Fixed Interest
  • 7.41% German Fixed Interest
  • 5.53% Belgian Fixed Interest
  • 2.67% Polish Fixed Interest
  • 2.37% Austrian Fixed Interest
  • 1.88% Irish Fixed Interest
  • 1.58% Finnish Fixed Interest
  • 1.2% Money Market

Individual holdings

  • 6.8% GOVERNMENT OF ITALY 2.15% 12/11/17
  • 5.4% SPAIN(KINGDOM OF) 1.45% NTS 31/10/27 EUR1000
  • 4% GOVERNMENT OF ITALY 2.15% 15/12/21
  • 3.1% GOVERNMENT OF FRANCE 0.30% 04/11/21
  • 2.5% GERMANY(FEDERAL REPUBLIC OF) 1% BDS 15/08/24 EUR
  • 2.4% GOVERNMENT OF FRANCE 1.25% 21/10/27
  • 2.4% SACICAP 0.38% 31/07/20
  • 2.3% BELGIUM(KINGDOM OF) 1% BDS 22/06/26 EUR0.01
  • 2.2% DEXIA 0.25% 19/03/20
  • 2.2% ITALY(REPUBLIC OF) 5% BDS 01/09/40 EUR6000000