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
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

-3.19 %

1 Year rank in sector

26/31

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 866.7 m

FE Risk score

88

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    33.28%
  • France
    23.94%
  • Spain
    17.03%
  • Germany
    5.45%
  • Belgium
    5.16%
  • Fixed Interest
    97.3%
  • Money Market
    2.7%
  • Italian Fixed Interest
    33.28%
  • French Fixed Interest
    23.94%
  • Spanish Fixed Interest
    17.03%
  • German Fixed Interest
    5.45%
  • Belgian Fixed Interest
    5.16%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.35 %1.93 %-3.19 %6.44 %22.01 %
Sector-0.17 %2.28 %-2.7 %5.48 %18.79 %
Rank within sector24 / 3317 / 3226 / 3114 / 2910 / 24
Quartile th3 rd3 rd4 th2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund-0.6 %2.78 %1.05 %12.87 %1.52 %
Sector0.14 %2.22 %0.4 %11.39 %0.98 %
Rank within sector19 / 3017 / 2913 / 2912 / 2815 / 24
Quartile th3 rd3 rd2 nd2 nd3 rd

Risk statistics

Alpha0.22
Beta1.05
Sharpe-0
Volatility4.56
Tracking error0.75
Information ratio0.41
R-Squared0.98

Price movement

52 week high15.371
52 week low14.454
Current bid price0
Current offer price0
Current mid price14.763

Holdings by region

  • 33.28% Italy
  • 23.94% France
  • 17.03% Spain
  • 5.45% Germany
  • 5.16% Belgium
  • 2.82% Poland
  • 2.7% Money Market
  • 2.24% Austria
  • 1.85% Ireland
  • 1.85% Slovenia

Holdings by sector

  • 97.3% Fixed Interest
  • 2.7% Money Market

Holdings by asset type

  • 33.28% Italian Fixed Interest
  • 23.94% French Fixed Interest
  • 17.03% Spanish Fixed Interest
  • 5.45% German Fixed Interest
  • 5.16% Belgian Fixed Interest
  • 2.82% Polish Fixed Interest
  • 2.7% Money Market
  • 2.24% Austrian Fixed Interest
  • 1.85% Irish Fixed Interest
  • 1.85% Slovenian Fixed Interest

Individual holdings

  • 7.1% GOVERNMENT OF ITALY 2.15% 12/11/17
  • 3.4% GOVERNMENT OF ITALY 2.15% 15/12/21
  • 3.2% GOVERNMENT OF FRANCE 0.30% 04/11/21
  • 3% GOVERNMENT OF FRANCE 1.25% 21/10/27
  • 2.7% SPAIN(KINGDOM OF) 0.5% BDS 31/10/17 EUR1000
  • 2.5% SACICAP 0.38% 31/07/20
  • 2.4% ITALY(REPUBLIC OF) 5% BDS 01/09/40 EUR6000000
  • 2.3% DEXIA 0.25% 19/03/20
  • 2.2% GOVERNMENT OF GERMANY 1.75% 15/02/24
  • 2.2% GOVERNMENT OF SPAIN 0.50% 15/12/17