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

1.08 %

1 Year rank in sector

11/32

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 887.8 m

FE Risk score

88

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    29.73%
  • France
    23.8%
  • Spain
    16.92%
  • Germany
    5.93%
  • Belgium
    5.35%
  • Fixed Interest
    95.6%
  • Money Market
    4.4%
  • Italian Fixed Interest
    29.73%
  • French Fixed Interest
    23.8%
  • Spanish Fixed Interest
    16.92%
  • German Fixed Interest
    5.93%
  • Belgian Fixed Interest
    5.35%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.74 %1.04 %1.08 %2.37 %19.15 %
Sector-0.79 %0.51 %0.75 %1.36 %15.72 %
Rank within sector17 / 347 / 3411 / 3214 / 2911 / 24
Quartile th2 nd1 st2 nd2 nd2 nd

Calendar performance

YTD-20182017201620152014
Fund0.03 %-0.15 %2.78 %1.05 %12.87 %
Sector-0.19 %0.12 %2.22 %0.4 %11.39 %
Rank within sector8 / 3419 / 3119 / 2914 / 2913 / 27
Quartile th1 st3 rd3 rd2 nd2 nd

Risk statistics

Alpha0.27
Beta1.05
Sharpe-0
Volatility4.56
Tracking error0.85
Information ratio0.36
R-Squared0.97

Price movement

52 week high15.056
52 week low14.454
Current bid price0
Current offer price0
Current mid price14.834

Holdings by region

  • 29.73% Italy
  • 23.8% France
  • 16.92% Spain
  • 5.93% Germany
  • 5.35% Belgium
  • 4.4% Money Market
  • 3.35% Ireland
  • 2.68% Poland
  • 2.29% Austria
  • 1.53% Finland

Holdings by sector

  • 95.6% Fixed Interest
  • 4.4% Money Market

Holdings by asset type

  • 29.73% Italian Fixed Interest
  • 23.8% French Fixed Interest
  • 16.92% Spanish Fixed Interest
  • 5.93% German Fixed Interest
  • 5.35% Belgian Fixed Interest
  • 4.4% Money Market
  • 3.35% Irish Fixed Interest
  • 2.68% Polish Fixed Interest
  • 2.29% Austrian Fixed Interest
  • 2.01% European Fixed Interest

Individual holdings

  • 4.6% GOVERNMENT OF ITALY 0.25% 15/05/18
  • 3.7% GOVERNMENT OF ITALY 0.00% 31/01/18
  • 3.7% GOVERNMENT OF ITALY 2.15% 15/12/21
  • 3.1% GOVERNMENT OF FRANCE 0.30% 04/11/21
  • 2.9% GERMANY(FEDERAL REPUBLIC OF) 1% BDS 15/08/24 EUR
  • 2.6% FRANCE(GOVT OF) 2.75% BDS 25/10/27 EUR1000
  • 2.4% SACICAP 0.38% 31/07/20
  • 2.4% SPAIN(KINGDOM OF) 1.45% NTS 31/10/27 EUR1000
  • 2.3% DEXIA 0.25% 19/03/20
  • 2.2% GOVERNMENT OF SPAIN 0.50% 15/12/17