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

-2.41 %

1 Year rank in sector

16/30

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
    33.17%
  • France
    23.47%
  • Spain
    16.39%
  • Germany
    7.37%
  • Belgium
    5.34%
  • Fixed Interest
    97.3%
  • Money Market
    2.7%
  • Italian Fixed Interest
    33.17%
  • French Fixed Interest
    23.47%
  • Spanish Fixed Interest
    16.39%
  • German Fixed Interest
    7.37%
  • Belgian Fixed Interest
    5.34%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.18 %0.95 %-2.41 %6.1 %21.11 %
Sector-0.07 %0.99 %-2.3 %5.02 %17.67 %
Rank within sector4 / 338 / 3116 / 3011 / 2811 / 23
Quartile th1 st2 nd3 rd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund-0.27 %2.78 %1.05 %12.87 %1.52 %
Sector0.18 %2.22 %0.4 %11.39 %0.98 %
Rank within sector13 / 3018 / 2914 / 2912 / 2815 / 24
Quartile th2 nd3 rd2 nd2 nd3 rd

Risk statistics

Alpha0.21
Beta1.05
Sharpe-0
Volatility4.58
Tracking error0.75
Information ratio0.38
R-Squared0.98

Price movement

52 week high15.209
52 week low14.454
Current bid price0
Current offer price0
Current mid price14.812

Holdings by region

  • 33.17% Italy
  • 23.47% France
  • 16.39% Spain
  • 7.37% Germany
  • 5.34% Belgium
  • 3% Money Market
  • 2.62% Poland
  • 2.23% Austria
  • 1.84% Ireland
  • 1.55% Finland

Holdings by sector

  • 97.3% Fixed Interest
  • 2.7% Money Market

Holdings by asset type

  • 33.17% Italian Fixed Interest
  • 23.47% French Fixed Interest
  • 16.39% Spanish Fixed Interest
  • 7.37% German Fixed Interest
  • 5.34% Belgian Fixed Interest
  • 3% Money Market
  • 2.62% Polish Fixed Interest
  • 2.23% Austrian Fixed Interest
  • 1.84% Irish Fixed Interest
  • 1.55% Finnish Fixed Interest

Individual holdings

  • 6.7% GOVERNMENT OF ITALY 2.15% 12/11/17
  • 4% GOVERNMENT OF ITALY 2.15% 15/12/21
  • 3% 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
  • 2.3% SACICAP 0.38% 31/07/20
  • 2.3% SPAIN(KINGDOM OF) 1.45% NTS 31/10/27 EUR1000
  • 2.2% BELGIUM(KINGDOM OF) 1% BDS 22/06/26 EUR0.01
  • 2.2% GOVERNMENT OF ITALY 0.00% 30/11/17
  • 2.2% ITALY(REPUBLIC OF) 5% BDS 01/09/40 EUR6000000