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

-3.86 %

1 Year rank in sector

26/31

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 805.5 m

FE Risk score

83

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    30.11%
  • France
    24.99%
  • Spain
    14.76%
  • Germany
    8.86%
  • Belgium
    5.41%
  • Fixed Interest
    99.8%
  • Money Market
    0.2%
  • Italian Fixed Interest
    30.11%
  • French Fixed Interest
    24.99%
  • Spanish Fixed Interest
    14.76%
  • German Fixed Interest
    8.86%
  • Belgian Fixed Interest
    5.41%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.46 %1.65 %-3.86 %6.77 %23.13 %
Sector0.65 %2.04 %-3.32 %5.96 %19.33 %
Rank within sector24 / 3314 / 3226 / 3115 / 288 / 23
Quartile th3 rd2 nd4 th3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund-0.43 %2.78 %1.05 %12.87 %1.52 %
Sector0.31 %2.22 %0.4 %11.39 %0.98 %
Rank within sector21 / 3117 / 2913 / 2912 / 2714 / 23
Quartile th3 rd3 rd2 nd2 nd3 rd

Risk statistics

Alpha0.32
Beta1.06
Sharpe-0
Volatility4.65
Tracking error0.78
Information ratio0.55
R-Squared0.97

Price movement

52 week high15.413
52 week low14.454
Current bid price0
Current offer price0
Current mid price14.788

Holdings by region

  • 30.11% Italy
  • 24.99% France
  • 14.76% Spain
  • 8.86% Germany
  • 5.41% Belgium
  • 2.95% Poland
  • 2.56% Austria
  • 1.97% Ireland
  • 1.67% Finland
  • 1.6% Money Market

Holdings by sector

  • 99.8% Fixed Interest
  • 0.2% Money Market

Holdings by asset type

  • 30.11% Italian Fixed Interest
  • 24.99% French Fixed Interest
  • 14.76% Spanish Fixed Interest
  • 8.86% German Fixed Interest
  • 5.41% Belgian Fixed Interest
  • 2.95% Polish Fixed Interest
  • 2.56% Austrian Fixed Interest
  • 1.97% Irish Fixed Interest
  • 1.67% Finnish Fixed Interest
  • 1.6% Money Market

Individual holdings

  • 7.5% GOVERNMENT OF ITALY 2.15% 12/11/17
  • 3.6% GOVERNMENT OF ITALY 2.15% 15/12/21
  • 3.4% GOVERNMENT OF FRANCE 0.30% 04/11/21
  • 3.2% GOVERNMENT OF FRANCE 1.25% 21/10/27
  • 3.2% GOVERNMENT OF GERMANY 0.13% 04/10/24
  • 2.6% SACICAP 0.38% 31/07/20
  • 2.5% GOVERNMENT OF BELGIUM 0.25% 19/03/20
  • 2.5% ITALY(REPUBLIC OF) 5% BDS 01/09/40 EUR6000000
  • 2.4% GOVERNMENT OF SPAIN 0.50% 15/12/17
  • 2.3% GOVERNMENT OF GERMANY 1.75% 15/02/24