Fact sheet: JPM Eur Gov ShtDurBd

Fund information

Fund name
JPM Euro Government Short Duration Bond A Acc NAV
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
David Tan
since 20/02/2009
Fund objective
To achieve a return in line with the Benchmark by investing primarily in EUR-denominated short-term government debt securities issued by countries for which their domestic currency is the EUR.
Benchmark
J.P. Morgan EMU Government Bond Investment Grade Index 1-3 years
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-

1 Year rank in sector

31/38

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 193.7 m

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    38.21%
  • France
    30.45%
  • Spain
    18.41%
  • Belgium
    4.18%
  • Austria
    3.88%
  • Government Bonds
    90.2%
  • Government Agency Bonds
    9.3%
  • Money Market
    0.5%
  • Italian Fixed Interest
    38.21%
  • French Fixed Interest
    30.45%
  • Spanish Fixed Interest
    18.41%
  • Belgian Fixed Interest
    4.18%
  • Austrian Fixed Interest
    3.88%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.09 %0 %0 %0.54 %3.59 %
Sector0.09 %0.15 %0.55 %1.86 %6.28 %
Rank within sector12 / 3923 / 3931 / 3826 / 3618 / 29
Quartile th2 nd3 rd4 th3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.09 %-0.09 %0.45 %1.72 %1.47 %
Sector0.27 %1.15 %0.21 %3.37 %0.95 %
Rank within sector30 / 3833 / 3712 / 3618 / 3015 / 29
Quartile th4 th4 th2 nd3 rd3 rd

Risk statistics

Alpha-0.17
Beta0.45
Sharpe-0
Volatility0.56
Tracking error0.64
Information ratio-0.76
R-Squared0.61

Price movement

52 week high11.25
52 week low11.2
Current bid price0
Current offer price0
Current mid price11.24

Holdings by region

  • 38.21% Italy
  • 30.45% France
  • 18.41% Spain
  • 4.18% Belgium
  • 3.88% Austria
  • 2.89% Ireland
  • 1% Finland
  • 0.5% Money Market
  • 0.5% EU

Holdings by sector

  • 90.2% Government Bonds
  • 9.3% Government Agency Bonds
  • 0.5% Money Market

Holdings by asset type

  • 38.21% Italian Fixed Interest
  • 30.45% French Fixed Interest
  • 18.41% Spanish Fixed Interest
  • 4.18% Belgian Fixed Interest
  • 3.88% Austrian Fixed Interest
  • 2.89% Irish Fixed Interest
  • 1% Finnish Fixed Interest
  • 0.5% Money Market
  • 0.5% European Fixed Interest

Individual holdings

  • 9.5% FRANCE(GOVT OF) 1% BDS 25/05/19 EUR1
  • 8.9% GOVERNMENT OF ITALY 0.10% 15/10/19
  • 7.2% ITALY(REPUBLIC OF) 0.1% TREAS BDS 15/04/19 EUR1000
  • 4.8% SPAIN(KINGDOM OF) 1.4% BDS 31/01/20 EUR1000
  • 4.6% GOVERNMENT OF FRANCE 0.00% 25/05/20
  • 4.6% GOVERNMENT OF SPAIN 0.30% 31/01/19
  • 4.5% FRANCE(GOVT OF) 0% BDS 25/02/20 EUR1
  • 4.4% GOVERNMENT OF ITALY 0.30% 15/05/18
  • 3.6% GOVERNMENT OF ITALY 0.80% 15/01/18
  • 3.2% GOVERNMENT OF ITALY 2.20% 12/11/17