Fact sheet: JPM Eur Gov ShtDurBd

Fund information

Fund name
JPM Euro Government Short Duration Bond D Acc NAV
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
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

Quick stats

1 Year return

-0.45 %

1 Year rank in sector

19/34

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 188.7 m

FE Risk score

72

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    34.23%
  • France
    31.44%
  • Spain
    23.88%
  • Ireland
    3.78%
  • Belgium
    3.08%
  • Government Bonds
    90.3%
  • Government Agency Bonds
    9.2%
  • Money Market
    0.5%
  • Italian Fixed Interest
    34.23%
  • French Fixed Interest
    31.44%
  • Spanish Fixed Interest
    23.88%
  • Irish Fixed Interest
    3.78%
  • Belgian Fixed Interest
    3.08%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.09 %-0.09 %-0.45 %0.18 %5.4 %
Sector-0.22 %0.04 %-0.24 %2.37 %7.67 %
Rank within sector17 / 3522 / 3419 / 3421 / 3213 / 25
Quartile th2 nd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.27 %-0.18 %0.36 %1.64 %1.58 %
Sector-0.14 %1.15 %0.21 %3.37 %0.95 %
Rank within sector20 / 3429 / 3411 / 3314 / 2710 / 25
Quartile th3 rd4 th2 nd3 rd2 nd

Risk statistics

Alpha-0.32
Beta0.47
Sharpe-0
Volatility0.63
Tracking error0.68
Information ratio-1.1
R-Squared0.58

Price movement

52 week high11.18
52 week low11.12
Current bid price0
Current offer price0
Current mid price11.13

Holdings by region

  • 34.23% Italy
  • 31.44% France
  • 23.88% Spain
  • 3.78% Ireland
  • 3.08% Belgium
  • 2.59% Austria
  • 0.5% Money Market
  • 0.5% EU

Holdings by sector

  • 90.3% Government Bonds
  • 9.2% Government Agency Bonds
  • 0.5% Money Market

Holdings by asset type

  • 34.23% Italian Fixed Interest
  • 31.44% French Fixed Interest
  • 23.88% Spanish Fixed Interest
  • 3.78% Irish Fixed Interest
  • 3.08% Belgian Fixed Interest
  • 2.59% Austrian Fixed Interest
  • 0.5% Money Market
  • 0.5% European Fixed Interest

Individual holdings

  • 9.6% FRANCE(GOVT OF) 1% BDS 25/05/19 EUR1
  • 8.8% ITALY(REPUBLIC OF) 0.05% NTS 15/10/19 EUR1000
  • 6.8% SPAIN(KINGDOM OF) 0% TB 18/08/17 EUR1000
  • 5.9% ITALY(REPUBLIC OF) 0.1% TREAS BDS 15/04/19 EUR1000
  • 5.6% SPAIN(KINGDOM OF) 0.25% BDS 31/01/19 EUR1000
  • 4.8% SPAIN(KINGDOM OF) 1.4% BDS 31/01/20 EUR1000
  • 4.5% SPAIN(KINGDOM OF) 3.75% BDS 31/10/18 EUR1000
  • 4.3% ITALY(REPUBLIC OF) 0.3% BDS 15/10/18 EUR1000
  • 4.3% ITALY(REPUBLIC OF) 0.75% BDS 15/01/18 EUR1000
  • 3.8% FRANCE(GOVT OF) 1% NTS 25/05/18 EUR1