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

-0.36 %

1 Year rank in sector

22/36

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 190.1 m

FE Risk score

78

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    35.52%
  • France
    28.16%
  • Spain
    25.37%
  • Austria
    3.98%
  • Ireland
    3.78%
  • Government Bonds
    90.1%
  • Government Agency Bonds
    9.4%
  • Money Market
    0.5%
  • Italian Fixed Interest
    35.52%
  • French Fixed Interest
    28.16%
  • Spanish Fixed Interest
    25.37%
  • Austrian Fixed Interest
    3.98%
  • Irish Fixed Interest
    3.78%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.09 %0.09 %-0.36 %-0.09 %3.82 %
Sector-0.04 %0.36 %-0.17 %2.03 %7.04 %
Rank within sector25 / 3727 / 3622 / 3624 / 3415 / 26
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.27 %-0.18 %0.36 %1.64 %1.58 %
Sector0 %1.15 %0.21 %3.37 %0.95 %
Rank within sector27 / 3630 / 3513 / 3415 / 2811 / 26
Quartile th3 rd4 th2 nd3 rd2 nd

Risk statistics

Alpha-0.3
Beta0.48
Sharpe-0
Volatility0.62
Tracking error0.66
Information ratio-0.97
R-Squared0.57

Price movement

52 week high11.17
52 week low11.12
Current bid price0
Current offer price0
Current mid price11.13

Holdings by region

  • 35.52% Italy
  • 28.16% France
  • 25.37% Spain
  • 3.98% Austria
  • 3.78% Ireland
  • 2.19% Belgium
  • 0.5% Money Market
  • 0.5% EU

Holdings by sector

  • 90.1% Government Bonds
  • 9.4% Government Agency Bonds
  • 0.5% Money Market

Holdings by asset type

  • 35.52% Italian Fixed Interest
  • 28.16% French Fixed Interest
  • 25.37% Spanish Fixed Interest
  • 3.98% Austrian Fixed Interest
  • 3.78% Irish Fixed Interest
  • 2.19% Belgian Fixed Interest
  • 0.5% Money Market
  • 0.5% European Fixed Interest

Individual holdings

  • 9.7% FRANCE(GOVT OF) 1% BDS 25/05/19 EUR1
  • 8.6% ITALY(REPUBLIC OF) 0.05% NTS 15/10/19 EUR1000
  • 6% ITALY(REPUBLIC OF) 0.1% TREAS BDS 15/04/19 EUR1000
  • 5.8% SPAIN(KINGDOM OF) 0% TB 18/08/17 EUR1000
  • 5% SPAIN(KINGDOM OF) 0.25% BDS 31/01/19 EUR1000
  • 4.9% 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
  • 3.9% GOVERNMENT OF ITALY 0.25% 15/05/18