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(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

Quick stats

1 Year return

-0.27 %

1 Year rank in sector

24/37

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 190.1 m

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    35.57%
  • France
    28.26%
  • Spain
    24.11%
  • Austria
    3.95%
  • Ireland
    3.56%
  • Government Bonds
    89.3%
  • Government Agency Bonds
    9.5%
  • Money Market
    1.2%
  • Italian Fixed Interest
    35.57%
  • French Fixed Interest
    28.26%
  • Spanish Fixed Interest
    24.11%
  • Austrian Fixed Interest
    3.95%
  • Irish Fixed Interest
    3.56%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %0 %-0.27 %0 %3.63 %
Sector0.01 %0.18 %-0.1 %2 %6.69 %
Rank within sector15 / 3825 / 3724 / 3726 / 3518 / 28
Quartile th2 nd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.27 %-0.18 %0.36 %1.64 %1.58 %
Sector0.03 %1.15 %0.21 %3.37 %0.95 %
Rank within sector29 / 3732 / 3615 / 3517 / 2913 / 28
Quartile th4 th4 th2 nd3 rd2 nd

Risk statistics

Alpha-0.34
Beta0.48
Sharpe-0
Volatility0.62
Tracking error0.65
Information ratio-1.02
R-Squared0.58

Price movement

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

Holdings by region

  • 35.57% Italy
  • 28.26% France
  • 24.11% Spain
  • 3.95% Austria
  • 3.56% Ireland
  • 2.17% Belgium
  • 1.2% Money Market
  • 1.19% EU

Holdings by sector

  • 89.3% Government Bonds
  • 9.5% Government Agency Bonds
  • 1.2% Money Market

Holdings by asset type

  • 35.57% Italian Fixed Interest
  • 28.26% French Fixed Interest
  • 24.11% Spanish Fixed Interest
  • 3.95% Austrian Fixed Interest
  • 3.56% Irish Fixed Interest
  • 2.17% Belgian Fixed Interest
  • 1.2% Money Market
  • 1.19% 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
  • 6.1% ITALY(REPUBLIC OF) 0.1% TREAS BDS 15/04/19 EUR1000
  • 5.1% SPAIN(KINGDOM OF) 0.25% BDS 31/01/19 EUR1000
  • 4.9% SPAIN(KINGDOM OF) 1.4% BDS 31/01/20 EUR1000
  • 4.6% SPAIN(KINGDOM OF) 3.75% BDS 31/10/18 EUR1000
  • 4.5% SPAIN(KINGDOM OF) 0.5% BDS 31/10/17 EUR1000
  • 4.4% ITALY(REPUBLIC OF) 0.3% BDS 15/10/18 EUR1000
  • 4.4% ITALY(REPUBLIC OF) 0.75% BDS 15/01/18 EUR1000
  • 4% GOVERNMENT OF ITALY 0.25% 15/05/18