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

-0.36 %

1 Year rank in sector

29/37

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 192.9 m

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    36.12%
  • France
    29.35%
  • Spain
    21.49%
  • Belgium
    4.18%
  • Austria
    3.88%
  • Government Bonds
    92.3%
  • Government Agency Bonds
    7.2%
  • Money Market
    0.5%
  • Italian Fixed Interest
    36.12%
  • French Fixed Interest
    29.35%
  • Spanish Fixed Interest
    21.49%
  • Belgian Fixed Interest
    4.18%
  • Austrian Fixed Interest
    3.88%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.36 %-0.18 %-0.36 %-0.27 %2.75 %
Sector-0.24 %0.22 %0.09 %0.99 %5.83 %
Rank within sector30 / 3930 / 3829 / 3726 / 3518 / 28
Quartile th4 th4 th4 th3 rd3 rd

Calendar performance

YTD-20182017201620152014
Fund-0.18 %-0.36 %-0.09 %0.45 %1.72 %
Sector-0.01 %-0.02 %1.15 %0.21 %3.37 %
Rank within sector36 / 3929 / 3732 / 3612 / 3517 / 29
Quartile th4 th4 th4 th2 nd3 rd

Risk statistics

Alpha-0.2
Beta0.46
Sharpe-0
Volatility0.57
Tracking error0.64
Information ratio-0.7
R-Squared0.61

Price movement

52 week high11.24
52 week low11.19
Current bid price0
Current offer price0
Current mid price11.2

Holdings by region

  • 36.12% Italy
  • 29.35% France
  • 21.49% Spain
  • 4.18% Belgium
  • 3.88% Austria
  • 2.99% Ireland
  • 1% Finland
  • 0.5% Money Market
  • 0.5% EU

Holdings by sector

  • 92.3% Government Bonds
  • 7.2% Government Agency Bonds
  • 0.5% Money Market

Holdings by asset type

  • 36.12% Italian Fixed Interest
  • 29.35% French Fixed Interest
  • 21.49% Spanish Fixed Interest
  • 4.18% Belgian Fixed Interest
  • 3.88% Austrian Fixed Interest
  • 2.99% 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
  • 8.4% GOVERNMENT OF ITALY 0.10% 15/10/19
  • 7.2% ITALY(REPUBLIC OF) 0.1% TREAS BDS 15/04/19 EUR1000
  • 4.9% 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
  • 4.3% ITALY(REPUBLIC OF) 0.9% BDS 01/08/22 EUR1000
  • 4% GOVERNMENT OF SPAIN 0.30% 30/04/18