Fact sheet: JPM Eur Hi Yd Bd

Fund information

Fund name
JPM Europe High Yield Bond A Dist NAV EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Robert Cook
since 31/10/2013
Peter Aspbury
since 31/10/2013
Fund objective
To achieve a return in excess of European bond markets by investing primarily in European and non-European below investment grade bonds denominated in European currencies and other debt securities, using financial derivative instruments where appropriate.
Benchmark
BofA ML Developed Markets High Yield Constrained Index
Investment style
High Yield
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

4.89 %

1 Year rank in sector

17/28

Sector

FO Fixed Int - Europe

Yield
-
Fund size

£ 862.2 m

FE Risk score

85

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    72.8%
  • North America
    10.8%
  • UK
    9.6%
  • Others
    3.6%
  • Money Market
    3.2%
  • Telecommunications
    15.9%
  • Basic Industries
    15.6%
  • Capital Goods
    13.7%
  • Media
    11.5%
  • Retail
    7.8%
  • European Fixed Interest
    72.8%
  • North American Fixed Interest
    10.8%
  • UK Fixed Interest
    9.6%
  • Global Fixed Interest
    3.6%
  • Money Market
    3.2%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.57 %1.78 %4.89 %15.74 %31.42 %
Sector0.49 %2.12 %4.27 %10.46 %21.46 %
Rank within sector19 / 3319 / 2917 / 2812 / 237 / 17
Quartile th3 rd3 rd3 rd3 rd2 nd

Calendar performance

YTD-20182017201620152014
Fund0.39 %4.97 %8.26 %1.82 %5.47 %
Sector0.43 %4.04 %5.13 %1.14 %5.17 %
Rank within sector21 / 3216 / 289 / 2614 / 237 / 19
Quartile th3 rd3 rd2 nd3 rd2 nd

Risk statistics

Alpha-0.5
Beta1.61
Sharpe0.31
Volatility4.83
Tracking error2.68
Information ratio0.56
R-Squared0.8

Price movement

52 week high2.896
52 week low2.781
Current bid price0
Current offer price0
Current mid price2.818

Holdings by region

  • 72.8% Europe
  • 10.8% North America
  • 9.6% UK
  • 3.6% Others
  • 3.2% Money Market

Holdings by sector

  • 15.9% Telecommunications
  • 15.6% Basic Industries
  • 13.7% Capital Goods
  • 11.5% Media
  • 7.8% Retail
  • 5.4% Health Care
  • 5.1% Services
  • 5% Automotive
  • 4.9% Financial Services
  • 3.6% Utilities

Holdings by asset type

  • 72.8% European Fixed Interest
  • 10.8% North American Fixed Interest
  • 9.6% UK Fixed Interest
  • 3.6% Global Fixed Interest
  • 3.2% Money Market

Individual holdings

  • 1.9% ARCELORMITTAL 3.10% 14/01/22
  • 1.7% CASINO GUICHARD-PERRACHON 4.50% 07/03/24
  • 1.7% TELEFONICA EUROPE 5.00% 29/12/99
  • 1.6% UNITYMEDIA HESSEN GMBH 4.00% 15/01/25
  • 1.4% PEUGEOT 2.40% 14/04/23
  • 1.4% TESCO CORPORATE TREASURY SERVICES 2.50% 01/07/24
  • 1.3% ALTICE LUXEMBOURG 7.30% 15/05/22
  • 1.3% ZIGGO SECURED FINANCE 3.80% 15/01/25
  • 1.2% SES 4.60% 29/12/49
  • 1.2% SOFTBANK 5.30% 30/07/27