Fact sheet: JPM Eur Hi Yd Bd

Fund information

Fund name
JPM Europe High Yield Bond A Inc NAV
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
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

Quick stats

1 Year return

7.04 %

1 Year rank in sector

12/26

Sector

FO Fixed Int - Europe

Yield
-
Fund size

£ 841.4 m

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    69.7%
  • UK
    11.8%
  • North America
    8.9%
  • Money Market
    6.9%
  • Others
    2.3%
  • Basic Industries
    15.8%
  • Telecommunications
    15.2%
  • Capital Goods
    13.4%
  • Media
    11%
  • Automotive
    9.6%
  • European Fixed Interest
    70.1%
  • UK Fixed Interest
    11.8%
  • North American Fixed Interest
    8.9%
  • Money Market
    6.9%
  • Global Fixed Interest
    2.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.17 %3.13 %7.04 %15.06 %43.23 %
Sector-0.15 %2.21 %4.51 %9.75 %25.19 %
Rank within sector13 / 2611 / 2612 / 267 / 206 / 15
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Calendar performance

YTD-20172016201520142013
Fund3.65 %8.26 %1.82 %5.47 %8.46 %
Sector2.41 %5.13 %1.14 %5.17 %4.22 %
Rank within sector11 / 269 / 2513 / 226 / 187 / 17
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Risk statistics

Alpha-0.6
Beta1.6
Sharpe0.16
Volatility4.88
Tracking error2.73
Information ratio0.43
R-Squared0.8

Price movement

52 week high2.883
52 week low2.695
Current bid price0
Current offer price0
Current mid price2.871

Holdings by region

  • 69.7% Europe
  • 11.8% UK
  • 8.9% North America
  • 6.9% Money Market
  • 2.3% Others
  • 0.4% Eastern Europe

Holdings by sector

  • 15.8% Basic Industries
  • 15.2% Telecommunications
  • 13.4% Capital Goods
  • 11% Media
  • 9.6% Automotive
  • 6.9% Money Market
  • 6.9% Retail
  • 4% Leisure
  • 3.7% Services
  • 3.5% Health Care

Holdings by asset type

  • 70.1% European Fixed Interest
  • 11.8% UK Fixed Interest
  • 8.9% North American Fixed Interest
  • 6.9% Money Market
  • 2.3% Global Fixed Interest

Individual holdings

  • 2.1% CROWN FINANCE FOUNDATION 7.00% 23/04/21
  • 2% LIBERTY GLOBAL 4.00% 15/01/25
  • 2% TELEFONICA 5.00% 29/12/99
  • 1.6% GROUPE EURIS 4.50% 07/03/24
  • 1.6% TELECOM ITALIA SPA 3.25% MTN 16/01/23 EUR1000
  • 1.5% ARCELORMITTAL 3.13% 14/01/22
  • 1.4% SOFTBANK GROUP CORP 4% NTS 30/07/22 EUR500000000
  • 1.3% LEONARDO S.P.A 4.50% 19/01/21
  • 1.3% NEXT ALT 7.25% 15/05/22
  • 1.2% TELECOM ITALIA 3.63% 19/01/24