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(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

6.53 %

1 Year rank in sector

12/27

Sector

FO Fixed Int - Europe

Yield
-
Fund size

£ 846.0 m

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

Top in sector

Holdings snapshot

  • Europe
    69.9%
  • UK
    12%
  • North America
    9.7%
  • Money Market
    6.1%
  • Others
    2.3%
  • Basic Industries
    15.5%
  • Telecommunications
    15.3%
  • Capital Goods
    14.2%
  • Media
    10.5%
  • Retail
    8%
  • European Fixed Interest
    69.9%
  • UK Fixed Interest
    12%
  • North American Fixed Interest
    9.7%
  • Money Market
    6.1%
  • Global Fixed Interest
    2.3%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.82 %3.73 %6.53 %19.55 %37.94 %
Sector0.6 %2.68 %4.26 %11.5 %24.04 %
Rank within sector8 / 2812 / 2712 / 278 / 226 / 16
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Calendar performance

YTD-20172016201520142013
Fund5.3 %8.26 %1.82 %5.47 %8.46 %
Sector3.85 %5.13 %1.14 %5.17 %4.22 %
Rank within sector14 / 278 / 2513 / 237 / 198 / 18
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Risk statistics

Alpha-0.31
Beta1.61
Sharpe0.33
Volatility4.84
Tracking error2.71
Information ratio0.62
R-Squared0.8

Price movement

52 week high2.896
52 week low2.695
Current bid price0
Current offer price0
Current mid price2.816

Holdings by region

  • 69.9% Europe
  • 12% UK
  • 9.7% North America
  • 6.1% Money Market
  • 2.3% Others

Holdings by sector

  • 15.5% Basic Industries
  • 15.3% Telecommunications
  • 14.2% Capital Goods
  • 10.5% Media
  • 8% Retail
  • 7.2% Automotive
  • 6.1% Money Market
  • 4.5% Financial Services
  • 4.1% Health Care
  • 4.1% Services

Holdings by asset type

  • 69.9% European Fixed Interest
  • 12% UK Fixed Interest
  • 9.7% North American Fixed Interest
  • 6.1% Money Market
  • 2.3% Global Fixed Interest

Individual holdings

  • 2.2% CROWN FINANCE FOUNDATION 7.00% 23/04/21
  • 2% TELEFONICA 5.00% 29/12/99
  • 1.7% GROUP EURIS 4.50% 07/03/24
  • 1.6% ARCELORMITTAL 3.13% 14/01/22
  • 1.6% LIBERTY GLOBAL 4.00% 15/01/25
  • 1.4% PEUGEOT 2.38% 14/04/23
  • 1.4% SOFTBANK GROUP CORP 4% NTS 30/07/22 EUR500000000
  • 1.2% ANGLO AMERICAN CAPITAL 3.25% GTD NTS 03/04/23 EUR100000
  • 1.2% ARDAGH PACKAGING FINANCE 6.75% NTS 15/05/24 EUR100000 REG S
  • 1.2% NEXT 7.25% 15/05/22