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

7.25 %

1 Year rank in sector

13/27

Sector

FO Fixed Int - Europe

Yield
-
Fund size

£ 871.1 m

FE Risk score

84

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    72.5%
  • UK
    10.2%
  • North America
    9.3%
  • Money Market
    4.8%
  • Others
    3.2%
  • Telecommunications
    16%
  • Basic Industries
    14.4%
  • Capital Goods
    13.4%
  • Media
    11%
  • Retail
    7.7%
  • European Fixed Interest
    72.5%
  • UK Fixed Interest
    10.2%
  • North American Fixed Interest
    9.3%
  • Money Market
    4.8%
  • Global Fixed Interest
    3.2%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.28 %2.17 %7.25 %16.25 %36.59 %
Sector0.05 %1.88 %5.24 %10.65 %23 %
Rank within sector25 / 2814 / 2713 / 2710 / 227 / 16
Quartile th4 th3 rd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund5.08 %8.26 %1.82 %5.47 %8.46 %
Sector3.94 %5.13 %1.14 %5.17 %4.22 %
Rank within sector15 / 279 / 2514 / 237 / 198 / 17
Quartile th3 rd2 nd3 rd2 nd2 nd

Risk statistics

Alpha-0.13
Beta1.61
Sharpe0.44
Volatility4.84
Tracking error2.69
Information ratio0.73
R-Squared0.8

Price movement

52 week high2.896
52 week low2.716
Current bid price0
Current offer price0
Current mid price2.81

Holdings by region

  • 72.5% Europe
  • 10.2% UK
  • 9.3% North America
  • 4.8% Money Market
  • 3.2% Others

Holdings by sector

  • 16% Telecommunications
  • 14.4% Basic Industries
  • 13.4% Capital Goods
  • 11% Media
  • 7.7% Retail
  • 5.6% Financial Services
  • 5.1% Automotive
  • 4.8% Money Market
  • 4.7% Services
  • 4.4% Health Care

Holdings by asset type

  • 72.5% European Fixed Interest
  • 10.2% UK Fixed Interest
  • 9.3% North American Fixed Interest
  • 4.8% Money Market
  • 3.2% Global Fixed Interest

Individual holdings

  • 2.1% WIND ACQUISITION FINANCE SA 7% BDS 23/04/21 EUR1000144A
  • 1.8% TELEFONICA EUROPE 5.00% 29/12/99
  • 1.6% ARCELORMITTAL 3.13% 14/01/22
  • 1.6% CASINO GUICHARD-PERRACHON 4.50% 07/03/24
  • 1.6% UNITYMEDIA HESSEN 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% TELECOM ITALIA SPA 3.25% MTN 16/01/23 EUR1000
  • 1.1% ALTICE SA 7.25% BDS 15/05/22 EUR100000
  • 1.1% GAS NATURAL FENOSA FINANCE 4.13% 29/12/99