Fact sheet: JPM Eur Sht DurBd

Fund information

Fund name
JPM Euro Short Duration Bond D Acc NAV EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Linda Raggi
since 04/09/2013
Fund objective
The Sub-Fund aims to achieve a return inexcess of EUR-denominated short duration bond markets byinvesting in investment grade EUR-denominated short-term debtsecurities, using financial derivative instruments whereappropriate.
Benchmark
Bloomberg Barclays Euro Aggregate 1-3 Year Index (Total Return Gross)
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

-1.1 %

1 Year rank in sector

27/34

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 22.5 m

FE Risk score

5

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    22.66%
  • Spain
    14.41%
  • France
    13.72%
  • Germany
    11.53%
  • UK
    7.85%
  • Government Bonds
    45.4%
  • Investment Grade Corporate Bonds
    36.3%
  • Mortgage & Secured Bonds
    6.4%
  • Fixed Interest
    5.2%
  • Government Agency Bonds
    4.6%
  • Italian Fixed Interest
    22.66%
  • Spanish Fixed Interest
    14.41%
  • French Fixed Interest
    13.72%
  • German Fixed Interest
    11.53%
  • UK Fixed Interest
    7.85%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.07 %-0.34 %-1.04 %-1.63 %2.63 %
Sector-0.16 %0.09 %-0.17 %2.43 %8.2 %
Rank within sector18 / 3531 / 3427 / 3432 / 3219 / 25
Quartile th3 rd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-0.52 %-0.55 %-0.61 %0.98 %1.16 %
Sector-0.08 %1.15 %0.21 %3.37 %0.95 %
Rank within sector29 / 3432 / 3431 / 3321 / 2713 / 25
Quartile th4 th4 th4 th4 th3 rd

Risk statistics

Alpha-0.96
Beta0.5
Sharpe-0
Volatility0.59
Tracking error0.59
Information ratio-2.31
R-Squared0.76

Price movement

52 week high107.98
52 week low106.7
Current bid price0
Current offer price0
Current mid price106.82

Holdings by region

  • 22.66% Italy
  • 14.41% Spain
  • 13.72% France
  • 11.53% Germany
  • 7.85% UK
  • 5.17% International
  • 5.07% USA
  • 2.78% Netherlands
  • 2.68% New Zealand
  • 2.09% Ireland

Holdings by sector

  • 45.4% Government Bonds
  • 36.3% Investment Grade Corporate Bonds
  • 6.4% Mortgage & Secured Bonds
  • 5.2% Fixed Interest
  • 4.6% Government Agency Bonds
  • 1.5% Asset/Mortgage-Backed Securities
  • 0.6% Money Market

Holdings by asset type

  • 22.66% Italian Fixed Interest
  • 14.41% Spanish Fixed Interest
  • 13.72% French Fixed Interest
  • 11.53% German Fixed Interest
  • 7.85% UK Fixed Interest
  • 5.17% Global Fixed Interest
  • 5.07% US Fixed Interest
  • 2.78% Dutch Fixed Interest
  • 2.68% New Zealand Fixed Interest
  • 2.09% Irish Fixed Interest

Individual holdings

  • 10.1% ITALY(REPUBLIC OF) 3.5% BDS 01/06/18 USD1000
  • 6.3% SPAIN 4.1%/08-30.07.2018
  • 5.2% GERMANY(FEDERAL REPUBLIC OF) 0% BDS 09/04/21 EUR0.01 173
  • 4.3% SPAIN(KINGDOM OF) 4.5% BDS 31/01/18 EUR1000
  • 3.2% ITALY(REPUBLIC OF) 0.45% BDS 01/06/21 EUR1000
  • 2.8% ITALY(REPUBLIC OF) 4.5% TB 01/02/18 EUR1000
  • 2.6% FRANCE(GOVT OF) 3.25% BDS 25/10/21 EUR1
  • 2.6% GERMANY(FEDERAL REPUBLIC OF) 2.25% BDS 04/09/21 EUR0.01
  • 2.4% FGP TOPCO 4.600 15/02/18
  • 2% NETHERLANDS(KINGDOM OF) 3.25% BDS 15/07/21 EUR1