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

-1.07 %

1 Year rank in sector

28/35

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 21.8 m

FE Risk score

4

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    24.18%
  • France
    15.86%
  • Spain
    15.86%
  • UK
    8.32%
  • Germany
    5.65%
  • Government Bonds
    43.7%
  • Investment Grade Corporate Bonds
    36.7%
  • Mortgage & Secured Bonds
    6.8%
  • Fixed Interest
    5.5%
  • Government Agency Bonds
    4.9%
  • Italian Fixed Interest
    24.18%
  • French Fixed Interest
    15.86%
  • Spanish Fixed Interest
    15.86%
  • UK Fixed Interest
    8.32%
  • German Fixed Interest
    5.65%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %-0.33 %-1.07 %-1.82 %1.42 %
Sector0.25 %0.18 %-0.26 %2.2 %7.43 %
Rank within sector30 / 3532 / 3528 / 3534 / 3421 / 26
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Calendar performance

YTD-20172016201520142013
Fund-0.58 %-0.55 %-0.61 %0.98 %1.16 %
Sector0.02 %1.15 %0.21 %3.37 %0.95 %
Rank within sector34 / 3533 / 3532 / 3422 / 2814 / 26
Quartile th4 th4 th4 th4 th3 rd

Risk statistics

Alpha-0.95
Beta0.5
Sharpe-0
Volatility0.59
Tracking error0.59
Information ratio-2.27
R-Squared0.75

Price movement

52 week high107.93
52 week low106.7
Current bid price0
Current offer price0
Current mid price106.76

Holdings by region

  • 24.18% Italy
  • 15.86% France
  • 15.86% Spain
  • 8.32% UK
  • 5.65% Germany
  • 5.45% International
  • 5.35% USA
  • 2.77% New Zealand
  • 2.18% Ireland
  • 2.18% Netherlands

Holdings by sector

  • 43.7% Government Bonds
  • 36.7% Investment Grade Corporate Bonds
  • 6.8% Mortgage & Secured Bonds
  • 5.5% Fixed Interest
  • 4.9% Government Agency Bonds
  • 1.5% Asset/Mortgage-Backed Securities
  • 0.9% Money Market

Holdings by asset type

  • 24.18% Italian Fixed Interest
  • 15.86% French Fixed Interest
  • 15.86% Spanish Fixed Interest
  • 8.32% UK Fixed Interest
  • 5.65% German Fixed Interest
  • 5.45% Global Fixed Interest
  • 5.35% US Fixed Interest
  • 2.77% New Zealand Fixed Interest
  • 2.18% Dutch Fixed Interest
  • 2.18% Irish Fixed Interest

Individual holdings

  • 10.6% ITALY(REPUBLIC OF) 3.5% BDS 01/06/18 USD1000
  • 6.7% SPAIN 4.1%/08-30.07.2018
  • 4.6% SPAIN(KINGDOM OF) 4.5% BDS 31/01/18 EUR1000
  • 3.6% ITALY(REPUBLIC OF) 0.45% BDS 01/06/21 EUR1000
  • 3.3% FRANCE(GOVT OF) 3% BDS 25/04/22 EUR1
  • 3% ITALY(REPUBLIC OF) 4.5% TB 01/02/18 EUR1000
  • 2.7% FRANCE(GOVT OF) 3.25% BDS 25/10/21 EUR1
  • 2.5% FGP TOPCO 4.600 15/02/18
  • 2% AIRBUS 5.50% 25/09/18
  • 2% GOVERNMENT OF SPAIN 5.85% 31/01/22