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(s)
Linda Raggi
since 04/09/2013
Iain Stealey
since 21/07/2009
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

-0.96 %

1 Year rank in sector

35/37

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 18.1 m

FE Risk score

5

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    25.89%
  • Spain
    15.18%
  • France
    12.3%
  • UK
    9.82%
  • International
    6.05%
  • Government Bonds
    40.8%
  • Investment Grade Corporate Bonds
    38.1%
  • Mortgage & Secured Bonds
    8.1%
  • Fixed Interest
    6.1%
  • Government Agency Bonds
    4.8%
  • Italian Fixed Interest
    25.89%
  • Spanish Fixed Interest
    15.18%
  • French Fixed Interest
    12.3%
  • UK Fixed Interest
    9.82%
  • Global Fixed Interest
    6.05%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.29 %-0.52 %-0.96 %-2.32 %-0.3 %
Sector-0.24 %0.16 %0.08 %0.94 %5.89 %
Rank within sector29 / 3938 / 3935 / 3734 / 3526 / 28
Quartile th3 rd4 th4 th4 th4 th

Calendar performance

YTD-20182017201620152014
Fund-0.08 %-1 %-0.55 %-0.61 %0.98 %
Sector-0.01 %-0.02 %1.15 %0.21 %3.37 %
Rank within sector32 / 3936 / 3734 / 3632 / 3522 / 29
Quartile th4 th4 th4 th4 th4 th

Risk statistics

Alpha-0.96
Beta0.54
Sharpe-0
Volatility0.58
Tracking error0.51
Information ratio-2.29
R-Squared0.84

Price movement

52 week high107.2
52 week low106.19
Current bid price0
Current offer price0
Current mid price106.23

Holdings by region

  • 25.89% Italy
  • 15.18% Spain
  • 12.3% France
  • 9.82% UK
  • 6.05% International
  • 5.56% Germany
  • 3.67% USA
  • 3.37% New Zealand
  • 2.68% Ireland
  • 2.58% Netherlands

Holdings by sector

  • 40.8% Government Bonds
  • 38.1% Investment Grade Corporate Bonds
  • 8.1% Mortgage & Secured Bonds
  • 6.1% Fixed Interest
  • 4.8% Government Agency Bonds
  • 1.3% Asset/Mortgage-Backed Securities
  • 0.8% Money Market

Holdings by asset type

  • 25.89% Italian Fixed Interest
  • 15.18% Spanish Fixed Interest
  • 12.3% French Fixed Interest
  • 9.82% UK Fixed Interest
  • 6.05% Global Fixed Interest
  • 5.56% German Fixed Interest
  • 3.67% US Fixed Interest
  • 3.37% New Zealand Fixed Interest
  • 2.68% Irish Fixed Interest
  • 2.58% Dutch Fixed Interest

Individual holdings

  • 8.6% ITALY(REPUBLIC OF) 3.5% BDS 01/06/18 USD1000
  • 5.5% SPAIN 4.1%/08-30.07.2018
  • 5.5% SPAIN(KINGDOM OF) 4.5% BDS 31/01/18 EUR1000
  • 5% GOVERNMENT OF ITALY 0.50% 01/06/21
  • 3.6% ITALY(REPUBLIC OF) 4.5% TB 01/02/18 EUR1000
  • 3.1% FGP TOPCO 4.600 15/02/18
  • 2.3% AIRBUS 5.50% 25/09/18
  • 2.2% EUROPEAN INVESTMENT BANK 3.625% NTS 15/01/21 EUR1000
  • 2.2% GOVERNMENT OF SPAIN 5.90% 31/01/22
  • 1.9% ENI 3.5% BDS 29/01/18 EUR50000