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)
Iain Stealey
since 21/07/2009
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

-0.69 %

1 Year rank in sector

36/38

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 18.9 m

FE Risk score

4

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    24.33%
  • Spain
    15.29%
  • France
    12.31%
  • UK
    9.83%
  • Germany
    6.65%
  • Investment Grade Corporate Bonds
    40%
  • Government Bonds
    39%
  • Mortgage & Secured Bonds
    8%
  • Fixed Interest
    6%
  • Government Agency Bonds
    4.8%
  • Italian Fixed Interest
    24.33%
  • Spanish Fixed Interest
    15.29%
  • French Fixed Interest
    12.31%
  • UK Fixed Interest
    9.83%
  • German Fixed Interest
    6.65%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.05 %-0.29 %-0.69 %-2 %0.45 %
Sector0.13 %0.22 %0.57 %1.94 %6.58 %
Rank within sector32 / 3936 / 3936 / 3835 / 3626 / 29
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Calendar performance

YTD-20172016201520142013
Fund-0.73 %-0.55 %-0.61 %0.98 %1.16 %
Sector0.19 %1.15 %0.21 %3.37 %0.95 %
Rank within sector36 / 3835 / 3733 / 3623 / 3020 / 29
Quartile th4 th4 th4 th4 th3 rd

Risk statistics

Alpha-0.99
Beta0.51
Sharpe-0
Volatility0.57
Tracking error0.54
Information ratio-2.46
R-Squared0.81

Price movement

52 week high107.47
52 week low106.6
Current bid price0
Current offer price0
Current mid price106.6

Holdings by region

  • 24.33% Italy
  • 15.29% Spain
  • 12.31% France
  • 9.83% UK
  • 6.65% Germany
  • 5.96% International
  • 4.47% USA
  • 3.38% New Zealand
  • 2.58% Netherlands
  • 2.38% Canada

Holdings by sector

  • 40% Investment Grade Corporate Bonds
  • 39% Government Bonds
  • 8% Mortgage & Secured Bonds
  • 6% Fixed Interest
  • 4.8% Government Agency Bonds
  • 1.5% Asset/Mortgage-Backed Securities
  • 0.7% Money Market

Holdings by asset type

  • 24.33% Italian Fixed Interest
  • 15.29% Spanish Fixed Interest
  • 12.31% French Fixed Interest
  • 9.83% UK Fixed Interest
  • 6.65% German Fixed Interest
  • 5.96% Global Fixed Interest
  • 4.47% US Fixed Interest
  • 3.38% New Zealand Fixed Interest
  • 2.58% Dutch Fixed Interest
  • 2.38% Canadian Fixed Interest

Individual holdings

  • 8.5% 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
  • 3.6% GOVERNMENT OF ITALY 0.50% 01/06/21
  • 3.5% ITALY(REPUBLIC OF) 4.5% TB 01/02/18 EUR1000
  • 3% FGP TOPCO 4.600 15/02/18
  • 2.4% GOVERNMENT OF SPAIN 5.90% 31/01/22
  • 2.2% AIRBUS 5.50% 25/09/18
  • 2.1% EUROPEAN INVESTMENT BANK 3.625% NTS 15/01/21 EUR1000
  • 1.9% TEVA PHARMACEUTICAL FINANCE IV 2.875% BDS 15/04/19 EUR100000