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

-1.08 %

1 Year rank in sector

32/36

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 21.7 m

FE Risk score

4

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    25.42%
  • Spain
    15.19%
  • France
    11.72%
  • Germany
    9.04%
  • UK
    8.54%
  • Government Bonds
    43.1%
  • Investment Grade Corporate Bonds
    37.5%
  • Mortgage & Secured Bonds
    7%
  • Fixed Interest
    5.2%
  • Government Agency Bonds
    5%
  • Italian Fixed Interest
    25.42%
  • Spanish Fixed Interest
    15.19%
  • French Fixed Interest
    11.72%
  • German Fixed Interest
    9.04%
  • UK Fixed Interest
    8.54%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.1 %-0.2 %-1.08 %-2.13 %0.89 %
Sector-0.04 %0.36 %-0.17 %2.03 %7.04 %
Rank within sector28 / 3734 / 3632 / 3634 / 3423 / 26
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Calendar performance

YTD-20172016201520142013
Fund-0.65 %-0.55 %-0.61 %0.98 %1.16 %
Sector0 %1.15 %0.21 %3.37 %0.95 %
Rank within sector35 / 3633 / 3532 / 3422 / 2816 / 26
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Risk statistics

Alpha-0.96
Beta0.5
Sharpe-0
Volatility0.58
Tracking error0.57
Information ratio-2.23
R-Squared0.74

Price movement

52 week high107.87
52 week low106.69
Current bid price0
Current offer price0
Current mid price106.68

Holdings by region

  • 25.42% Italy
  • 15.19% Spain
  • 11.72% France
  • 9.04% Germany
  • 8.54% UK
  • 5.16% International
  • 5.06% USA
  • 2.88% New Zealand
  • 2.48% Netherlands
  • 2.18% Ireland

Holdings by sector

  • 43.1% Government Bonds
  • 37.5% Investment Grade Corporate Bonds
  • 7% Mortgage & Secured Bonds
  • 5.2% Fixed Interest
  • 5% Government Agency Bonds
  • 1.5% Asset/Mortgage-Backed Securities
  • 0.7% Money Market

Holdings by asset type

  • 25.42% Italian Fixed Interest
  • 15.19% Spanish Fixed Interest
  • 11.72% French Fixed Interest
  • 9.04% German Fixed Interest
  • 8.54% UK Fixed Interest
  • 5.16% Global Fixed Interest
  • 5.06% US Fixed Interest
  • 2.88% New Zealand Fixed Interest
  • 2.48% Dutch Fixed Interest
  • 2.18% Irish Fixed Interest

Individual holdings

  • 10.9% ITALY(REPUBLIC OF) 3.5% BDS 01/06/18 USD1000
  • 5.7% SPAIN 4.1%/08-30.07.2018
  • 4.7% SPAIN(KINGDOM OF) 4.5% BDS 31/01/18 EUR1000
  • 4.3% GERMANY(FEDERAL REPUBLIC OF) 1.75% BDS 04/07/22 EUR0.01
  • 3.8% ITALY(REPUBLIC OF) 0.45% BDS 01/06/21 EUR1000
  • 3.1% ITALY(REPUBLIC OF) 4.5% TB 01/02/18 EUR1000
  • 2.6% FGP TOPCO 4.600 15/02/18
  • 2.1% GOVERNMENT OF SPAIN 5.85% 31/01/22
  • 2% AIRBUS 5.50% 25/09/18
  • 1.9% EUROPEAN INVESTMENT BANK 3.63% 15/01/21