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

-0.93 %

1 Year rank in sector

31/37

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 18.8 m

FE Risk score

4

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    25.74%
  • Spain
    14.16%
  • France
    11.78%
  • Germany
    8.71%
  • UK
    8.51%
  • Government Bonds
    43.5%
  • Investment Grade Corporate Bonds
    36.7%
  • Mortgage & Secured Bonds
    7.1%
  • Fixed Interest
    5.2%
  • Government Agency Bonds
    5.1%
  • Italian Fixed Interest
    25.74%
  • Spanish Fixed Interest
    14.16%
  • French Fixed Interest
    11.78%
  • German Fixed Interest
    8.71%
  • UK Fixed Interest
    8.51%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.05 %-0.2 %-0.93 %-1.9 %0.66 %
Sector0.05 %0.25 %-0.14 %2.16 %6.76 %
Rank within sector35 / 3832 / 3731 / 3735 / 3525 / 28
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-0.68 %-0.55 %-0.61 %0.98 %1.16 %
Sector0.06 %1.15 %0.21 %3.37 %0.95 %
Rank within sector33 / 3734 / 3633 / 3523 / 2918 / 28
Quartile th4 th4 th4 th4 th3 rd

Risk statistics

Alpha-1.03
Beta0.51
Sharpe-0
Volatility0.57
Tracking error0.54
Information ratio-2.47
R-Squared0.79

Price movement

52 week high107.66
52 week low106.6
Current bid price0
Current offer price0
Current mid price106.65

Holdings by region

  • 25.74% Italy
  • 14.16% Spain
  • 11.78% France
  • 8.71% Germany
  • 8.51% UK
  • 5.15% International
  • 5.15% USA
  • 2.97% New Zealand
  • 2.48% Netherlands
  • 2.28% Ireland

Holdings by sector

  • 43.5% Government Bonds
  • 36.7% Investment Grade Corporate Bonds
  • 7.1% Mortgage & Secured Bonds
  • 5.2% Fixed Interest
  • 5.1% Government Agency Bonds
  • 1.4% Asset/Mortgage-Backed Securities
  • 1% Money Market

Holdings by asset type

  • 25.74% Italian Fixed Interest
  • 14.16% Spanish Fixed Interest
  • 11.78% French Fixed Interest
  • 8.71% German Fixed Interest
  • 8.51% UK Fixed Interest
  • 5.15% Global Fixed Interest
  • 5.15% US Fixed Interest
  • 2.97% New Zealand Fixed Interest
  • 2.48% Dutch Fixed Interest
  • 2.28% Irish Fixed Interest

Individual holdings

  • 11% ITALY(REPUBLIC OF) 3.5% BDS 01/06/18 USD1000
  • 5.7% SPAIN 4.1%/08-30.07.2018
  • 4.8% SPAIN(KINGDOM OF) 4.5% BDS 31/01/18 EUR1000
  • 3.9% 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