Fact sheet: JPM Euro Corporate Bond

Fund information

Fund name
JPM Euro Corporate Bond D NAV EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Andreas Michalitsianos
since 01/08/2016
Usman Naeem
since 01/08/2016
Fund objective
To achieve a return in excess of EUR-denominated corporate bond markets by investing primarily in investment grade EUR-denominated corporate debt securities, using financial derivative instruments where appropriate.
Benchmark
Bloomberg Barclays Euro-Aggregate: Corporates Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

3.07 %

1 Year rank in sector

43/65

Sector

FO Fixed Int - EUR Corporate Bond

Yield
-
Fund size

£ 89.8 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    22.94%
  • France
    15.65%
  • UK
    13.22%
  • Italy
    7.29%
  • Germany
    7%
  • Financials
    43%
  • Non-Cyclical Consumer Goods
    10.7%
  • Communications
    9.5%
  • Utilities
    7.9%
  • Cyclical Consumer Goods
    7.5%
  • US Fixed Interest
    22.94%
  • French Fixed Interest
    15.65%
  • UK Fixed Interest
    13.22%
  • Italian Fixed Interest
    7.29%
  • German Fixed Interest
    7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.39 %1.71 %3.07 %5.1 %15.64 %
Sector0.4 %2.08 %3.91 %7.39 %18.35 %
Rank within sector31 / 6848 / 6643 / 6551 / 6239 / 52
Quartile th2 nd3 rd3 rd4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund2.32 %3.28 %-1.15 %7.49 %1.78 %
Sector3.1 %4.74 %-1.02 %6.9 %2.24 %
Rank within sector43 / 6554 / 6439 / 6233 / 5838 / 52
Quartile th3 rd4 th3 rd3 rd3 rd

Risk statistics

Alpha-0.57
Beta0.97
Sharpe-0
Volatility3.07
Tracking error0.71
Information ratio-0.9
R-Squared0.95

Price movement

52 week high15.53
52 week low14.93
Current bid price0
Current offer price0
Current mid price15.45

Holdings by region

  • 22.94% USA
  • 15.65% France
  • 13.22% UK
  • 7.29% Italy
  • 7% Germany
  • 6.8% Spain
  • 4.86% Switzerland
  • 3.89% Luxembourg
  • 3.11% Netherlands
  • 2.8% Money Market

Holdings by sector

  • 43% Financials
  • 10.7% Non-Cyclical Consumer Goods
  • 9.5% Communications
  • 7.9% Utilities
  • 7.5% Cyclical Consumer Goods
  • 5% Energy
  • 4.9% Capital Goods
  • 3.7% Basic Industries
  • 3.7% Transport
  • 2.8% Money Market

Holdings by asset type

  • 22.94% US Fixed Interest
  • 15.65% French Fixed Interest
  • 13.22% UK Fixed Interest
  • 7.29% Italian Fixed Interest
  • 7% German Fixed Interest
  • 6.8% Spanish Fixed Interest
  • 4.86% Swiss Fixed Interest
  • 3.89% Luxembourg Fixed Interest
  • 3.11% Dutch Fixed Interest
  • 2.8% Money Market

Individual holdings

  • 1.2% CREDIT MUTUEL-CIC 2.60% 24/02/21
  • 1.1% BNP PARIBAS 1.10% 15/01/23
  • 1.1% FCA BANK 1.40% 17/04/20
  • 1% BRITISH AMERICAN TOBACCO 2.40% 19/01/23
  • 1% CREDIT SUISSE 1.40% 31/01/22
  • 1% MORGAN STANLEY & CO INTERNATIONAL 2.375% SRN 31/03/21 EUR1000
  • 1% TOTAL 2.30% 29/12/99
  • 0.9% CREDIT AGRICOLE 2.40% 20/05/24
  • 0.9% DANAHER 1.70% 04/01/22
  • 0.9% TEVA PHARMACEUTICAL 1.30% 31/03/23