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

0.92 %

1 Year rank in sector

44/66

Sector

FO Fixed Int - EUR Corporate Bond

Yield
-
Fund size

£ 91.3 m

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    22.26%
  • France
    16.94%
  • UK
    12.97%
  • Germany
    6.39%
  • Italy
    6.39%
  • Financials
    44.5%
  • Non-Cyclical Consumer Goods
    10.2%
  • Communications
    9.8%
  • Cyclical Consumer Goods
    7.5%
  • Utilities
    6.9%
  • US Fixed Interest
    22.26%
  • French Fixed Interest
    16.94%
  • UK Fixed Interest
    12.97%
  • German Fixed Interest
    6.39%
  • Italian Fixed Interest
    6.39%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.52 %1.38 %0.92 %5.77 %16.14 %
Sector0.6 %2.01 %1.85 %7.92 %18.95 %
Rank within sector48 / 6945 / 6644 / 6647 / 6339 / 53
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund1.99 %3.28 %-1.15 %7.49 %1.78 %
Sector2.78 %4.74 %-1.02 %6.9 %2.24 %
Rank within sector44 / 6654 / 6540 / 6332 / 5939 / 54
Quartile th3 rd4 th3 rd3 rd3 rd

Risk statistics

Alpha-0.61
Beta0.97
Sharpe-0
Volatility3.01
Tracking error0.69
Information ratio-1
R-Squared0.95

Price movement

52 week high15.41
52 week low14.93
Current bid price0
Current offer price0
Current mid price15.4

Holdings by region

  • 22.26% USA
  • 16.94% France
  • 12.97% UK
  • 6.39% Germany
  • 6.39% Italy
  • 5.81% Spain
  • 4.84% Switzerland
  • 3.78% Netherlands
  • 3.58% Luxembourg
  • 3.2% Money Market

Holdings by sector

  • 44.5% Financials
  • 10.2% Non-Cyclical Consumer Goods
  • 9.8% Communications
  • 7.5% Cyclical Consumer Goods
  • 6.9% Utilities
  • 4.8% Capital Goods
  • 4.7% Energy
  • 3.9% Transport
  • 3.4% Basic Industries
  • 3.2% Money Market

Holdings by asset type

  • 22.26% US Fixed Interest
  • 16.94% French Fixed Interest
  • 12.97% UK Fixed Interest
  • 6.39% German Fixed Interest
  • 6.39% Italian Fixed Interest
  • 5.81% Spanish Fixed Interest
  • 4.84% Swiss Fixed Interest
  • 3.78% Dutch Fixed Interest
  • 3.58% Luxembourg Fixed Interest
  • 3.2% Money Market

Individual holdings

  • 1.2% CREDIT MUTUEL-CIC 2.63% 24/02/21
  • 1.1% BNP PARIBAS 1.125% MTN 15/01/23 EUR1000
  • 1.1% FCA CAPITAL IRELAND PLC 1.375% BDS 17/04/20 EUR100000
  • 1.1% ORANGE SA 3.875% BDS 14/01/21 EUR50000
  • 1% CREDIT SUISSE 1.38% 31/01/22
  • 1% MORGAN STANLEY & CO INTERNATIONAL 2.375% SRN 31/03/21 EUR1000
  • 1% TOTAL 2.25% 29/12/99
  • 0.9% CREDIT AGRICOLE (LONDON) 2.375% BDS 20/05/24 EUR100000
  • 0.9% DANAHER 1.70% 04/01/22
  • 0.8% TEVA PHARMACEUTICAL 1.25% 31/03/23