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
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

0.33 %

1 Year rank in sector

39/58

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
    22.87%
  • France
    17.52%
  • UK
    13.07%
  • Germany
    7.43%
  • Italy
    6.53%
  • Financials
    44.4%
  • Communications
    10.9%
  • Non-Cyclical Consumer Goods
    10.1%
  • Cyclical Consumer Goods
    7.8%
  • Utilities
    7.1%
  • US Fixed Interest
    22.87%
  • French Fixed Interest
    17.52%
  • UK Fixed Interest
    13.07%
  • German Fixed Interest
    7.43%
  • Italian Fixed Interest
    6.53%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.2 %1.79 %0.33 %4.86 %16.59 %
Sector-0.16 %2.24 %1.5 %7.11 %19.4 %
Rank within sector50 / 6040 / 5839 / 5844 / 5534 / 47
Quartile th4 th3 rd3 rd4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund1.46 %3.28 %-1.15 %7.49 %1.78 %
Sector2.2 %4.74 %-1.02 %6.9 %2.24 %
Rank within sector38 / 5847 / 5736 / 5627 / 5236 / 49
Quartile th3 rd4 th3 rd3 rd3 rd

Risk statistics

Alpha-0.6
Beta0.97
Sharpe-0
Volatility3
Tracking error0.7
Information ratio-0.98
R-Squared0.95

Price movement

52 week high15.37
52 week low14.93
Current bid price0
Current offer price0
Current mid price15.32

Holdings by region

  • 22.87% USA
  • 17.52% France
  • 13.07% UK
  • 7.43% Germany
  • 6.53% Italy
  • 5.74% Spain
  • 4.95% Switzerland
  • 3.86% Netherlands
  • 3.37% Australia
  • 2.77% Sweden

Holdings by sector

  • 44.4% Financials
  • 10.9% Communications
  • 10.1% Non-Cyclical Consumer Goods
  • 7.8% Cyclical Consumer Goods
  • 7.1% Utilities
  • 5.2% Capital Goods
  • 4.7% Energy
  • 4% Basic Industries
  • 3.7% Transport
  • 1% Money Market

Holdings by asset type

  • 22.87% US Fixed Interest
  • 17.52% French Fixed Interest
  • 13.07% UK Fixed Interest
  • 7.43% German Fixed Interest
  • 6.53% Italian Fixed Interest
  • 5.74% Spanish Fixed Interest
  • 4.95% Swiss Fixed Interest
  • 3.86% Dutch Fixed Interest
  • 3.37% Australian Fixed Interest
  • 2.77% Swedish Fixed Interest

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