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

-0.07 %

1 Year rank in sector

39/56

Sector

FO Fixed Int - EUR Corporate Bond

Yield
-
Fund size

£ 91.5 m

FE Risk score

73

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    21.75%
  • France
    17.81%
  • UK
    13.48%
  • Germany
    6.99%
  • Italy
    6.4%
  • Financials
    44.8%
  • Communications
    10.9%
  • Non-Cyclical Consumer Goods
    9.3%
  • Cyclical Consumer Goods
    7.8%
  • Utilities
    7.6%
  • US Fixed Interest
    21.75%
  • French Fixed Interest
    17.81%
  • UK Fixed Interest
    13.48%
  • German Fixed Interest
    6.99%
  • Italian Fixed Interest
    6.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.39 %1.32 %-0.07 %5.5 %16.83 %
Sector0.58 %2.16 %1.3 %7.7 %20.52 %
Rank within sector48 / 5939 / 5739 / 5644 / 5538 / 47
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Calendar performance

YTD-20172016201520142013
Fund1.59 %3.28 %-1.15 %7.49 %1.78 %
Sector2.38 %4.74 %-1.02 %6.9 %2.24 %
Rank within sector38 / 5747 / 5636 / 5628 / 5236 / 49
Quartile th3 rd4 th3 rd3 rd3 rd

Risk statistics

Alpha-0.54
Beta0.97
Sharpe-0
Volatility3.04
Tracking error0.7
Information ratio-0.88
R-Squared0.95

Price movement

52 week high15.4
52 week low14.93
Current bid price0
Current offer price0
Current mid price15.34

Holdings by region

  • 21.75% USA
  • 17.81% France
  • 13.48% UK
  • 6.99% Germany
  • 6.4% Italy
  • 5.61% Spain
  • 4.92% Switzerland
  • 3.84% Netherlands
  • 3.25% Australia
  • 2.85% Sweden

Holdings by sector

  • 44.8% Financials
  • 10.9% Communications
  • 9.3% Non-Cyclical Consumer Goods
  • 7.8% Cyclical Consumer Goods
  • 7.6% Utilities
  • 4.6% Capital Goods
  • 4.6% Energy
  • 4.1% Basic Industries
  • 3.6% Transport
  • 1.6% Money Market

Holdings by asset type

  • 21.75% US Fixed Interest
  • 17.81% French Fixed Interest
  • 13.48% UK Fixed Interest
  • 6.99% German Fixed Interest
  • 6.4% Italian Fixed Interest
  • 5.61% Spanish Fixed Interest
  • 4.92% Swiss Fixed Interest
  • 3.84% Dutch Fixed Interest
  • 3.25% Australian Fixed Interest
  • 2.85% 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% DANAHER 1.70% 04/01/22
  • 0.8% CREDIT AGRICOLE (LONDON) 2.375% BDS 20/05/24 EUR100000
  • 0.8% TEVA PHARMACEUTICAL 1.25% 31/03/23