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

2.59 %

1 Year rank in sector

42/65

Sector

FO Fixed Int - EUR Corporate Bond

Yield
-
Fund size

£ 88.8 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    22.45%
  • France
    16.14%
  • UK
    12.25%
  • Spain
    7.48%
  • Germany
    7.29%
  • Financials
    44%
  • Non-Cyclical Consumer Goods
    10.2%
  • Communications
    9.8%
  • Cyclical Consumer Goods
    7.6%
  • Utilities
    7.5%
  • US Fixed Interest
    22.45%
  • French Fixed Interest
    16.14%
  • UK Fixed Interest
    12.25%
  • Spanish Fixed Interest
    7.48%
  • German Fixed Interest
    7.29%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.19 %1.11 %2.59 %3.56 %14.39 %
Sector-0.22 %1.43 %3.14 %6.26 %16.76 %
Rank within sector31 / 6843 / 6742 / 6552 / 6340 / 53
Quartile th2 nd3 rd3 rd4 th4 th

Calendar performance

YTD-20182017201620152014
Fund0.13 %1.99 %3.28 %-1.15 %7.49 %
Sector0.07 %2.87 %4.74 %-1.02 %6.9 %
Rank within sector25 / 6844 / 6554 / 6440 / 6334 / 58
Quartile th2 nd3 rd4 th3 rd3 rd

Risk statistics

Alpha-0.74
Beta0.97
Sharpe-0
Volatility3.07
Tracking error0.7
Information ratio-1.13
R-Squared0.95

Price movement

52 week high15.53
52 week low14.99
Current bid price0
Current offer price0
Current mid price15.42

Holdings by region

  • 22.45% USA
  • 16.14% France
  • 12.25% UK
  • 7.48% Spain
  • 7.29% Germany
  • 6.51% Italy
  • 5.05% Switzerland
  • 3.6% Netherlands
  • 2.8% Money Market
  • 2.53% Sweden

Holdings by sector

  • 44% Financials
  • 10.2% Non-Cyclical Consumer Goods
  • 9.8% Communications
  • 7.6% Cyclical Consumer Goods
  • 7.5% Utilities
  • 4.6% Energy
  • 4.5% Capital Goods
  • 3.9% Transport
  • 3.8% Basic Industries
  • 2.8% Money Market

Holdings by asset type

  • 22.45% US Fixed Interest
  • 16.14% French Fixed Interest
  • 12.25% UK Fixed Interest
  • 7.48% Spanish Fixed Interest
  • 7.29% German Fixed Interest
  • 6.51% Italian Fixed Interest
  • 5.05% Swiss Fixed Interest
  • 3.6% Dutch Fixed Interest
  • 2.8% Money Market
  • 2.53% Swedish Fixed Interest

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
  • 1.1% MORGAN STANLEY & CO INTERNATIONAL 2.375% SRN 31/03/21 EUR1000
  • 1.1% TOTAL 2.30% 29/12/99
  • 1% AXA 5.125% BDS 04/07/43 EUR100000
  • 1% BRITISH AMERICAN TOBACCO 2.40% 19/01/23
  • 1% CREDIT SUISSE 1.40% 31/01/22
  • 0.9% CREDIT AGRICOLE 2.40% 20/05/24
  • 0.9% DANAHER 1.70% 04/01/22