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

-0.13 %

1 Year rank in sector

42/56

Sector

FO Fixed Int - EUR Corporate Bond

Yield
-
Fund size

£ 91.3 m

FE Risk score

72

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    20.21%
  • France
    18.37%
  • UK
    12.47%
  • Italy
    6.77%
  • Germany
    6.38%
  • Financials
    43.2%
  • Communications
    10.4%
  • Non-Cyclical Consumer Goods
    9.9%
  • Cyclical Consumer Goods
    7.6%
  • Utilities
    7.2%
  • US Fixed Interest
    20.21%
  • French Fixed Interest
    18.37%
  • UK Fixed Interest
    12.47%
  • Italian Fixed Interest
    6.77%
  • German Fixed Interest
    6.38%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.13 %1.67 %-0.13 %5.83 %17.38 %
Sector-0.09 %1.88 %1.44 %7.66 %21.01 %
Rank within sector14 / 5832 / 5742 / 5642 / 5537 / 45
Quartile th1 st3 rd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund1.06 %3.28 %-1.15 %7.49 %1.78 %
Sector1.62 %4.74 %-1.02 %6.9 %2.24 %
Rank within sector35 / 5747 / 5636 / 5628 / 5235 / 49
Quartile th3 rd4 th3 rd3 rd3 rd

Risk statistics

Alpha-0.54
Beta0.97
Sharpe-0
Volatility3.02
Tracking error0.7
Information ratio-0.86
R-Squared0.95

Price movement

52 week high15.4
52 week low14.93
Current bid price0
Current offer price0
Current mid price15.26

Holdings by region

  • 20.21% USA
  • 18.37% France
  • 12.47% UK
  • 6.77% Italy
  • 6.38% Germany
  • 4.74% Switzerland
  • 4.54% Spain
  • 4.16% Luxembourg
  • 4.06% Netherlands
  • 3.3% Money Market

Holdings by sector

  • 43.2% Financials
  • 10.4% Communications
  • 9.9% Non-Cyclical Consumer Goods
  • 7.6% Cyclical Consumer Goods
  • 7.2% Utilities
  • 5.2% Energy
  • 4.7% Capital Goods
  • 3.8% Basic Industries
  • 3.3% Money Market
  • 3.3% Transport

Holdings by asset type

  • 20.21% US Fixed Interest
  • 18.37% French Fixed Interest
  • 12.47% UK Fixed Interest
  • 6.77% Italian Fixed Interest
  • 6.38% German Fixed Interest
  • 4.74% Swiss Fixed Interest
  • 4.54% Spanish Fixed Interest
  • 4.16% Luxembourg Fixed Interest
  • 4.06% Dutch Fixed Interest
  • 3.3% Money Market

Individual holdings

  • 1.3% TOTAL 2.25% 29/12/99
  • 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
  • 0.9% ANHEUSER-BUSCH INBEV SA/NV 1.5% NTS 17/03/25 EUR1000
  • 0.9% DANAHER 1.70% 04/01/22
  • 0.9% INTESA SANPAOLO 3.00% 28/01/19