Fact sheet: JPM Gbl Abs Rtn Bd

Fund information

Fund name
JPM Global Absolute Return Bond D Acc NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Bob Michele
since 01/07/2010
Fund objective
To achieve a return in excess of cash with low volatility, by investing in a diversified portfolio of debt securities, using financial derivative instruments where appropriate.
Benchmark
EONIA
Investment style
Absolute Return
Investment method
Fixed Interest

Quick stats

1 Year return

-0.09 %

1 Year rank in sector

105/138

Sector

FO Absolute Return

Yield
-
Fund size

£ 72.1 m

FE Risk score

88

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    55.59%
  • Money Market
    19.9%
  • Japan
    16.26%
  • Luxembourg
    5.77%
  • Slovenia
    1.04%
  • Asset/Mortgage-Backed Securities
    41.2%
  • Government Agency Bonds
    26%
  • Money Market
    19.9%
  • Mortgage & Secured Bonds
    7.1%
  • Convertibles
    1.3%
  • US Fixed Interest
    62.82%
  • Japanese Fixed Interest
    17.68%
  • Money Market
    15%
  • American Emerging Fixed Interest
    1.53%
  • UK Fixed Interest
    1.11%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.19 %-1.42 %-0.09 %-1.36 %-1.72 %
Sector0.25 %1.12 %2.5 %3.18 %9.49 %
Rank within sector119 / 154137 / 151105 / 13875 / 9858 / 65
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-1.13 %0.74 %-0.72 %-0.07 %-0.99 %
Sector2.28 %0.66 %0.69 %1.2 %3.58 %
Rank within sector128 / 14663 / 12963 / 11158 / 8758 / 70
Quartile th4 th2 nd3 rd3 rd4 th

Risk statistics

Alpha-0.26
Beta0.02
Sharpe-0
Volatility1.08
Tracking error2.07
Information ratio-0.64
R-Squared0

Price movement

52 week high102.2
52 week low100.11
Current bid price0
Current offer price0
Current mid price100.37

Holdings by region

  • 55.59% USA
  • 19.9% Money Market
  • 16.26% Japan
  • 5.77% Luxembourg
  • 1.04% Slovenia
  • 0.32% Sweden
  • 0.24% Australia
  • 0.24% Others
  • 0.24% UK
  • 0.16% Italy

Holdings by sector

  • 41.2% Asset/Mortgage-Backed Securities
  • 26% Government Agency Bonds
  • 19.9% Money Market
  • 7.1% Mortgage & Secured Bonds
  • 1.3% Convertibles
  • 1.3% Debt
  • 1.3% High Yield Bond
  • 1.2% Investment Grade Corporate Bonds
  • 0.5% Currency
  • 0.2% Local Government Bonds

Holdings by asset type

  • 62.82% US Fixed Interest
  • 17.68% Japanese Fixed Interest
  • 15% Money Market
  • 1.53% American Emerging Fixed Interest
  • 1.11% UK Fixed Interest
  • 0.77% French Fixed Interest
  • 0.34% Swedish Fixed Interest
  • 0.17% Canadian Fixed Interest
  • 0.17% Global Fixed Interest
  • 0.17% Italian Fixed Interest

Individual holdings

  • 2.4% US TREASURY 0.13% 15/04/19
  • 2.2% JAPAN(GOVERNMENT OF) 0.1% BDS 15/12/18 JPY50000
  • 2.2% JAPAN(GOVERNMENT OF) 0.7% BDS 20/03/37 JPY1000
  • 1.6% SLOVENIA(REP OF) 1.75% NTS 03/11/40 EUR1000
  • 1.4% UBS 4.75% 22/05/23
  • 1.1% JAPAN(GOVERNMENT OF) 0.1% BDS 15/11/18 JPY50000
  • 0.8% AMERICAN EXPRESS 1.43% 15/06/20
  • 0.8% NISSAN AUTO 1.34% 16/03/20
  • 0.7% COMM 2016-COR1 MORTGAGE TRUST 3.09% 10/10/49
  • 0.7% FORD MOTOR 1.41% 15/02/20