Fact sheet: JPM Gbl Aggregate Bd

Fund information

Fund name
JPM Global Aggregate Bond A Inc NAV
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Iain Stealey
since 29/03/2010
Linda Raggi
since 04/09/2013
Fund objective
To achieve a return in excess of global bond markets by investing primarily in global investment grade debt securities, using financial derivative instruments where appropriate.
Benchmark
Bloomberg Barclays Global Aggregate
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.39 %

1 Year rank in sector

204/308

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 186.7 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    30.31%
  • Japan
    15.91%
  • UK
    11.78%
  • Italy
    6.04%
  • Luxembourg
    5.14%
  • Government Bonds
    54.4%
  • Investment Grade Corporate Bonds
    19.5%
  • Mortgage & Secured Bonds
    17.4%
  • High Yield Bond
    3.6%
  • Fixed Interest
    2.5%
  • US Fixed Interest
    30.31%
  • Japanese Fixed Interest
    15.91%
  • UK Fixed Interest
    11.78%
  • Italian Fixed Interest
    6.04%
  • Luxembourg Fixed Interest
    5.14%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.88 %3.05 %0.39 %1.05 %0.43 %
Sector0.15 %1.7 %1.9 %6.27 %9.28 %
Rank within sector314 / 34592 / 331204 / 308198 / 252146 / 188
Quartile th4 th2 nd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund5.58 %1.65 %-3.9 %0.89 %-3.06 %
Sector3.52 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector87 / 317208 / 285197 / 256169 / 219127 / 196
Quartile th2 nd3 rd4 th4 th3 rd

Risk statistics

Alpha-1.61
Beta1.19
Sharpe-0
Volatility4.7
Tracking error3.52
Information ratio-0.37
R-Squared0.45

Price movement

52 week high12.72
52 week low11.68
Current bid price0
Current offer price0
Current mid price12.38

Holdings by region

  • 30.31% USA
  • 15.91% Japan
  • 11.78% UK
  • 6.04% Italy
  • 5.14% Luxembourg
  • 5.04% Germany
  • 3.83% France
  • 3.63% Canada
  • 2.82% Australia
  • 2.52% International

Holdings by sector

  • 54.4% Government Bonds
  • 19.5% Investment Grade Corporate Bonds
  • 17.4% Mortgage & Secured Bonds
  • 3.6% High Yield Bond
  • 2.5% Fixed Interest
  • 1.8% Government Agency Bonds
  • 1.5% Asset/Mortgage-Backed Securities
  • -0.7% Money Market

Holdings by asset type

  • 30.31% US Fixed Interest
  • 15.91% Japanese Fixed Interest
  • 11.78% UK Fixed Interest
  • 6.04% Italian Fixed Interest
  • 5.14% Luxembourg Fixed Interest
  • 5.04% German Fixed Interest
  • 3.83% French Fixed Interest
  • 3.63% Canadian Fixed Interest
  • 2.82% Australian Fixed Interest
  • 2.42% New Zealand Fixed Interest

Individual holdings

  • 6% HM TREASURY UNITED KINGDOM DMO 4.25% GILT 7/12/2027
  • 3% JAPAN(GOVERNMENT OF) 0.1% BDS 20/09/26 JPY50000 344
  • 2.6% JAPAN(GOVERNMENT OF) 0.1% BDS 15/08/18 JPY50000
  • 2.6% JAPAN(GOVERNMENT OF) 2.5% BDS 20/09/35 JPY100000000
  • 2.1% AUSTRALIA(COMMONWEALTH OF) 4.25% TB 21/04/26 AUD100 (CDI)
  • 1.9% GOVERNMENT OF ITALY 1.25% 01/12/26
  • 1.7% GERMANY(FEDERAL REPUBLIC OF) 3.25% BDS 04/07/42 EUR1000
  • 1.5% GERMANY(FEDERAL REPUBLIC OF) 0.5% BDS 15/02/26 EUR0.01
  • 1.4% FRANCE(GOVT OF) 0.25% BDS 25/11/26 EUR1
  • 1.3% ITALY(REPUBLIC OF) 0.65% BDS 01/11/20 EUR1000