Fact sheet: JPM Gbl Aggregate Bd

Fund information

Fund name
JPM Global Aggregate Bond A Dist NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Linda Raggi
since 04/09/2013
Iain Stealey
since 29/03/2010
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

6.08 %

1 Year rank in sector

81/305

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 154.5 m

FE Risk score

82

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    34.3%
  • Japan
    14.98%
  • UK
    12.6%
  • Italy
    8.06%
  • Canada
    3.82%
  • Government Bonds
    49.6%
  • Mortgage & Secured Bonds
    23.4%
  • Investment Grade Corporate Bonds
    20.5%
  • High Yield Bond
    4.7%
  • Fixed Interest
    2.5%
  • US Fixed Interest
    34.3%
  • Japanese Fixed Interest
    14.98%
  • UK Fixed Interest
    12.6%
  • Italian Fixed Interest
    8.06%
  • Canadian Fixed Interest
    3.82%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.89 %1.7 %6.08 %3.47 %1.31 %
Sector0.34 %0.91 %4.09 %6.88 %8.89 %
Rank within sector45 / 34281 / 32781 / 305176 / 242139 / 178
Quartile th1 st1 st2 nd3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund6.35 %1.65 %-3.9 %0.89 %-3.06 %
Sector3.66 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector73 / 305205 / 273195 / 242164 / 207119 / 180
Quartile th1 st4 th4 th4 th3 rd

Risk statistics

Alpha-1.16
Beta1.19
Sharpe-0
Volatility4.73
Tracking error3.57
Information ratio-0.24
R-Squared0.44

Price movement

52 week high12.72
52 week low11.68
Current bid price0
Current offer price0
Current mid price12.47

Holdings by region

  • 34.3% USA
  • 14.98% Japan
  • 12.6% UK
  • 8.06% Italy
  • 3.82% Canada
  • 3.72% France
  • 3.2% Australia
  • 2.79% New Zealand
  • 2.69% Spain
  • 2.58% International

Holdings by sector

  • 49.6% Government Bonds
  • 23.4% Mortgage & Secured Bonds
  • 20.5% Investment Grade Corporate Bonds
  • 4.7% High Yield Bond
  • 2.5% Fixed Interest
  • 1.3% Government Agency Bonds
  • 1.2% Asset/Mortgage-Backed Securities
  • 0.1% Mutual Funds
  • -3.3% Money Market

Holdings by asset type

  • 34.3% US Fixed Interest
  • 14.98% Japanese Fixed Interest
  • 12.6% UK Fixed Interest
  • 8.06% Italian Fixed Interest
  • 3.82% Canadian Fixed Interest
  • 3.72% French Fixed Interest
  • 3.2% Australian Fixed Interest
  • 2.79% New Zealand Fixed Interest
  • 2.69% Spanish Fixed Interest
  • 2.58% Global Fixed Interest

Individual holdings

  • 4.5% UK TREASURY 4.30% 07/12/27
  • 2.8% JAPAN(GOVERNMENT OF) 0.1% BDS 20/09/26 JPY50000 344
  • 2.6% JAPAN(GOVERNMENT OF) 2.5% BDS 20/09/35 JPY100000000
  • 2.5% FNMA 3.00% 01/11/47
  • 2.2% GOVERNMENT OF ITALY 1.30% 01/12/26
  • 2.1% GOVERNMENT OF AUSTRALIA 4.30% 21/04/26
  • 2.1% GOVERNMENT OF ITALY 0.80% 15/01/18
  • 2% HM TREASURY UNITED KINGDOM DMO 4.5% GILT 7/9/2034 GBP0.01
  • 1.8% FNMA 3.50% 01/10/47
  • 1.8% JAPAN(GOVERNMENT OF) 0.1% BDS 15/08/18 JPY50000