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)
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

4.95 %

1 Year rank in sector

107/298

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
    31.28%
  • Japan
    16.17%
  • UK
    12.24%
  • Italy
    8.94%
  • Germany
    5.11%
  • Government Bonds
    53.6%
  • Mortgage & Secured Bonds
    23.2%
  • Investment Grade Corporate Bonds
    19.3%
  • High Yield Bond
    4.7%
  • Fixed Interest
    2.5%
  • US Fixed Interest
    31.28%
  • Japanese Fixed Interest
    16.17%
  • UK Fixed Interest
    12.24%
  • Italian Fixed Interest
    8.94%
  • German Fixed Interest
    5.11%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.32 %2.45 %4.95 %3.22 %1.72 %
Sector0.01 %1.37 %3.94 %6.49 %9.25 %
Rank within sector74 / 33964 / 323107 / 298169 / 239136 / 174
Quartile th1 st1 st2 nd3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund5.84 %1.65 %-3.9 %0.89 %-3.06 %
Sector3.42 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector78 / 306204 / 273193 / 241162 / 205119 / 180
Quartile th2 nd3 rd4 th4 th3 rd

Risk statistics

Alpha-1.59
Beta1.19
Sharpe-0
Volatility4.7
Tracking error3.52
Information ratio-0.36
R-Squared0.45

Price movement

52 week high12.72
52 week low11.68
Current bid price0
Current offer price0
Current mid price12.41

Holdings by region

  • 31.28% USA
  • 16.17% Japan
  • 12.24% UK
  • 8.94% Italy
  • 5.11% Germany
  • 4.04% Canada
  • 3.51% France
  • 3.09% Australia
  • 2.77% Spain
  • 2.66% International

Holdings by sector

  • 53.6% Government Bonds
  • 23.2% Mortgage & Secured Bonds
  • 19.3% Investment Grade Corporate Bonds
  • 4.7% High Yield Bond
  • 2.5% Fixed Interest
  • 1.6% Government Agency Bonds
  • 1.5% Asset/Mortgage-Backed Securities
  • -6.4% Money Market

Holdings by asset type

  • 31.28% US Fixed Interest
  • 16.17% Japanese Fixed Interest
  • 12.24% UK Fixed Interest
  • 8.94% Italian Fixed Interest
  • 5.11% German Fixed Interest
  • 4.04% Canadian Fixed Interest
  • 3.51% French Fixed Interest
  • 3.09% Australian Fixed Interest
  • 2.77% Spanish Fixed Interest
  • 2.66% New Zealand Fixed Interest

Individual holdings

  • 4% FNMA 3.50% 01/10/47
  • 3.8% UK TREASURY 4.30% 07/12/27
  • 2.9% 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% GOVERNMENT OF ITALY 0.80% 15/01/18
  • 2.5% JAPAN(GOVERNMENT OF) 0.1% BDS 15/08/18 JPY50000
  • 2.3% FNMA 3.00% 01/10/47
  • 2.1% GOVERNMENT OF AUSTRALIA 4.30% 21/04/26
  • 2% HM TREASURY UNITED KINGDOM DMO 4.5% GILT 7/9/2034 GBP0.01
  • 1.8% GOVERNMENT OF ITALY 1.30% 01/12/26