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
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

Quick stats

1 Year return

-1.29 %

1 Year rank in sector

252/305

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 167.8 m

FE Risk score

74

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    32.82%
  • Japan
    15.92%
  • UK
    9.9%
  • Italy
    5.73%
  • Luxembourg
    4.27%
  • Government Bonds
    52.9%
  • Investment Grade Corporate Bonds
    18.4%
  • Mortgage & Secured Bonds
    15.3%
  • High Yield Bond
    4%
  • Fixed Interest
    3%
  • US Fixed Interest
    32.82%
  • Japanese Fixed Interest
    15.92%
  • UK Fixed Interest
    9.9%
  • Italian Fixed Interest
    5.73%
  • Luxembourg Fixed Interest
    4.27%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.82 %4.66 %-1.13 %-1.54 %3.12 %
Sector0.1 %2.61 %2.18 %5.48 %10.64 %
Rank within sector67 / 33979 / 329252 / 305215 / 260137 / 187
Quartile th1 st1 st4 th4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund4.66 %1.65 %-3.9 %0.89 %-3.06 %
Sector2.81 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector87 / 325213 / 292206 / 267177 / 232132 / 204
Quartile th2 nd3 rd4 th4 th3 rd

Risk statistics

Alpha-2.68
Beta1.23
Sharpe-0
Volatility4.87
Tracking error3.59
Information ratio-0.66
R-Squared0.47

Price movement

52 week high13.06
52 week low11.68
Current bid price0
Current offer price0
Current mid price12.36

Holdings by region

  • 32.82% USA
  • 15.92% Japan
  • 9.9% UK
  • 5.73% Italy
  • 4.27% Luxembourg
  • 3.79% France
  • 3.69% Canada
  • 3.5% Germany
  • 2.91% International
  • 2.9% Money Market

Holdings by sector

  • 52.9% Government Bonds
  • 18.4% Investment Grade Corporate Bonds
  • 15.3% Mortgage & Secured Bonds
  • 4% High Yield Bond
  • 3% Fixed Interest
  • 2.9% Money Market
  • 1.7% Government Agency Bonds
  • 1% Asset/Mortgage-Backed Securities
  • 0.8% Debt

Holdings by asset type

  • 32.82% US Fixed Interest
  • 15.92% Japanese Fixed Interest
  • 9.9% UK Fixed Interest
  • 5.73% Italian Fixed Interest
  • 4.27% Luxembourg Fixed Interest
  • 3.79% French Fixed Interest
  • 3.69% Canadian Fixed Interest
  • 3.5% German Fixed Interest
  • 2.9% Money Market
  • 2.72% Australian Fixed Interest

Individual holdings

  • 3.8% HM TREASURY UNITED KINGDOM DMO 4.25% GILT 7/12/2027
  • 2.9% JAPAN(GOVERNMENT OF) 0.1% BDS 15/08/18 JPY50000
  • 2.9% JAPAN(GOVERNMENT OF) 0.1% BDS 20/09/26 JPY50000 344
  • 2.3% ITALY(REPUBLIC OF) 0.65% BDS 01/11/20 EUR1000
  • 2.2% JAPAN(GOVERNMENT OF) 2.5% BDS 20/09/35 JPY100000000
  • 2% AUSTRALIA(COMMONWEALTH OF) 4.25% TB 21/04/26 AUD100 (CDI)
  • 2% GOVERNMENT OF ITALY 1.25% 01/12/26
  • 1.7% GERMANY(FEDERAL REPUBLIC OF) 0.5% BDS 15/02/26 EUR0.01
  • 1.5% FRANCE(GOVT OF) 0.25% BDS 25/11/26 EUR1
  • 1.3% JAPAN(GOVERNMENT OF) 2.1% BDS 20/09/25 JPY100000000