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
Julian Le Beron
since 16/11/1988
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

-2.17 %

1 Year rank in sector

255/303

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 179.8 m

FE Risk score

74

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    31.56%
  • Japan
    14.88%
  • UK
    9.61%
  • Money Market
    5.8%
  • Italy
    5.56%
  • Government Bonds
    49.5%
  • Investment Grade Corporate Bonds
    19%
  • Mortgage & Secured Bonds
    16%
  • Money Market
    5.8%
  • High Yield Bond
    3.6%
  • US Fixed Interest
    31.56%
  • Japanese Fixed Interest
    14.88%
  • UK Fixed Interest
    9.61%
  • Money Market
    5.8%
  • Italian Fixed Interest
    5.56%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.46 %4.88 %-2.17 %-0.59 %4.34 %
Sector0.77 %2.49 %1.59 %5.71 %11.03 %
Rank within sector53 / 33961 / 326255 / 303207 / 258135 / 185
Quartile th1 st1 st4 th4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund5.59 %1.65 %-3.9 %0.89 %-3.06 %
Sector3.25 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector77 / 319209 / 286200 / 262175 / 227128 / 200
Quartile th1 st3 rd4 th4 th3 rd

Risk statistics

Alpha-2.32
Beta1.24
Sharpe-0
Volatility4.92
Tracking error3.62
Information ratio-0.54
R-Squared0.48

Price movement

52 week high13.06
52 week low11.68
Current bid price0
Current offer price0
Current mid price12.47

Holdings by region

  • 31.56% USA
  • 14.88% Japan
  • 9.61% UK
  • 5.8% Money Market
  • 5.56% Italy
  • 5.56% Luxembourg
  • 3.58% Canada
  • 3.49% France
  • 3.39% Germany
  • 2.73% Australia

Holdings by sector

  • 49.5% Government Bonds
  • 19% Investment Grade Corporate Bonds
  • 16% Mortgage & Secured Bonds
  • 5.8% Money Market
  • 3.6% High Yield Bond
  • 2.9% Fixed Interest
  • 1.6% Government Agency Bonds
  • 1% Asset/Mortgage-Backed Securities
  • 0.6% Debt

Holdings by asset type

  • 31.56% US Fixed Interest
  • 14.88% Japanese Fixed Interest
  • 9.61% UK Fixed Interest
  • 5.8% Money Market
  • 5.56% Italian Fixed Interest
  • 5.56% Luxembourg Fixed Interest
  • 3.58% Canadian Fixed Interest
  • 3.49% French Fixed Interest
  • 3.39% German Fixed Interest
  • 2.83% Global Fixed Interest

Individual holdings

  • 3.9% HM TREASURY UNITED KINGDOM DMO 4.25% GILT 7/12/2027
  • 3% JAPAN(GOVERNMENT OF) 0.1% BDS 20/09/26 JPY50000 344
  • 2.8% JAPAN(GOVERNMENT OF) 0.1% BDS 15/08/18 JPY50000
  • 2.2% 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
  • 1.6% GERMANY(FEDERAL REPUBLIC OF) 0.5% BDS 15/02/26 EUR0.01
  • 1.4% FRANCE(GOVT OF) 0.25% BDS 25/11/26 EUR1
  • 1.4% ITALY(REPUBLIC OF) 0.65% BDS 01/11/20 EUR1000
  • 1.3% JAPAN(GOVERNMENT OF) 1.3% BDS 20/06/35 JPY100