Fact sheet: JPM Gbl Cnvtl EUR

Fund information

Fund name
JPM Global Convertibles EUR D Acc NAV EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Lee Manzi
since 04/05/2001
Fund objective
To provide a return by investing primarily in a diversified portfolio of convertible securities globally.
Benchmark
Thomson Reuters Global Focus Convertible Bond Index
Investment style
None
Investment method
Convertibles

Performance snapshot

Quick stats

1 Year return

6.01 %

1 Year rank in sector

45/75

Sector

FO Convertible

Yield
-
Fund size

£ 1.6 b

FE Risk score

43

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    32.8%
  • Japan
    17.3%
  • France
    10.4%
  • Germany
    6%
  • Money Market
    5.7%
  • Industrials
    18.4%
  • Technology
    14.6%
  • Non-Cyclical Consumer Goods
    14.3%
  • Financials
    12.7%
  • Communications
    12.6%
  • US Fixed Interest
    32.8%
  • Japanese Fixed Interest
    17.3%
  • French Fixed Interest
    10.4%
  • German Fixed Interest
    6%
  • Money Market
    5.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.31 %2.59 %6.01 %4.23 %29.72 %
Sector0.42 %3.32 %6.4 %7.3 %29.87 %
Rank within sector48 / 7549 / 7545 / 7549 / 6226 / 54
Quartile th3 rd3 rd3 rd4 th2 nd

Calendar performance

YTD-20172016201520142013
Fund4.57 %-1.19 %0.32 %4.39 %14.2 %
Sector4.37 %0.75 %2.92 %2.27 %11.66 %
Rank within sector35 / 7559 / 7459 / 6915 / 6214 / 55
Quartile th2 nd4 th4 th1 st2 nd

Risk statistics

Alpha-1.06
Beta1.09
Sharpe-0
Volatility6.25
Tracking error1.68
Information ratio-0.55
R-Squared0.93

Price movement

52 week high13.14
52 week low12.21
Current bid price0
Current offer price0
Current mid price13.05

Holdings by region

  • 32.8% USA
  • 17.3% Japan
  • 10.4% France
  • 6% Germany
  • 5.7% Money Market
  • 4.4% China
  • 4.3% Hong Kong
  • 3% Netherlands
  • 3% UK
  • 2.1% Taiwan

Holdings by sector

  • 18.4% Industrials
  • 14.6% Technology
  • 14.3% Non-Cyclical Consumer Goods
  • 12.7% Financials
  • 12.6% Communications
  • 8.1% Cyclical Consumer Goods
  • 5.7% Money Market
  • 5.3% Basic Materials
  • 4.6% Energy
  • 3.7% Utilities

Holdings by asset type

  • 32.8% US Fixed Interest
  • 17.3% Japanese Fixed Interest
  • 10.4% French Fixed Interest
  • 6% German Fixed Interest
  • 5.7% Money Market
  • 4.4% Chinese Fixed Interest
  • 4.3% Hong Kong Fixed Interest
  • 3% Dutch Fixed Interest
  • 3% UK Fixed Interest
  • 2.1% Taiwanese Fixed Interest

Individual holdings

  • 2% AIRBUS GROUP SE 0% BDS 01/07/22 EUR100000
  • 1.9% CTRIP COM INTERNATIONAL 1% BDS 01/07/20 USD1000
  • 1.9% DISH NETWORK 2.38% 15/03/24
  • 1.8% SUZUKI MOTOR CORP 0% CNV BDS 31/03/21 JPY10000000
  • 1.6% AIRBUS GROUP SE 0% BDS 14/06/21 EUR100000
  • 1.5% EZAKI GLICO CO 0% CNV BDS 30/01/24 JPY10000000
  • 1.5% SAFRAN S.A. 0% SNR UNSE CNV BDS 31/12/20 EUR1000
  • 1.4% CAPITALAND 1.95% CNV BDS 17/10/23 SGD250000 144A
  • 1.4% CHINA RAILWAY CONSTRUCTION 0.00% 05/02/21
  • 1.4% MICRON TECHNOLOGY INC 3% CNV BDS 15/11/43 USD1000