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(s)
Anthony Vallee
since 04/05/2001
Natalia Bucci
since 04/05/2001
Robin Dunmall
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

7.21 %

1 Year rank in sector

35/77

Sector

FO Convertible

Yield
-
Fund size

£ 1.6 b

FE Risk score

41

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    33.4%
  • Japan
    17.7%
  • France
    10.6%
  • Hong Kong
    6.4%
  • Germany
    5.9%
  • Industrials
    18.1%
  • Technology
    17.1%
  • Financials
    14%
  • Non-Cyclical Consumer Goods
    13.7%
  • Communications
    12.7%
  • US Fixed Interest
    33.4%
  • Japanese Fixed Interest
    17.7%
  • French Fixed Interest
    10.6%
  • Hong Kong Fixed Interest
    6.4%
  • German Fixed Interest
    5.9%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.38 %3.44 %7.21 %12.3 %28.05 %
Sector1.14 %3.26 %6.82 %14.39 %27.61 %
Rank within sector19 / 8040 / 7835 / 7739 / 6322 / 52
Quartile th1 st3 rd2 nd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund6.09 %-1.19 %0.32 %4.39 %14.2 %
Sector5.57 %0.75 %2.92 %2.27 %11.66 %
Rank within sector36 / 7861 / 7659 / 6815 / 6013 / 53
Quartile th2 nd4 th4 th1 st1 st

Risk statistics

Alpha-1.06
Beta1.1
Sharpe-0
Volatility6.22
Tracking error1.69
Information ratio-0.47
R-Squared0.93

Price movement

52 week high13.24
52 week low12.22
Current bid price0
Current offer price0
Current mid price13.24

Holdings by region

  • 33.4% USA
  • 17.7% Japan
  • 10.6% France
  • 6.4% Hong Kong
  • 5.9% Germany
  • 3.9% China
  • 2.8% UK
  • 2.7% Money Market
  • 2.3% Netherlands
  • 2.3% Taiwan

Holdings by sector

  • 18.1% Industrials
  • 17.1% Technology
  • 14% Financials
  • 13.7% Non-Cyclical Consumer Goods
  • 12.7% Communications
  • 8% Cyclical Consumer Goods
  • 6.3% Basic Materials
  • 4.4% Energy
  • 3% Utilities
  • 2.7% Money Market

Holdings by asset type

  • 33.4% US Fixed Interest
  • 17.7% Japanese Fixed Interest
  • 10.6% French Fixed Interest
  • 6.4% Hong Kong Fixed Interest
  • 5.9% German Fixed Interest
  • 3.9% Chinese Fixed Interest
  • 2.8% UK Fixed Interest
  • 2.7% Money Market
  • 2.3% Dutch Fixed Interest
  • 2.3% Taiwanese Fixed Interest

Individual holdings

  • 2.1% ON SEMICONDUCTOR 1.63% 15/10/23
  • 2% EVONIK 0.00% 18/02/21
  • 1.9% AIRBUS GROUP SE 0% BDS 01/07/22 EUR100000
  • 1.9% CAPITALAND 1.95% CNV BDS 17/10/23 SGD250000 144A
  • 1.8% DISH NETWORK 2.38% 15/03/24
  • 1.8% SERVICENOW 0.00% 01/06/22
  • 1.6% BAYER AG 0.05% CNV BDS 15/06/20 EUR100000
  • 1.6% SAFRAN S.A. 0% SNR UNSE CNV BDS 31/12/20 EUR1000
  • 1.6% STMICROELECTRONICS 0.00% 03/07/22
  • 1.6% SUZUKI MOTOR CORP 0% CNV BDS 31/03/21 JPY10000000