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

5.31 %

1 Year rank in sector

36/75

Sector

FO Convertible

Yield
-
Fund size

£ 1.5 b

FE Risk score

41

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    31.9%
  • Japan
    16.4%
  • France
    9.7%
  • Money Market
    7.3%
  • Germany
    6.8%
  • Industrials
    17.6%
  • Technology
    14.5%
  • Non-Cyclical Consumer Goods
    14.4%
  • Financials
    13.1%
  • Communications
    12.4%
  • US Fixed Interest
    31.9%
  • Japanese Fixed Interest
    16.4%
  • French Fixed Interest
    9.7%
  • Money Market
    7.3%
  • German Fixed Interest
    6.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.39 %2.51 %5.31 %5.48 %26.23 %
Sector1.12 %2.61 %4.96 %8.8 %26.23 %
Rank within sector25 / 7737 / 7636 / 7549 / 6324 / 53
Quartile th2 nd2 nd2 nd4 th2 nd

Calendar performance

YTD-20172016201520142013
Fund4.89 %-1.19 %0.32 %4.39 %14.2 %
Sector4.42 %0.75 %2.92 %2.27 %11.66 %
Rank within sector32 / 7659 / 7459 / 6915 / 6114 / 54
Quartile th2 nd4 th4 th1 st2 nd

Risk statistics

Alpha-1.01
Beta1.09
Sharpe-0
Volatility6.26
Tracking error1.68
Information ratio-0.52
R-Squared0.93

Price movement

52 week high13.14
52 week low12.22
Current bid price0
Current offer price0
Current mid price13.09

Holdings by region

  • 31.9% USA
  • 16.4% Japan
  • 9.7% France
  • 7.3% Money Market
  • 6.8% Germany
  • 5% Hong Kong
  • 3.6% China
  • 3.1% Netherlands
  • 2.8% UK
  • 2.1% Taiwan

Holdings by sector

  • 17.6% Industrials
  • 14.5% Technology
  • 14.4% Non-Cyclical Consumer Goods
  • 13.1% Financials
  • 12.4% Communications
  • 7.4% Cyclical Consumer Goods
  • 7.3% Money Market
  • 6.1% Basic Materials
  • 4.5% Energy
  • 2.7% Utilities

Holdings by asset type

  • 31.9% US Fixed Interest
  • 16.4% Japanese Fixed Interest
  • 9.7% French Fixed Interest
  • 7.3% Money Market
  • 6.8% German Fixed Interest
  • 5% Hong Kong Fixed Interest
  • 3.6% Chinese Fixed Interest
  • 3.1% Dutch Fixed Interest
  • 2.8% UK Fixed Interest
  • 2.1% Taiwanese Fixed Interest

Individual holdings

  • 2.1% STMICROELECTRONICS 0.00% 03/07/22
  • 2% EVONIK 0.00% 18/02/21
  • 1.9% AIRBUS GROUP SE 0% BDS 01/07/22 EUR100000
  • 1.9% DISH NETWORK 2.38% 15/03/24
  • 1.7% SUZUKI MOTOR CORP 0% CNV BDS 31/03/21 JPY10000000
  • 1.6% SAFRAN S.A. 0% SNR UNSE CNV BDS 31/12/20 EUR1000
  • 1.5% BAYER AG 0.05% CNV BDS 15/06/20 EUR100000
  • 1.5% CAPITALAND 1.95% CNV BDS 17/10/23 SGD250000 144A
  • 1.4% CTRIP COM INTERNATIONAL 1% BDS 01/07/20 USD1000
  • 1.4% EZAKI GLICO CO 0% CNV BDS 30/01/24 JPY10000000