Fact sheet: JPM Gbl Govt SDurBd

Fund information

Fund name
JPM Global Government Short Duration Bond D Acc NAV EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
David Tan
since 20/02/2009
Fund objective
To achieve a return in line with the Benchmark by investing primarily in global government short-term debt securities.
Benchmark
J.P. Morgan Government Bond Index 1-3 Year
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

-0.85 %

1 Year rank in sector

37/38

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 75.7 m

FE Risk score

5

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    33.66%
  • USA
    19.9%
  • Italy
    11.48%
  • France
    11.09%
  • UK
    4.06%
  • Government Bonds
    89.4%
  • Government Agency Bonds
    9.6%
  • Money Market
    1%
  • Japanese Fixed Interest
    33.66%
  • US Fixed Interest
    19.9%
  • Italian Fixed Interest
    11.48%
  • French Fixed Interest
    11.09%
  • UK Fixed Interest
    4.06%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.1 %-0.57 %-0.85 %-1.04 %0.19 %
Sector0.03 %0.17 %0.59 %1.93 %6.45 %
Rank within sector35 / 3939 / 3937 / 3833 / 3628 / 29
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-0.85 %-0.19 %0.09 %0.86 %0.19 %
Sector0.15 %1.15 %0.21 %3.37 %0.95 %
Rank within sector38 / 3834 / 3721 / 3625 / 3026 / 29
Quartile th4 th4 th3 rd4 th4 th

Risk statistics

Alpha-0.48
Beta0.28
Sharpe-0
Volatility0.61
Tracking error0.89
Information ratio-1.11
R-Squared0.21

Price movement

52 week high10.57
52 week low10.47
Current bid price0
Current offer price0
Current mid price10.47

Holdings by region

  • 33.66% Japan
  • 19.9% USA
  • 11.48% Italy
  • 11.09% France
  • 4.06% UK
  • 3.86% Korea
  • 3.86% Spain
  • 3.56% Poland
  • 2.77% Australia
  • 2.48% Slovenia

Holdings by sector

  • 89.4% Government Bonds
  • 9.6% Government Agency Bonds
  • 1% Money Market

Holdings by asset type

  • 33.66% Japanese Fixed Interest
  • 19.9% US Fixed Interest
  • 11.48% Italian Fixed Interest
  • 11.09% French Fixed Interest
  • 4.06% UK Fixed Interest
  • 3.86% South Korean Fixed Interest
  • 3.86% Spanish Fixed Interest
  • 3.56% Polish Fixed Interest
  • 2.77% Australian Fixed Interest
  • 2.48% Slovenian Fixed Interest

Individual holdings

  • 10% JAPAN(GOVERNMENT OF) 0.1% NTS 15/05/18 JPY100
  • 5.2% US TREASURY 1.30% 31/08/19
  • 5.2% US TREASURY 1.40% 31/07/19
  • 4.5% UNITED STATES OF AMER TREAS BILLS 1.5% TB 15/08/20 USD100
  • 4% JAPAN(GOVERNMENT OF) 0.1% BDS 15/08/19 JPY50000
  • 3.9% REPUBLIC OF KOREA 7.10% 16/04/19
  • 3.6% GOVERNMENT OF POLAND 6.40% 15/07/19
  • 3.3% DEXIA 1.90% 28/03/19
  • 3% JAPAN(GOVERNMENT OF) 0.1% NTS 20/03/20 JPY1000
  • 2.8% GOVERNMENT OF ITALY 0.30% 15/05/18