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

-1.23 %

1 Year rank in sector

34/37

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 120.7 m

FE Risk score

5

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    31.15%
  • USA
    23.71%
  • France
    10.81%
  • Italy
    8.23%
  • Australia
    5.06%
  • Government Bonds
    90%
  • Government Agency Bonds
    9.2%
  • Money Market
    0.8%
  • Japanese Fixed Interest
    31.15%
  • US Fixed Interest
    23.71%
  • French Fixed Interest
    10.81%
  • Italian Fixed Interest
    8.23%
  • Australian Fixed Interest
    5.06%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.1 %-0.66 %-1.23 %-0.95 %0.29 %
Sector0.08 %0.23 %-0.09 %2.19 %6.78 %
Rank within sector36 / 3836 / 3734 / 3732 / 3527 / 28
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Calendar performance

YTD-20172016201520142013
Fund-0.76 %-0.19 %0.09 %0.86 %0.19 %
Sector0.08 %1.15 %0.21 %3.37 %0.95 %
Rank within sector36 / 3733 / 3620 / 3525 / 2925 / 28
Quartile th4 th4 th3 rd4 th4 th

Risk statistics

Alpha-0.5
Beta0.29
Sharpe-0
Volatility0.61
Tracking error0.89
Information ratio-1.07
R-Squared0.21

Price movement

52 week high10.61
52 week low10.48
Current bid price0
Current offer price0
Current mid price10.48

Holdings by region

  • 31.15% Japan
  • 23.71% USA
  • 10.81% France
  • 8.23% Italy
  • 5.06% Australia
  • 3.97% UK
  • 3.37% Korea
  • 3.08% Poland
  • 2.88% Spain
  • 2.18% Canada

Holdings by sector

  • 90% Government Bonds
  • 9.2% Government Agency Bonds
  • 0.8% Money Market

Holdings by asset type

  • 31.15% Japanese Fixed Interest
  • 23.71% US Fixed Interest
  • 10.81% French Fixed Interest
  • 8.23% Italian Fixed Interest
  • 5.06% Australian Fixed Interest
  • 3.97% UK Fixed Interest
  • 3.37% South Korean Fixed Interest
  • 3.08% Polish Fixed Interest
  • 2.88% Spanish Fixed Interest
  • 2.18% Canadian Fixed Interest

Individual holdings

  • 8.8% JAPAN(GOVERNMENT OF) 0.1% NTS 15/05/18 JPY100
  • 4.8% GOVERNMENT OF AUSTRALIA 5.75% 15/07/22
  • 4.5% UNITED STATES OF AMER TREAS BILLS 1.25% TB 31/08/19 USD100
  • 4.5% UNITED STATES OF AMER TREAS BILLS 1.375% TB 31/07/19 USD100
  • 4.5% UNITED STATES OF AMER TREAS BILLS 1.5% TB 15/08/20 USD100
  • 3.5% JAPAN(GOVERNMENT OF) 0.1% BDS 15/08/19 JPY50000
  • 3.4% KOREA(REPUBLIC OF) 7.125% BDS 16/04/19 USD100000
  • 3.1% POLAND(REPUBLIC OF) 6.375% BDS 15/07/19 USD1000
  • 3% US TREASURY 0.00% 28/09/17
  • 2.9% DEXIA CREDIT LOCAL DE FRANCE 0.2% MTN 31/07/18 EUR50000 REG S