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

37/37

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 70.7 m

FE Risk score

5

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    31.88%
  • Italy
    18.11%
  • USA
    10.23%
  • France
    10.14%
  • Spain
    6.3%
  • Government Bonds
    89.5%
  • Government Agency Bonds
    8.9%
  • Money Market
    1.6%
  • Japanese Fixed Interest
    31.88%
  • Italian Fixed Interest
    18.11%
  • US Fixed Interest
    10.23%
  • French Fixed Interest
    10.14%
  • Spanish Fixed Interest
    6.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.29 %-0.67 %-1.23 %-1.7 %-0.29 %
Sector-0.23 %0.23 %0.08 %0.94 %5.84 %
Rank within sector27 / 3938 / 3837 / 3732 / 3525 / 28
Quartile th3 rd4 th4 th4 th4 th

Calendar performance

YTD-20182017201620152014
Fund-0.19 %-1.04 %-0.19 %0.09 %0.86 %
Sector0 %-0.02 %1.15 %0.21 %3.37 %
Rank within sector37 / 3937 / 3733 / 3621 / 3524 / 29
Quartile th4 th4 th4 th3 rd4 th

Risk statistics

Alpha-0.51
Beta0.29
Sharpe-0
Volatility0.6
Tracking error0.87
Information ratio-0.95
R-Squared0.23

Price movement

52 week high10.57
52 week low10.43
Current bid price0
Current offer price0
Current mid price10.43

Holdings by region

  • 31.88% Japan
  • 18.11% Italy
  • 10.23% USA
  • 10.14% France
  • 6.3% Spain
  • 4.72% Korea
  • 4.72% Poland
  • 4.72% UK
  • 3.74% Slovenia
  • 1.97% Canada

Holdings by sector

  • 89.5% Government Bonds
  • 8.9% Government Agency Bonds
  • 1.6% Money Market

Holdings by asset type

  • 31.88% Japanese Fixed Interest
  • 18.11% Italian Fixed Interest
  • 10.23% US Fixed Interest
  • 10.14% French Fixed Interest
  • 6.3% Spanish Fixed Interest
  • 4.72% Polish Fixed Interest
  • 4.72% South Korean Fixed Interest
  • 4.72% UK Fixed Interest
  • 3.74% Slovenian Fixed Interest
  • 1.97% Canadian Fixed Interest

Individual holdings

  • 8.2% JAPAN(GOVERNMENT OF) 0.1% NTS 15/05/18 JPY100
  • 4.8% GOVERNMENT OF POLAND 6.40% 15/07/19
  • 4.8% REPUBLIC OF KOREA 7.10% 16/04/19
  • 4.6% ITALY(REPUBLIC OF) 0.3% BDS 15/10/18 EUR1000
  • 4.4% ITALY(REPUBLIC OF) 0.9% BDS 01/08/22 EUR1000
  • 3.9% UNITED STATES OF AMER TREAS BILLS 1.5% TB 15/08/20 USD100
  • 3.8% SLOVENIA(REP OF) 5.5% BDS 26/10/22 USD1000 144A
  • 3.7% JAPAN(GOVERNMENT OF) 0.1% BDS 15/08/19 JPY50000
  • 3.6% GOVERNMENT OF ITALY 0.30% 15/05/18
  • 3.2% JAPAN(GOVERNMENT OF) 0.1% NTS 20/03/20 JPY1000