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

38/38

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
    33.3%
  • USA
    32.21%
  • Italy
    17.24%
  • France
    10.5%
  • UK
    6.94%
  • Government Bonds
    89.3%
  • Government Agency Bonds
    9.8%
  • Money Market
    0.9%
  • Japanese Fixed Interest
    33.3%
  • US Fixed Interest
    32.21%
  • Italian Fixed Interest
    17.24%
  • French Fixed Interest
    10.5%
  • UK Fixed Interest
    6.94%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.1 %-0.57 %-0.85 %-0.85 %0.19 %
Sector0.09 %0.15 %0.55 %1.86 %6.28 %
Rank within sector36 / 3939 / 3938 / 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 %
Sector0.27 %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-0.54
Beta0.27
Sharpe-0
Volatility0.6
Tracking error0.89
Information ratio-1.08
R-Squared0.2

Price movement

52 week high10.57
52 week low10.46
Current bid price0
Current offer price0
Current mid price10.47

Holdings by region

  • 33.3% Japan
  • 32.21% USA
  • 17.24% Italy
  • 10.5% France
  • 6.94% UK
  • 4.86% Korea
  • 4.76% Poland
  • 4.76% Spain
  • 3.86% Slovenia
  • 3.07% Canada

Holdings by sector

  • 89.3% Government Bonds
  • 9.8% Government Agency Bonds
  • 0.9% Money Market

Holdings by asset type

  • 33.3% Japanese Fixed Interest
  • 32.21% US Fixed Interest
  • 17.24% Italian Fixed Interest
  • 10.5% French Fixed Interest
  • 6.94% UK Fixed Interest
  • 4.86% South Korean Fixed Interest
  • 4.76% Polish Fixed Interest
  • 4.76% Spanish Fixed Interest
  • 3.86% Slovenian Fixed Interest
  • 3.07% Canadian Fixed Interest

Individual holdings

  • 10% JAPAN(GOVERNMENT OF) 0.1% NTS 15/05/18 JPY100
  • 5.2% GOVERNMENT OF POLAND 6.40% 15/07/19
  • 5.2% REPUBLIC OF KOREA 7.10% 16/04/19
  • 4.5% ITALY(REPUBLIC OF) 0.3% BDS 15/10/18 EUR1000
  • 4% UNITED STATES OF AMER TREAS BILLS 1.5% TB 15/08/20 USD100
  • 3.9% SLOVENIA(REP OF) 5.5% BDS 26/10/22 USD1000 144A
  • 3.6% JAPAN(GOVERNMENT OF) 0.1% BDS 15/08/19 JPY50000
  • 3.3% GOVERNMENT OF ITALY 0.30% 15/05/18
  • 3% JAPAN(GOVERNMENT OF) 0.1% NTS 20/03/20 JPY1000
  • 2.8% JAPAN(GOVERNMENT OF) 0.2% NTS 20/12/18 JPY50000