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
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

-1.13 %

1 Year rank in sector

29/35

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 76.7 m

FE Risk score

5

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    36.72%
  • Italy
    16.72%
  • USA
    12.64%
  • France
    8.36%
  • Poland
    5.57%
  • Government Bonds
    90.9%
  • Government Agency Bonds
    8.6%
  • Money Market
    0.5%
  • Japanese Fixed Interest
    36.72%
  • Italian Fixed Interest
    16.72%
  • US Fixed Interest
    12.64%
  • French Fixed Interest
    8.36%
  • Polish Fixed Interest
    5.57%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %-0.47 %-1.13 %-0.66 %0.86 %
Sector0.12 %0.22 %-0.23 %2.1 %7.36 %
Rank within sector25 / 3534 / 3529 / 3529 / 3424 / 26
Quartile th3 rd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-0.47 %-0.19 %0.09 %0.86 %0.19 %
Sector0.04 %1.15 %0.21 %3.37 %0.95 %
Rank within sector31 / 3531 / 3517 / 3424 / 2822 / 26
Quartile th4 th4 th2 nd4 th4 th

Risk statistics

Alpha-0.38
Beta0.29
Sharpe-0
Volatility0.61
Tracking error0.9
Information ratio-1.04
R-Squared0.24

Price movement

52 week high10.63
52 week low10.5
Current bid price0
Current offer price0
Current mid price10.51

Holdings by region

  • 36.72% Japan
  • 16.72% Italy
  • 12.64% USA
  • 8.36% France
  • 5.57% Poland
  • 4.48% Spain
  • 4.18% Korea
  • 3.68% UK
  • 2.19% Canada
  • 1.99% Slovenia

Holdings by sector

  • 90.9% Government Bonds
  • 8.6% Government Agency Bonds
  • 0.5% Money Market

Holdings by asset type

  • 36.72% Japanese Fixed Interest
  • 16.72% Italian Fixed Interest
  • 12.64% US Fixed Interest
  • 8.36% French Fixed Interest
  • 5.57% Polish Fixed Interest
  • 4.48% Spanish Fixed Interest
  • 4.18% South Korean Fixed Interest
  • 3.68% UK Fixed Interest
  • 2.19% Canadian Fixed Interest
  • 1.99% Slovenian Fixed Interest

Individual holdings

  • 7.5% JAPAN(GOVERNMENT OF) 0.1% NTS 15/05/18 JPY100
  • 5.6% POLAND(REPUBLIC OF) 6.375% BDS 15/07/19 USD1000
  • 4.9% GOVERNMENT OF BELGIUM 0.20% 31/07/18
  • 4.8% JAPAN(GOVERNMENT OF) 0.1% NTS 20/9/19 JPY1000
  • 4.5% JAPAN(GOVERNMENT OF) 0.1% NTS 20/03/20 JPY1000
  • 4.2% KOREA(REPUBLIC OF) 7.125% BDS 16/04/19 USD100000
  • 4% UNITED STATES OF AMER TREAS NOTES 1.25% NTS 31/05/19 USD100
  • 3.9% GOVERNMENT OF ITALY 2.15% 12/11/17
  • 3.8% GOVERNMENT OF ITALY 0.25% 15/05/18
  • 3.4% ITALY(REPUBLIC OF) 0.1% TREAS BDS 15/04/19 EUR1000