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

33/36

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
    36.49%
  • Italy
    14.16%
  • USA
    12.56%
  • France
    8.47%
  • Poland
    5.38%
  • Government Bonds
    90.4%
  • Government Agency Bonds
    9.3%
  • Money Market
    0.3%
  • Japanese Fixed Interest
    36.49%
  • Italian Fixed Interest
    14.16%
  • US Fixed Interest
    12.56%
  • French Fixed Interest
    8.47%
  • Polish Fixed Interest
    5.38%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.19 %-0.57 %-1.13 %-0.76 %0.48 %
Sector-0.04 %0.36 %-0.17 %2.03 %7.04 %
Rank within sector34 / 3736 / 3633 / 3629 / 3425 / 26
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Calendar performance

YTD-20172016201520142013
Fund-0.66 %-0.19 %0.09 %0.86 %0.19 %
Sector0 %1.15 %0.21 %3.37 %0.95 %
Rank within sector36 / 3631 / 3518 / 3424 / 2823 / 26
Quartile th4 th4 th3 rd4 th4 th

Risk statistics

Alpha-0.43
Beta0.28
Sharpe-0
Volatility0.6
Tracking error0.89
Information ratio-1
R-Squared0.21

Price movement

52 week high10.62
52 week low10.49
Current bid price0
Current offer price0
Current mid price10.49

Holdings by region

  • 36.49% Japan
  • 14.16% Italy
  • 12.56% USA
  • 8.47% France
  • 5.38% Poland
  • 5.08% Australia
  • 4.89% Spain
  • 4.09% Korea
  • 3.49% UK
  • 2.29% Canada

Holdings by sector

  • 90.4% Government Bonds
  • 9.3% Government Agency Bonds
  • 0.3% Money Market

Holdings by asset type

  • 36.49% Japanese Fixed Interest
  • 14.16% Italian Fixed Interest
  • 12.56% US Fixed Interest
  • 8.47% French Fixed Interest
  • 5.38% Polish Fixed Interest
  • 5.08% Australian Fixed Interest
  • 4.89% Spanish Fixed Interest
  • 4.09% South Korean Fixed Interest
  • 3.49% UK Fixed Interest
  • 2.29% Canadian Fixed Interest

Individual holdings

  • 7.5% JAPAN(GOVERNMENT OF) 0.1% NTS 15/05/18 JPY100
  • 5.4% POLAND(REPUBLIC OF) 6.375% BDS 15/07/19 USD1000
  • 5% DEXIA CREDIT LOCAL DE FRANCE 0.2% MTN 31/07/18 EUR50000 REG S
  • 4.8% JAPAN(GOVERNMENT OF) 0.1% NTS 20/9/19 JPY1000
  • 4.5% GOVERNMENT OF AUSTRALIA 5.75% 15/07/22
  • 4.5% JAPAN(GOVERNMENT OF) 0.1% NTS 20/03/20 JPY1000
  • 4.1% KOREA(REPUBLIC OF) 7.125% BDS 16/04/19 USD100000
  • 3.9% GOVERNMENT OF ITALY 0.25% 15/05/18
  • 3.5% ITALY(REPUBLIC OF) 0.1% TREAS BDS 15/04/19 EUR1000
  • 3.4% ITALY(REPUBLIC OF) 0.3% BDS 15/10/18 EUR1000