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

-1.32 %

1 Year rank in sector

28/34

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 78.1 m

FE Risk score

5

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    36.86%
  • Italy
    17.88%
  • France
    8.89%
  • Poland
    8.59%
  • USA
    7.79%
  • Government Bonds
    90.8%
  • Government Agency Bonds
    9.1%
  • Money Market
    0.1%
  • Japanese Fixed Interest
    36.86%
  • Italian Fixed Interest
    17.88%
  • French Fixed Interest
    8.89%
  • Polish Fixed Interest
    8.59%
  • US Fixed Interest
    7.79%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.19 %-0.57 %-1.32 %-0.57 %0.77 %
Sector-0.22 %0.04 %-0.24 %2.37 %7.67 %
Rank within sector24 / 3533 / 3428 / 3427 / 3222 / 25
Quartile th3 rd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-0.57 %-0.19 %0.09 %0.86 %0.19 %
Sector-0.14 %1.15 %0.21 %3.37 %0.95 %
Rank within sector31 / 3430 / 3416 / 3323 / 2721 / 25
Quartile th4 th4 th2 nd4 th4 th

Risk statistics

Alpha-0.39
Beta0.29
Sharpe-0
Volatility0.61
Tracking error0.9
Information ratio-1.07
R-Squared0.24

Price movement

52 week high10.64
52 week low10.5
Current bid price0
Current offer price0
Current mid price10.5

Holdings by region

  • 36.86% Japan
  • 17.88% Italy
  • 8.89% France
  • 8.59% Poland
  • 7.79% USA
  • 5.79% Spain
  • 4.6% UK
  • 4.3% Korea
  • 2.1% Slovenia
  • 2% Canada

Holdings by sector

  • 90.8% Government Bonds
  • 9.1% Government Agency Bonds
  • 0.1% Money Market

Holdings by asset type

  • 36.86% Japanese Fixed Interest
  • 17.88% Italian Fixed Interest
  • 8.89% French Fixed Interest
  • 8.59% Polish Fixed Interest
  • 7.79% US Fixed Interest
  • 5.79% Spanish Fixed Interest
  • 4.6% UK Fixed Interest
  • 4.3% South Korean Fixed Interest
  • 2.1% Slovenian Fixed Interest
  • 2% Canadian Fixed Interest

Individual holdings

  • 8.6% POLAND(REPUBLIC OF) 6.375% BDS 15/07/19 USD1000
  • 7.9% JAPAN(GOVERNMENT OF) 0.1% NTS 15/05/18 JPY100
  • 5% GOVERNMENT OF BELGIUM 0.20% 31/07/18
  • 4.8% JAPAN(GOVERNMENT OF) 0.1% NTS 20/9/19 JPY1000
  • 4.3% KOREA(REPUBLIC OF) 7.125% BDS 16/04/19 USD100000
  • 4.1% JAPAN(GOVERNMENT OF) 0.2% BDS 20/09/17 JPY100000
  • 4% GOVERNMENT OF ITALY 2.15% 12/11/17
  • 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