Fact sheet: JPM Gbl GovtBd

Fund information

Fund name
JPM Global Government 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 a portfolio of global government debt securities.
Benchmark
JP Morgan Government Bond index - Global
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

-3.88 %

1 Year rank in sector

288/304

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 334.5 m

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    26.66%
  • Italy
    15.68%
  • France
    13.23%
  • USA
    8.92%
  • UK
    7.55%
  • Government Bonds
    82.9%
  • Government Agency Bonds
    15.1%
  • Money Market
    2%
  • Japanese Fixed Interest
    26.66%
  • Italian Fixed Interest
    15.68%
  • French Fixed Interest
    13.23%
  • US Fixed Interest
    8.92%
  • UK Fixed Interest
    7.55%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.71 %0.64 %-3.66 %5.95 %9.71 %
Sector0.2 %2.71 %2.3 %5.55 %10.75 %
Rank within sector281 / 338265 / 327288 / 304116 / 26094 / 187
Quartile th4 th4 th4 th2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.08 %1.85 %0.4 %7.95 %-1.21 %
Sector2.91 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector277 / 323204 / 29169 / 26644 / 231100 / 204
Quartile th4 th3 rd2 nd1 st2 nd

Risk statistics

Alpha0.79
Beta0.76
Sharpe-0
Volatility3.58
Tracking error2.99
Information ratio0.11
R-Squared0.33

Price movement

52 week high13.23
52 week low12.5
Current bid price0
Current offer price0
Current mid price12.65

Holdings by region

  • 26.66% Japan
  • 15.68% Italy
  • 13.23% France
  • 8.92% USA
  • 7.55% UK
  • 6.96% Spain
  • 3.92% Korea
  • 3.33% Poland
  • 2.94% Mexico
  • 2% Money Market

Holdings by sector

  • 82.9% Government Bonds
  • 15.1% Government Agency Bonds
  • 2% Money Market

Holdings by asset type

  • 26.66% Japanese Fixed Interest
  • 15.68% Italian Fixed Interest
  • 13.23% French Fixed Interest
  • 8.92% US Fixed Interest
  • 7.55% UK Fixed Interest
  • 6.96% Spanish Fixed Interest
  • 3.92% South Korean Fixed Interest
  • 3.33% Polish Fixed Interest
  • 2.94% Mexican Fixed Interest
  • 2.74% European Fixed Interest

Individual holdings

  • 5.9% ITALY(REPUBLIC OF) 0.75% BDS 15/01/18 EUR1000
  • 4.2% JAPAN(GOVERNMENT OF) 0.1% NTS 15/05/18 JPY100
  • 3.5% GOVERNMENT OF ITALY 2.15% 12/11/17
  • 3.2% GOVERNMENT OF SPAIN 1.63% 14/09/18
  • 2.7% JAPAN(GOVERNMENT OF) 0.1% BDS 15/11/18 JPY50000
  • 2.4% GOVERNMENT OF FRANCE 1.25% 21/10/27
  • 2.4% JAPAN(GOVERNMENT OF) 0.1% NTS 20/09/20 JPY1000
  • 2.4% JAPAN(GOVERNMENT OF) 1.5% BDS 20/09/18 JPY50000 SER 296
  • 2.2% US TREASURY 0.75% 15/07/19
  • 1.9% JAPAN(GOVERNMENT OF) 0.7% BDS 20/03/37 JPY1000