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(s)
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

-2.47 %

1 Year rank in sector

279/308

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 401.0 m

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

Top in sector

Holdings snapshot

  • Japan
    29.08%
  • USA
    14.88%
  • Italy
    14%
  • France
    11.55%
  • Spain
    7.24%
  • Government Bonds
    83.6%
  • Government Agency Bonds
    14.3%
  • Money Market
    2.1%
  • Japanese Fixed Interest
    29.08%
  • US Fixed Interest
    14.88%
  • Italian Fixed Interest
    14%
  • French Fixed Interest
    11.55%
  • Spanish Fixed Interest
    7.24%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.08 %-0.08 %-2.47 %4.28 %10.09 %
Sector0.07 %1.69 %1.99 %6.25 %9.26 %
Rank within sector235 / 345258 / 331279 / 308149 / 25293 / 188
Quartile th3 rd4 th4 th3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.16 %1.85 %0.4 %7.95 %-1.21 %
Sector3.5 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector271 / 317200 / 28570 / 25643 / 21996 / 196
Quartile th4 th3 rd2 nd1 st2 nd

Risk statistics

Alpha-0.07
Beta0.78
Sharpe-0
Volatility3.56
Tracking error2.96
Information ratio-0.19
R-Squared0.33

Price movement

52 week high13.01
52 week low12.5
Current bid price0
Current offer price0
Current mid price12.66

Holdings by region

  • 29.08% Japan
  • 14.88% USA
  • 14% Italy
  • 11.55% France
  • 7.24% Spain
  • 5.19% UK
  • 2.94% Korea
  • 2.74% Mexico
  • 2.15% Poland
  • 2.1% Money Market

Holdings by sector

  • 83.6% Government Bonds
  • 14.3% Government Agency Bonds
  • 2.1% Money Market

Holdings by asset type

  • 29.08% Japanese Fixed Interest
  • 14.88% US Fixed Interest
  • 14% Italian Fixed Interest
  • 11.55% French Fixed Interest
  • 7.24% Spanish Fixed Interest
  • 5.19% UK Fixed Interest
  • 2.94% South Korean Fixed Interest
  • 2.74% Mexican Fixed Interest
  • 2.15% Polish Fixed Interest
  • 2.1% Money Market

Individual holdings

  • 6.8% US TREASURY 0.00% 28/09/17
  • 5% JAPAN(GOVERNMENT OF) 0.1% NTS 15/05/18 JPY100
  • 3.7% ITALY(REPUBLIC OF) 0.75% BDS 15/01/18 EUR1000
  • 2.8% GOVERNMENT OF ITALY 2.15% 12/11/17
  • 2.6% JAPAN(GOVERNMENT OF) 0.1% BDS 15/05/19 JPY50000
  • 2.5% GOVERNMENT OF SPAIN 1.63% 14/09/18
  • 2.5% JAPAN(GOVERNMENT OF) 0.1% BDS 15/11/18 JPY50000
  • 1.9% GOVERNMENT OF ITALY 0.00% 30/11/17
  • 1.9% JAPAN(GOVERNMENT OF) 0.7% BDS 20/03/37 JPY1000
  • 1.9% JAPAN(GOVERNMENT OF) 1.5% BDS 20/09/18 JPY50000 SER 296