Fact sheet: JPM Gbl GovtBd

Fund information

Fund name
JPM Global Government Bond A 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

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-0.08 %

1 Year rank in sector

256/306

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 492.3 m

FE Risk score

25

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    27.65%
  • Italy
    17.8%
  • France
    11.36%
  • USA
    7.95%
  • Spain
    7.39%
  • Government Bonds
    82.4%
  • Government Agency Bonds
    12.3%
  • Money Market
    5.3%
  • Japanese Fixed Interest
    27.65%
  • Italian Fixed Interest
    17.8%
  • French Fixed Interest
    11.36%
  • US Fixed Interest
    7.95%
  • Spanish Fixed Interest
    7.39%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.85 %0.31 %-0.08 %0.94 %10.49 %
Sector0.19 %1.45 %3.49 %6.08 %8.88 %
Rank within sector296 / 342240 / 327256 / 306200 / 24079 / 183
Quartile th4 th3 rd4 th4 th2 nd

Calendar performance

YTD-20182017201620152014
Fund-0.23 %0.31 %2.07 %0.64 %8.13 %
Sector0.26 %3.67 %4.59 %-1.64 %3.66 %
Rank within sector271 / 342246 / 303189 / 27063 / 23942 / 207
Quartile th4 th4 th3 rd2 nd1 st

Risk statistics

Alpha-0.72
Beta0.81
Sharpe-0
Volatility3.45
Tracking error2.75
Information ratio-0.42
R-Squared0.38

Price movement

52 week high12.98
52 week low12.7
Current bid price0
Current offer price0
Current mid price12.85

Holdings by region

  • 27.65% Japan
  • 17.8% Italy
  • 11.36% France
  • 7.95% USA
  • 7.39% Spain
  • 5.3% Money Market
  • 4.45% UK
  • 4.07% EU
  • 2.56% Korea
  • 2.46% Mexico

Holdings by sector

  • 82.4% Government Bonds
  • 12.3% Government Agency Bonds
  • 5.3% Money Market

Holdings by asset type

  • 27.65% Japanese Fixed Interest
  • 17.8% Italian Fixed Interest
  • 11.36% French Fixed Interest
  • 7.95% US Fixed Interest
  • 7.39% Spanish Fixed Interest
  • 5.3% Money Market
  • 4.74% European Fixed Interest
  • 4.45% UK Fixed Interest
  • 2.56% South Korean Fixed Interest
  • 2.46% Mexican Fixed Interest

Individual holdings

  • 4.8% GOVERNMENT OF ITALY 0.00% 31/01/18
  • 4.6% JAPAN(GOVERNMENT OF) 0.1% NTS 15/05/18 JPY100
  • 4.4% GOVERNMENT OF ITALY 0.80% 15/01/18
  • 3.5% JAPAN(GOVERNMENT OF) 1.5% BDS 20/09/18 JPY50000 SER 296
  • 2.4% JAPAN(GOVERNMENT OF) 0.1% BDS 15/05/19 JPY50000
  • 2.3% GOVERNMENT OF SPAIN 1.60% 14/09/18
  • 2.3% JAPAN(GOVERNMENT OF) 0.1% BDS 15/11/18 JPY50000
  • 2.2% GOVERNMENT OF ITALY 0.30% 15/05/18
  • 2.1% JAPAN(GOVERNMENT OF) 0.7% BDS 20/03/37 JPY1000
  • 1.7% GOVERNMENT OF FRANCE 2.80% 25/10/27