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

-3.36 %

1 Year rank in sector

282/307

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 407.6 m

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

Top in sector

Holdings snapshot

  • Japan
    30.15%
  • Italy
    15.57%
  • France
    12.43%
  • USA
    9.3%
  • Spain
    7.54%
  • Government Bonds
    81.9%
  • Government Agency Bonds
    16%
  • Money Market
    2.1%
  • Japanese Fixed Interest
    30.15%
  • Italian Fixed Interest
    15.57%
  • French Fixed Interest
    12.43%
  • US Fixed Interest
    9.3%
  • Spanish Fixed Interest
    7.54%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.32 %0.64 %-3.36 %4.98 %9.99 %
Sector-0.06 %2.23 %1.83 %6.21 %9.68 %
Rank within sector272 / 345246 / 332282 / 307136 / 25690 / 185
Quartile th4 th3 rd4 th3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.16 %1.85 %0.4 %7.95 %-1.21 %
Sector3.38 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector275 / 319204 / 28870 / 26044 / 22496 / 198
Quartile th4 th3 rd2 nd1 st2 nd

Risk statistics

Alpha0.4
Beta0.73
Sharpe-0
Volatility3.52
Tracking error2.99
Information ratio-0.04
R-Squared0.32

Price movement

52 week high13.15
52 week low12.5
Current bid price0
Current offer price0
Current mid price12.66

Holdings by region

  • 30.15% Japan
  • 15.57% Italy
  • 12.43% France
  • 9.3% USA
  • 7.54% Spain
  • 5.19% UK
  • 3.52% Korea
  • 2.74% Mexico
  • 2.55% Poland
  • 2.1% Money Market

Holdings by sector

  • 81.9% Government Bonds
  • 16% Government Agency Bonds
  • 2.1% Money Market

Holdings by asset type

  • 30.15% Japanese Fixed Interest
  • 15.57% Italian Fixed Interest
  • 12.43% French Fixed Interest
  • 9.3% US Fixed Interest
  • 7.54% Spanish Fixed Interest
  • 5.19% UK Fixed Interest
  • 3.52% South Korean Fixed Interest
  • 2.74% Mexican Fixed Interest
  • 2.55% Polish Fixed Interest
  • 2.15% European Fixed Interest

Individual holdings

  • 5.8% JAPAN(GOVERNMENT OF) 0.1% NTS 15/05/18 JPY100
  • 4.3% ITALY(REPUBLIC OF) 0.75% BDS 15/01/18 EUR1000
  • 3.2% GOVERNMENT OF ITALY 2.15% 12/11/17
  • 2.9% GOVERNMENT OF SPAIN 1.63% 14/09/18
  • 2.4% JAPAN(GOVERNMENT OF) 0.1% BDS 15/11/18 JPY50000
  • 2.3% GOVERNMENT OF FRANCE 1.25% 21/10/27
  • 2.2% JAPAN(GOVERNMENT OF) 0.1% NTS 15/10/17 JPY50000
  • 2.2% JAPAN(GOVERNMENT OF) 1.5% BDS 20/09/18 JPY50000 SER 296
  • 2.1% JAPAN(GOVERNMENT OF) 0.1% NTS 20/09/20 JPY1000
  • 2% SLOVENIA(REP OF) 1.75% NTS 03/11/40 EUR1000