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

-3.87 %

1 Year rank in sector

280/302

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 347.0 m

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

Top in sector

Holdings snapshot

  • Japan
    27.31%
  • Italy
    13.71%
  • France
    12.23%
  • USA
    9.76%
  • Spain
    6.8%
  • Government Bonds
    80.9%
  • Government Agency Bonds
    17.7%
  • Money Market
    1.4%
  • Japanese Fixed Interest
    27.31%
  • Italian Fixed Interest
    13.71%
  • French Fixed Interest
    12.23%
  • US Fixed Interest
    9.76%
  • Spanish Fixed Interest
    6.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.56 %1.12 %-3.87 %5.23 %11.04 %
Sector0.76 %2.49 %1.42 %5.63 %10.99 %
Rank within sector178 / 339233 / 326280 / 302126 / 25889 / 185
Quartile th3 rd3 rd4 th2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.24 %1.85 %0.4 %7.95 %-1.21 %
Sector3.17 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector277 / 319202 / 28667 / 26244 / 22796 / 200
Quartile th4 th3 rd2 nd1 st2 nd

Risk statistics

Alpha0.52
Beta0.75
Sharpe-0
Volatility3.58
Tracking error3.01
Information ratio0
R-Squared0.33

Price movement

52 week high13.2
52 week low12.5
Current bid price0
Current offer price0
Current mid price12.67

Holdings by region

  • 27.31% Japan
  • 13.71% Italy
  • 12.23% France
  • 9.76% USA
  • 6.8% Spain
  • 6.8% UK
  • 3.75% Korea
  • 3.45% Germany
  • 2.86% Mexico
  • 2.76% Poland

Holdings by sector

  • 80.9% Government Bonds
  • 17.7% Government Agency Bonds
  • 1.4% Money Market

Holdings by asset type

  • 27.31% Japanese Fixed Interest
  • 13.71% Italian Fixed Interest
  • 12.23% French Fixed Interest
  • 9.76% US Fixed Interest
  • 6.8% Spanish Fixed Interest
  • 6.8% UK Fixed Interest
  • 3.75% South Korean Fixed Interest
  • 3.45% German Fixed Interest
  • 3.16% European Fixed Interest
  • 2.86% Mexican Fixed Interest

Individual holdings

  • 5.1% JAPAN(GOVERNMENT OF) 0.1% NTS 15/05/18 JPY100
  • 4% ITALY(REPUBLIC OF) 0.75% BDS 15/01/18 EUR1000
  • 3.3% GOVERNMENT OF ITALY 2.15% 12/11/17
  • 3.2% GOVERNMENT OF GERMANY 0.13% 04/10/24
  • 3.1% GOVERNMENT OF SPAIN 1.63% 14/09/18
  • 2.5% JAPAN(GOVERNMENT OF) 0.1% BDS 15/11/18 JPY50000
  • 2.3% GOVERNMENT OF FRANCE 1.25% 21/10/27
  • 2.3% JAPAN(GOVERNMENT OF) 1.5% BDS 20/09/18 JPY50000 SER 296
  • 2.2% JAPAN(GOVERNMENT OF) 0.1% NTS 20/09/20 JPY1000
  • 2.1% JAPAN(GOVERNMENT OF) 0.7% BDS 20/03/37 JPY1000