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

0.63 %

1 Year rank in sector

246/298

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 408.3 m

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

Top in sector

Holdings snapshot

  • Japan
    29.21%
  • Italy
    15.44%
  • France
    12.41%
  • Spain
    10.55%
  • USA
    10.55%
  • Government Bonds
    82.4%
  • Government Agency Bonds
    15.3%
  • Money Market
    2.3%
  • Japanese Fixed Interest
    29.21%
  • Italian Fixed Interest
    15.44%
  • French Fixed Interest
    12.41%
  • Spanish Fixed Interest
    10.55%
  • US Fixed Interest
    10.55%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.63 %0.39 %0.63 %4.35 %10.04 %
Sector0.04 %1.39 %4.04 %6.32 %9.39 %
Rank within sector33 / 339237 / 323246 / 298150 / 23981 / 174
Quartile th1 st3 rd4 th3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.55 %1.85 %0.4 %7.95 %-1.21 %
Sector3.44 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector245 / 306196 / 27369 / 24145 / 20589 / 180
Quartile th4 th3 rd2 nd1 st2 nd

Risk statistics

Alpha-0.02
Beta0.78
Sharpe-0
Volatility3.56
Tracking error2.96
Information ratio-0.17
R-Squared0.33

Price movement

52 week high12.76
52 week low12.5
Current bid price0
Current offer price0
Current mid price12.71

Holdings by region

  • 29.21% Japan
  • 15.44% Italy
  • 12.41% France
  • 10.55% Spain
  • 10.55% USA
  • 4.59% UK
  • 2.93% Korea
  • 2.83% Mexico
  • 2.3% Money Market
  • 2.25% Poland

Holdings by sector

  • 82.4% Government Bonds
  • 15.3% Government Agency Bonds
  • 2.3% Money Market

Holdings by asset type

  • 29.21% Japanese Fixed Interest
  • 15.44% Italian Fixed Interest
  • 12.41% French Fixed Interest
  • 10.55% Spanish Fixed Interest
  • 10.55% US Fixed Interest
  • 4.59% UK Fixed Interest
  • 2.93% South Korean Fixed Interest
  • 2.83% Mexican Fixed Interest
  • 2.3% Money Market
  • 2.25% Polish Fixed Interest

Individual holdings

  • 5% JAPAN(GOVERNMENT OF) 0.1% NTS 15/05/18 JPY100
  • 4.8% GOVERNMENT OF ITALY 0.80% 15/01/18
  • 4.1% GOVERNMENT OF SPAIN 1.50% 31/10/27
  • 2.8% GOVERNMENT OF ITALY 2.20% 12/11/17
  • 2.6% JAPAN(GOVERNMENT OF) 0.1% BDS 15/05/19 JPY50000
  • 2.6% US TREASURY 0.00% 14/12/17
  • 2.5% GOVERNMENT OF SPAIN 1.60% 14/09/18
  • 2.5% JAPAN(GOVERNMENT OF) 0.1% BDS 15/11/18 JPY50000
  • 2% JAPAN(GOVERNMENT OF) 0.7% BDS 20/03/37 JPY1000
  • 1.9% GOVERNMENT OF ITALY 0.00% 30/11/17