Fact sheet: JPM Gbl ShtDur Bd

Fund information

Fund name
JPM Global Short Duration Bond A Acc NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Iain Stealey
since 21/07/2009
Fund objective
To achieve a return in excess of global short duration bond markets by investing primarily in global investment grade short-term debt securities, using financial derivative instruments where appropriate.
Benchmark
Barclays Global Aggregate 1-3 Years
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

1 %

1 Year rank in sector

11/19

Sector

FO Fixed Int - USD Short/ Medium Maturity

Yield
-
Fund size

£ 668.1 m

FE Risk score

6

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    45.65%
  • Japan
    14.33%
  • UK
    6.42%
  • Australia
    5.34%
  • Germany
    4.94%
  • Government Bonds
    39.6%
  • Investment Grade Corporate Bonds
    39.2%
  • Mortgage & Secured Bonds
    7.6%
  • Asset/Mortgage-Backed Securities
    4.7%
  • Government Agency Bonds
    3.7%
  • US Fixed Interest
    45.65%
  • Japanese Fixed Interest
    14.33%
  • UK Fixed Interest
    6.42%
  • Australian Fixed Interest
    5.34%
  • German Fixed Interest
    4.94%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.09 %0.73 %1 %2.21 %4.13 %
Sector0.07 %0.93 %1.21 %4.44 %6.22 %
Rank within sector7 / 2214 / 2111 / 1910 / 179 / 15
Quartile th2 nd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.91 %1.1 %0.18 %0.74 %0.65 %
Sector1.35 %3.15 %-0.08 %0.37 %0.86 %
Rank within sector16 / 2114 / 187 / 178 / 166 / 15
Quartile th4 th4 th2 nd2 nd2 nd

Risk statistics

Alpha0.44
Beta0.26
Sharpe-0
Volatility0.48
Tracking error0.95
Information ratio-0.62
R-Squared0.39

Price movement

52 week high11.1
52 week low10.96
Current bid price0
Current offer price0
Current mid price11.09

Holdings by region

  • 45.65% USA
  • 14.33% Japan
  • 6.42% UK
  • 5.34% Australia
  • 4.94% Germany
  • 4.64% Canada
  • 4.15% Italy
  • 2.07% France
  • 1.88% Switzerland
  • 1.38% Spain

Holdings by sector

  • 39.6% Government Bonds
  • 39.2% Investment Grade Corporate Bonds
  • 7.6% Mortgage & Secured Bonds
  • 4.7% Asset/Mortgage-Backed Securities
  • 3.7% Government Agency Bonds
  • 2.6% Fixed Interest
  • 1.4% Debt
  • 1.2% Money Market

Holdings by asset type

  • 45.65% US Fixed Interest
  • 14.33% Japanese Fixed Interest
  • 6.42% UK Fixed Interest
  • 5.34% Australian Fixed Interest
  • 4.94% German Fixed Interest
  • 4.64% Canadian Fixed Interest
  • 4.15% Italian Fixed Interest
  • 2.07% French Fixed Interest
  • 1.88% Swiss Fixed Interest
  • 1.38% Spanish Fixed Interest

Individual holdings

  • 4.9% JAPAN(GOVERNMENT OF) 0.1% BDS 20/03/21 JPY1000
  • 4.3% AUSTRALIA(COMMONWEALTH OF) 1.75% BDS 21/11/20 AUD1000
  • 3.7% JAPAN(GOVERNMENT OF) 0.1% NTS 20/9/19 JPY1000
  • 3.6% JAPAN(GOVERNMENT OF) 0.1% NTS 20/09/20 JPY1000
  • 2.3% UNITED STATES OF AMER TREAS BILLS 1.5% TB 15/06/20 USD100
  • 1.9% UNITED STATES OF AMER TREAS NOTES 1.625% NTS 15/03/20 USD1000
  • 1.9% US TREASURY 0.13% 15/04/19
  • 1.8% UNITED STATES OF AMER TREAS NOTES 1.375% TB 15/01/20 USD100
  • 1.6% JAPAN(GOVERNMENT OF) 0.1% NTS 20/03/20 JPY1000
  • 1.5% ERSTE ABWICKLUNGSANSTALT 1.25% MTN 15/03/18 USD200000