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(s)
Iain Stealey
since 21/07/2009
Linda Raggi
since 04/09/2013
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
Bloomberg Barclays Global Aggregate 1-3 Years Index (Total Return Gross) Hedged to USD
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

1 %

1 Year rank in sector

10/22

Sector

FO Fixed Int - USD Short/ Medium Maturity

Yield
-
Fund size

£ 689.7 m

FE Risk score

6

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    46.27%
  • Japan
    14.02%
  • UK
    7.58%
  • Italy
    4.42%
  • Money Market
    4%
  • Government Bonds
    38.5%
  • Investment Grade Corporate Bonds
    36.9%
  • Mortgage & Secured Bonds
    8.7%
  • Asset/Mortgage-Backed Securities
    5.2%
  • Money Market
    4%
  • US Fixed Interest
    46.27%
  • Japanese Fixed Interest
    14.02%
  • UK Fixed Interest
    7.58%
  • Italian Fixed Interest
    4.42%
  • Money Market
    4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.09 %0.36 %1 %2.21 %3.64 %
Sector-0.65 %-0.3 %0.49 %3.34 %4.91 %
Rank within sector13 / 238 / 2310 / 2211 / 189 / 15
Quartile th3 rd2 nd2 nd3 rd3 rd

Calendar performance

YTD-20182017201620152014
Fund-0.09 %1.09 %1.1 %0.18 %0.74 %
Sector-0.59 %1.32 %3.15 %-0.08 %0.37 %
Rank within sector12 / 2311 / 2215 / 198 / 189 / 17
Quartile th3 rd2 nd4 th2 nd3 rd

Risk statistics

Alpha0.37
Beta0.29
Sharpe-0
Volatility0.48
Tracking error0.87
Information ratio-0.75
R-Squared0.47

Price movement

52 week high11.12
52 week low10.98
Current bid price0
Current offer price0
Current mid price11.1

Holdings by region

  • 46.27% USA
  • 14.02% Japan
  • 7.58% UK
  • 4.42% Italy
  • 4% Money Market
  • 3.94% Canada
  • 2.4% Australia
  • 2.02% Spain
  • 2.02% Sweden
  • 1.92% France

Holdings by sector

  • 38.5% Government Bonds
  • 36.9% Investment Grade Corporate Bonds
  • 8.7% Mortgage & Secured Bonds
  • 5.2% Asset/Mortgage-Backed Securities
  • 4% Money Market
  • 2.8% Government Agency Bonds
  • 2.4% Fixed Interest
  • 1.5% Debt

Holdings by asset type

  • 46.27% US Fixed Interest
  • 14.02% Japanese Fixed Interest
  • 7.58% UK Fixed Interest
  • 4.42% Italian Fixed Interest
  • 4% Money Market
  • 3.94% Canadian Fixed Interest
  • 2.4% Australian Fixed Interest
  • 2.02% Spanish Fixed Interest
  • 2.02% Swedish Fixed Interest
  • 1.92% French Fixed Interest

Individual holdings

  • 5.2% JAPAN(GOVERNMENT OF) 0.1% BDS 20/03/21 JPY1000
  • 2.7% US TREASURY 1.75% 30/06/22
  • 2.6% JAPAN(GOVERNMENT OF) 0.1% NTS 20/09/20 JPY1000
  • 2.2% JAPAN(GOVERNMENT OF) 0.1% NTS 20/9/19 JPY1000
  • 2.2% UNITED STATES OF AMER TREAS BILLS 1.5% TB 15/06/20 USD100
  • 2% UNITED STATES OF AMER TREAS BILLS 1.75% TB 15/11/20 USD100
  • 1.8% ITALY(REPUBLIC OF) 0.65% BDS 01/11/20 EUR1000
  • 1.8% SPAIN(KINGDOM OF) 1.15% BDS 30/07/20 EUR1000
  • 1.8% UNITED STATES OF AMER TREAS BILLS 2% TB 31/10/22 USD100
  • 1.8% UNITED STATES OF AMER TREAS NOTES 1.625% NTS 15/03/20 USD1000