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)
Linda Raggi
since 04/09/2013
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

1.09 %

1 Year rank in sector

8/19

Sector

FO Fixed Int - USD Short/ Medium Maturity

Yield
-
Fund size

£ 736.0 m

FE Risk score

5

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    37.68%
  • Japan
    13.94%
  • Luxembourg
    7.07%
  • UK
    6.12%
  • Money Market
    5.8%
  • Government Bonds
    42.7%
  • Investment Grade Corporate Bonds
    34.8%
  • Mortgage & Secured Bonds
    6.4%
  • Money Market
    5.8%
  • Asset/Mortgage-Backed Securities
    3.7%
  • US Fixed Interest
    37.68%
  • Japanese Fixed Interest
    13.94%
  • Luxembourg Fixed Interest
    7.07%
  • UK Fixed Interest
    6.12%
  • Money Market
    5.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.18 %0.63 %1.09 %2.3 %4.12 %
Sector0.09 %0.56 %1.07 %4.25 %6.1 %
Rank within sector4 / 229 / 218 / 1910 / 179 / 15
Quartile th1 st2 nd2 nd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund1.09 %1.1 %0.18 %0.74 %0.65 %
Sector1.45 %3.15 %-0.08 %0.37 %0.86 %
Rank within sector12 / 2114 / 187 / 178 / 166 / 15
Quartile th3 rd4 th2 nd2 nd2 nd

Risk statistics

Alpha0.35
Beta0.28
Sharpe-0
Volatility0.48
Tracking error0.9
Information ratio-0.8
R-Squared0.45

Price movement

52 week high11.1
52 week low10.96
Current bid price0
Current offer price0
Current mid price11.11

Holdings by region

  • 37.68% USA
  • 13.94% Japan
  • 7.07% Luxembourg
  • 6.12% UK
  • 5.8% Money Market
  • 4.99% Australia
  • 4.71% Italy
  • 4.43% Canada
  • 3.67% Germany
  • 1.79% Spain

Holdings by sector

  • 42.7% Government Bonds
  • 34.8% Investment Grade Corporate Bonds
  • 6.4% Mortgage & Secured Bonds
  • 5.8% Money Market
  • 3.7% Asset/Mortgage-Backed Securities
  • 3.2% Government Agency Bonds
  • 2.2% Fixed Interest
  • 1.2% Debt

Holdings by asset type

  • 37.68% US Fixed Interest
  • 13.94% Japanese Fixed Interest
  • 7.07% Luxembourg Fixed Interest
  • 6.12% UK Fixed Interest
  • 5.8% Money Market
  • 4.99% Australian Fixed Interest
  • 4.71% Italian Fixed Interest
  • 4.43% Canadian Fixed Interest
  • 3.67% German Fixed Interest
  • 1.79% Spanish Fixed Interest

Individual holdings

  • 5.1% JAPAN(GOVERNMENT OF) 0.1% BDS 20/03/21 JPY1000
  • 4.3% AUSTRALIA(COMMONWEALTH OF) 1.75% BDS 21/11/20 AUD1000
  • 4.1% JAPAN(GOVERNMENT OF) 0.1% NTS 20/09/20 JPY1000
  • 3.4% US TREASURY 1.75% 30/06/22
  • 3.3% JAPAN(GOVERNMENT OF) 0.1% NTS 20/9/19 JPY1000
  • 2% UNITED STATES OF AMER TREAS BILLS 1.5% TB 15/06/20 USD100
  • 1.7% SPAIN(KINGDOM OF) 1.15% BDS 30/07/20 EUR1000
  • 1.7% US TREASURY 0.13% 15/04/19
  • 1.6% CANADA(GOVT OF) 1.75% BDS 01/03/19 CAD1000
  • 1.6% UNITED STATES OF AMER TREAS NOTES 1.625% NTS 15/03/20 USD1000