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
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

1.28 %

1 Year rank in sector

10/20

Sector

FO Fixed Int - USD Short/ Medium Maturity

Yield
-
Fund size

£ 694.5 m

FE Risk score

6

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    42.6%
  • Japan
    14.66%
  • UK
    6.45%
  • Australia
    5.76%
  • Canada
    5.28%
  • Government Bonds
    44.6%
  • Investment Grade Corporate Bonds
    37.3%
  • Mortgage & Secured Bonds
    6.9%
  • Asset/Mortgage-Backed Securities
    2.9%
  • Government Agency Bonds
    2.7%
  • US Fixed Interest
    42.6%
  • Japanese Fixed Interest
    14.66%
  • UK Fixed Interest
    6.45%
  • Australian Fixed Interest
    5.76%
  • Canadian Fixed Interest
    5.28%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %0.73 %1.28 %2.3 %4.12 %
Sector-0.13 %0.34 %1.73 %4.16 %6.01 %
Rank within sector4 / 224 / 2210 / 209 / 179 / 15
Quartile th1 st1 st2 nd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund1.09 %1.1 %0.18 %0.74 %0.65 %
Sector1.33 %3.15 %-0.08 %0.37 %0.86 %
Rank within sector10 / 2114 / 187 / 178 / 166 / 15
Quartile th2 nd4 th2 nd2 nd2 nd

Risk statistics

Alpha0.41
Beta0.29
Sharpe-0
Volatility0.48
Tracking error0.88
Information ratio-0.68
R-Squared0.47

Price movement

52 week high11.12
52 week low10.96
Current bid price0
Current offer price0
Current mid price11.11

Holdings by region

  • 42.6% USA
  • 14.66% Japan
  • 6.45% UK
  • 5.76% Australia
  • 5.28% Canada
  • 5.08% Italy
  • 4.01% Germany
  • 2.3% Money Market
  • 1.95% Spain
  • 1.86% France

Holdings by sector

  • 44.6% Government Bonds
  • 37.3% Investment Grade Corporate Bonds
  • 6.9% Mortgage & Secured Bonds
  • 2.9% Asset/Mortgage-Backed Securities
  • 2.7% Government Agency Bonds
  • 2.3% Fixed Interest
  • 2.3% Money Market
  • 1% Debt

Holdings by asset type

  • 42.6% US Fixed Interest
  • 14.66% Japanese Fixed Interest
  • 6.45% UK Fixed Interest
  • 5.76% Australian Fixed Interest
  • 5.28% Canadian Fixed Interest
  • 5.08% Italian Fixed Interest
  • 4.01% German Fixed Interest
  • 2.3% Money Market
  • 1.95% Spanish Fixed Interest
  • 1.86% French Fixed Interest

Individual holdings

  • 5.3% JAPAN(GOVERNMENT OF) 0.1% BDS 20/03/21 JPY1000
  • 4.5% AUSTRALIA(COMMONWEALTH OF) 1.75% BDS 21/11/20 AUD1000
  • 3.5% JAPAN(GOVERNMENT OF) 0.1% NTS 20/09/20 JPY1000
  • 2.6% US TREASURY 1.75% 30/06/22
  • 2.1% JAPAN(GOVERNMENT OF) 0.1% NTS 20/9/19 JPY1000
  • 2.1% UNITED STATES OF AMER TREAS BILLS 1.5% TB 15/06/20 USD100
  • 1.8% SPAIN(KINGDOM OF) 1.15% BDS 30/07/20 EUR1000
  • 1.8% US TREASURY 0.13% 15/04/19
  • 1.7% CANADA(GOVT OF) 1.75% BDS 01/03/19 CAD1000
  • 1.7% UNITED STATES OF AMER TREAS NOTES 1.625% NTS 15/03/20 USD1000