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
Nick Gartside
since 28/06/2013
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
Barclays Global Aggregate 1-3 Years
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

0.73 %

1 Year rank in sector

12/19

Sector

FO Fixed Int - USD Short/ Medium Maturity

Yield
-
Fund size

£ 659.7 m

FE Risk score

5

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    45.31%
  • Japan
    12.72%
  • UK
    6.75%
  • Australia
    5.01%
  • Canada
    4.43%
  • A
    37.1%
  • AAA
    29.2%
  • BBB
    16.8%
  • AA
    13.3%
  • Money Market
    3.6%
  • US Fixed Interest
    45.31%
  • Japanese Fixed Interest
    12.72%
  • UK Fixed Interest
    6.75%
  • Australian Fixed Interest
    5.01%
  • Canadian Fixed Interest
    4.43%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.09 %0.73 %0.82 %2.22 %4.53 %
Sector0.03 %0.78 %1.26 %4.05 %6.6 %
Rank within sector19 / 2216 / 2112 / 198 / 179 / 16
Quartile th4 th4 th3 rd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.73 %1.1 %0.18 %0.74 %0.65 %
Sector1.1 %3.15 %-0.08 %0.37 %0.86 %
Rank within sector17 / 2113 / 188 / 179 / 176 / 16
Quartile th4 th3 rd2 nd3 rd2 nd

Risk statistics

Alpha0.39
Beta0.24
Sharpe-0
Volatility0.48
Tracking error0.99
Information ratio-0.55
R-Squared0.34

Price movement

52 week high11.07
52 week low10.96
Current bid price0
Current offer price0
Current mid price11.07

Holdings by region

  • 45.31% USA
  • 12.72% Japan
  • 6.75% UK
  • 5.01% Australia
  • 4.43% Canada
  • 3.76% Italy
  • 3.6% Money Market
  • 3.18% France
  • 3.08% Germany
  • 2.7% Luxembourg

Holdings by sector

  • 37.1% A
  • 29.2% AAA
  • 16.8% BBB
  • 13.3% AA
  • 3.6% Money Market

Holdings by asset type

  • 45.31% US Fixed Interest
  • 12.72% Japanese Fixed Interest
  • 6.75% UK Fixed Interest
  • 5.01% Australian Fixed Interest
  • 4.43% Canadian Fixed Interest
  • 3.76% Italian Fixed Interest
  • 3.6% Money Market
  • 3.18% French Fixed Interest
  • 3.08% German Fixed Interest
  • 2.7% Luxembourg Fixed Interest

Individual holdings

  • 4.6% JAPAN(GOVERNMENT OF) 0.1% BDS 20/03/21 JPY1000
  • 3.9% AUSTRALIA(COMMONWEALTH OF) 1.75% BDS 21/11/20 AUD1000
  • 3.1% JAPAN(GOVERNMENT OF) 0.1% NTS 20/09/20 JPY1000
  • 3% JAPAN(GOVERNMENT OF) 0.1% NTS 20/9/19 JPY1000
  • 2.4% JAPAN(GOVERNMENT OF) 0.1% NTS 20/03/20 JPY1000
  • 2% US TREASURY 0.13% 15/04/19
  • 1.9% UNITED STATES OF AMER TREAS NOTES 1.625% NTS 15/03/20 USD1000
  • 1.8% UNITED STATES OF AMER TREAS NOTES 1.375% TB 15/01/20 USD100
  • 1.6% ERSTE ABWICKLUNGSANSTALT 1.25% MTN 15/03/18 USD200000
  • 1.6% GERMANY(FEDERAL REPUBLIC OF) 2% BDS 04/01/22 EUR0.01