Fact sheet: JPM Sterling Bond

Fund information

Fund name
JPM Sterling Bond D Acc NAV
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Linda Raggi
since 04/09/2013
Iain Stealey
since 01/06/2006
Fund objective
To achieve a return in excess of sterling bond markets by investing primarily in investment grade GBP denominated debt securities, using financial derivative instruments where appropriate.
Benchmark
Bloomberg Barclays Sterling Non-Gilts 10+ Year Index
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-0.31 %

1 Year rank in sector

11/15

Sector

FO Fixed Int - GBP Investment Grade

Yield
-
Fund size

£ 61.0 m

FE Risk score

61

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    54.46%
  • USA
    14.25%
  • France
    10.81%
  • International
    3.05%
  • Germany
    2.65%
  • Investment Grade Corporate Bonds
    80.9%
  • Fixed Interest
    10.3%
  • Mortgage & Secured Bonds
    4.2%
  • Money Market
    1.7%
  • Debt
    1.5%
  • UK Fixed Interest
    96.9%
  • Money Market
    1.7%
  • UK Gilts
    1.4%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.11 %-1.8 %-0.31 %18.7 %33.5 %
Sector0.55 %-0.97 %0.76 %13.65 %23.83 %
Rank within sector2 / 1514 / 1511 / 152 / 142 / 13
Quartile th1 st4 th3 rd1 st1 st

Calendar performance

YTD-20182017201620152014
Fund-2.55 %4.3 %14.25 %-1.07 %16.42 %
Sector-1.25 %4.61 %9.14 %0.72 %7.94 %
Rank within sector14 / 155 / 151 / 1312 / 131 / 13
Quartile th4 th2 nd1 st4 th1 st

Risk statistics

Alpha-2.33
Beta1.88
Sharpe0.23
Volatility8.95
Tracking error4.73
Information ratio0.25
R-Squared0.92

Price movement

52 week high17.224
52 week low16.266
Current bid price0
Current offer price0
Current mid price16.61

Holdings by region

  • 54.46% UK
  • 14.25% USA
  • 10.81% France
  • 3.05% International
  • 2.65% Germany
  • 2.16% Australia
  • 2.16% Netherlands
  • 1.97% Belgium
  • 1.7% Money Market
  • 1.67% Italy

Holdings by sector

  • 80.9% Investment Grade Corporate Bonds
  • 10.3% Fixed Interest
  • 4.2% Mortgage & Secured Bonds
  • 1.7% Money Market
  • 1.5% Debt
  • 0.7% Government Agency Bonds
  • 0.7% Government Bonds

Holdings by asset type

  • 96.9% UK Fixed Interest
  • 1.7% Money Market
  • 1.4% UK Gilts

Individual holdings

  • 3.1% EUROPEAN INVESTMENT BANK 5% BDS 15/4/2039 GBP1000
  • 2.5% ENGIE SA 7% BDS 30/10/28 GBP50000
  • 2.3% ELECTRICITE DE FRANCE 6.13% 02/06/2034
  • 2.3% HSBC HLDGS 6% SUBORD NTS 29/03/40 GBP50000
  • 2.3% THAMES WATER UTILITIES FINANCE 4.38% 03/07/2034
  • 2% LLOYDS BANK 4.88% 30/03/2027
  • 1.7% B.A.T.INTERNATIONAL FINANCE 6% GTD NTS 24/11/34 GBP50000
  • 1.6% HEATHROW FUNDING 5.88% 13/05/2041
  • 1.5% E.ON INTERNATIONAL FINANCE 6.75% MTN 27/01/39 GBP50000
  • 1.5% SNCF RESEAU 5.25% 31/01/2035