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
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

Quick stats

1 Year return

-4.17 %

1 Year rank in sector

15/17

Sector

FO Fixed Int - GBP Investment Grade

Yield
-
Fund size

£ 68.5 m

FE Risk score

73

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    54.49%
  • USA
    17.96%
  • France
    10.68%
  • International
    3.09%
  • Germany
    2.59%
  • Investment Grade Corporate Bonds
    78.8%
  • Government Agency Bonds
    7.9%
  • Government Bonds
    5.3%
  • Mortgage & Secured Bonds
    3.7%
  • Fixed Interest
    3.1%
  • UK Fixed Interest
    86.3%
  • UK Gilts
    13.2%
  • UK Corporate Fixed Interest
    0.3%
  • Money Market
    0.2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.62 %0.28 %-4.17 %22.46 %33.04 %
Sector-1.27 %1.37 %0.83 %16.32 %27.46 %
Rank within sector18 / 189 / 1815 / 174 / 175 / 17
Quartile th4 th2 nd4 th1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund1.56 %14.25 %-1.07 %16.42 %-2.88 %
Sector2.96 %9.14 %0.72 %7.94 %1.26 %
Rank within sector10 / 181 / 1615 / 161 / 1713 / 17
Quartile th3 rd1 st4 th1 st4 th

Risk statistics

Alpha-3.73
Beta2.09
Sharpe0.4
Volatility10.51
Tracking error6.23
Information ratio0.31
R-Squared0.89

Price movement

52 week high17.45
52 week low15.716
Current bid price0
Current offer price0
Current mid price16.598

Holdings by region

  • 54.49% UK
  • 17.96% USA
  • 10.68% France
  • 3.09% International
  • 2.59% Germany
  • 2.3% Australia
  • 2.1% Netherlands
  • 1.7% Italy
  • 1.3% Mexico
  • 1.2% Portugal

Holdings by sector

  • 78.8% Investment Grade Corporate Bonds
  • 7.9% Government Agency Bonds
  • 5.3% Government Bonds
  • 3.7% Mortgage & Secured Bonds
  • 3.1% Fixed Interest
  • 0.7% Asset/Mortgage-Backed Securities
  • 0.3% High Yield Bond
  • 0.2% Money Market

Holdings by asset type

  • 86.3% UK Fixed Interest
  • 13.2% UK Gilts
  • 0.3% UK Corporate Fixed Interest
  • 0.2% Money Market

Individual holdings

  • 3.3% UK TREASURY STRIP UK 4.25% TREASURY STRIP 7/6/2032 PRNCP
  • 3.1% EUROPEAN INVESTMENT BANK 5% BDS 15/4/2039 GBP1000
  • 2.4% HSBC HLDGS 6% SUBORD NTS 29/03/40 GBP50000
  • 2.3% KEMBLE WATER 4.38% 03/07/34
  • 2.1% CENTRICA 4.38% 13/03/29
  • 2.1% ELECTRICITE DE FRANCE 6.13% 02/06/34
  • 2% GLAXOSMITHKLINE CAPITAL 4.25% NTS 18/12/45 GBP100000
  • 1.9% WAL-MART STORES INC 5.25% NTS 28/09/35 GBP1000
  • 1.7% ENGIE SA 7% BDS 30/10/28 GBP50000
  • 1.6% WILLOW TOPCO 6.50% 05/04/31