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

-3.42 %

1 Year rank in sector

14/16

Sector

FO Fixed Int - GBP Investment Grade

Yield
-
Fund size

£ 69.9 m

FE Risk score

69

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    54.88%
  • USA
    16.93%
  • France
    9.73%
  • International
    2.72%
  • Money Market
    2.7%
  • Investment Grade Corporate Bonds
    77.2%
  • Government Agency Bonds
    7.3%
  • Government Bonds
    5.7%
  • Mortgage & Secured Bonds
    3.4%
  • Fixed Interest
    2.8%
  • UK Fixed Interest
    84%
  • UK Gilts
    13%
  • Money Market
    2.7%
  • UK Corporate Fixed Interest
    0.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.02 %4.19 %-3.42 %26.37 %36.78 %
Sector1.51 %3.72 %1.52 %18.15 %30.13 %
Rank within sector2 / 174 / 1714 / 164 / 164 / 16
Quartile th1 st1 st4 th1 st1 st

Calendar performance

YTD-20172016201520142013
Fund3.99 %14.25 %-1.07 %16.42 %-2.88 %
Sector4.06 %9.14 %0.72 %7.94 %1.26 %
Rank within sector6 / 171 / 1514 / 151 / 1612 / 16
Quartile th2 nd1 st4 th1 st3 rd

Risk statistics

Alpha-3.19
Beta2.12
Sharpe0.47
Volatility10.71
Tracking error6.43
Information ratio0.42
R-Squared0.88

Price movement

52 week high17.75
52 week low15.716
Current bid price0
Current offer price0
Current mid price16.995

Holdings by region

  • 54.88% UK
  • 16.93% USA
  • 9.73% France
  • 2.72% International
  • 2.7% Money Market
  • 2.34% Germany
  • 2.04% Australia
  • 1.85% Netherlands
  • 1.75% Italy
  • 1.36% Portugal

Holdings by sector

  • 77.2% Investment Grade Corporate Bonds
  • 7.3% Government Agency Bonds
  • 5.7% Government Bonds
  • 3.4% Mortgage & Secured Bonds
  • 2.8% Fixed Interest
  • 2.7% Money Market
  • 0.6% Asset/Mortgage-Backed Securities
  • 0.3% High Yield Bond

Holdings by asset type

  • 84% UK Fixed Interest
  • 13% UK Gilts
  • 2.7% Money Market
  • 0.3% UK Corporate Fixed Interest

Individual holdings

  • 3.1% UK TREASURY STRIP UK 4.25% TREASURY STRIP 7/6/2032 PRNCP
  • 2.8% EUROPEAN INVESTMENT BANK 5% BDS 15/4/2039 GBP1000
  • 2.2% KEMBLE WATER 4.38% 03/07/34
  • 2.1% HSBC HLDGS 6% SUBORD NTS 29/03/40 GBP50000
  • 2% GLAXOSMITHKLINE CAPITAL 4.25% NTS 18/12/45 GBP100000
  • 1.9% CENTRICA 4.38% 13/03/29
  • 1.9% GOVERNMENT OF FRANCE 6.13% 02/06/34
  • 1.7% WAL-MART STORES INC 5.25% NTS 28/09/35 GBP1000
  • 1.5% ENGIE SA 7% BDS 30/10/28 GBP50000
  • 1.5% WILLOW TOPCO 6.50% 05/04/31