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)
Iain Stealey
since 01/06/2006
Linda Raggi
since 04/09/2013
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

4.82 %

1 Year rank in sector

5/17

Sector

FO Fixed Int - GBP Investment Grade

Yield
-
Fund size

£ 63.6 m

FE Risk score

73

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    52.52%
  • USA
    16.23%
  • France
    11.25%
  • International
    3.33%
  • Germany
    3.03%
  • Investment Grade Corporate Bonds
    79.3%
  • Government Agency Bonds
    8.7%
  • Mortgage & Secured Bonds
    4%
  • Fixed Interest
    3.4%
  • Money Market
    2.2%
  • UK Fixed Interest
    87.5%
  • UK Gilts
    9.8%
  • Money Market
    2.2%
  • UK Corporate Fixed Interest
    0.5%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.2 %2.18 %4.82 %13.05 %34.61 %
Sector-0.17 %1.97 %4.84 %13.33 %25.51 %
Rank within sector3 / 176 / 175 / 175 / 163 / 15
Quartile th1 st2 nd2 nd2 nd1 st

Calendar performance

YTD-20182017201620152014
Fund-0.13 %4.3 %14.25 %-1.07 %16.42 %
Sector-0.08 %4.61 %9.14 %0.72 %7.94 %
Rank within sector10 / 175 / 171 / 1514 / 151 / 15
Quartile th3 rd2 nd1 st4 th1 st

Risk statistics

Alpha-3.84
Beta2.08
Sharpe0.2
Volatility10.68
Tracking error6.28
Information ratio0.13
R-Squared0.89

Price movement

52 week high17.224
52 week low15.894
Current bid price0
Current offer price0
Current mid price17.022

Holdings by region

  • 52.52% UK
  • 16.23% USA
  • 11.25% France
  • 3.33% International
  • 3.03% Germany
  • 2.54% Netherlands
  • 2.2% Money Market
  • 1.76% Australia
  • 1.56% Italy
  • 1.47% Belgium

Holdings by sector

  • 79.3% Investment Grade Corporate Bonds
  • 8.7% Government Agency Bonds
  • 4% Mortgage & Secured Bonds
  • 3.4% Fixed Interest
  • 2.2% Money Market
  • 1.1% Government Bonds
  • 0.8% Asset/Mortgage-Backed Securities
  • 0.5% High Yield Bond

Holdings by asset type

  • 87.5% UK Fixed Interest
  • 9.8% UK Gilts
  • 2.2% Money Market
  • 0.5% UK Corporate Fixed Interest

Individual holdings

  • 3.4% EUROPEAN INVESTMENT BANK 5% BDS 15/4/2039 GBP1000
  • 2.4% KEMBLE WATER 4.40% 03/07/34
  • 2.3% ELECTRICITE DE FRANCE 6.10% 02/06/34
  • 2.3% HSBC HLDGS 6% SUBORD NTS 29/03/40 GBP50000
  • 2.2% GLAXOSMITHKLINE 4.30% 18/12/45
  • 1.9% CENTRICA 4.40% 13/03/29
  • 1.8% WAL-MART STORES INC 5.25% NTS 28/09/35 GBP1000
  • 1.7% ENGIE SA 7% BDS 30/10/28 GBP50000
  • 1.7% WILLOW TOPCO 6.50% 05/04/31
  • 1.5% E.ON 6.80% 27/01/39