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

5 %

1 Year rank in sector

6/17

Sector

FO Fixed Int - GBP Investment Grade

Yield
-
Fund size

£ 62.6 m

FE Risk score

74

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    51.74%
  • USA
    17.61%
  • France
    11.14%
  • International
    3.18%
  • Germany
    2.89%
  • Investment Grade Corporate Bonds
    80.6%
  • Government Agency Bonds
    8.3%
  • Mortgage & Secured Bonds
    3.8%
  • Fixed Interest
    3.2%
  • Government Bonds
    2.6%
  • UK Fixed Interest
    88.3%
  • UK Gilts
    10.9%
  • Money Market
    0.5%
  • UK Corporate Fixed Interest
    0.3%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.49 %-0.21 %5 %20.62 %30.05 %
Sector0.16 %0.71 %5 %15.53 %25.08 %
Rank within sector5 / 1711 / 176 / 173 / 164 / 16
Quartile th2 nd3 rd2 nd1 st1 st

Calendar performance

YTD-20172016201520142013
Fund2.35 %14.25 %-1.07 %16.42 %-2.88 %
Sector3.46 %9.14 %0.72 %7.94 %1.26 %
Rank within sector9 / 171 / 1514 / 151 / 1612 / 16
Quartile th3 rd1 st4 th1 st3 rd

Risk statistics

Alpha-3.65
Beta2.08
Sharpe0.29
Volatility10.73
Tracking error6.31
Information ratio0.22
R-Squared0.89

Price movement

52 week high17.224
52 week low15.716
Current bid price0
Current offer price0
Current mid price16.727

Holdings by region

  • 51.74% UK
  • 17.61% USA
  • 11.14% France
  • 3.18% International
  • 2.89% Germany
  • 2.69% Australia
  • 2.49% Netherlands
  • 1.49% Italy
  • 1.39% Belgium
  • 1.39% Mexico

Holdings by sector

  • 80.6% Investment Grade Corporate Bonds
  • 8.3% Government Agency Bonds
  • 3.8% Mortgage & Secured Bonds
  • 3.2% Fixed Interest
  • 2.6% Government Bonds
  • 0.7% Asset/Mortgage-Backed Securities
  • 0.5% Money Market
  • 0.3% High Yield Bond

Holdings by asset type

  • 88.3% UK Fixed Interest
  • 10.9% UK Gilts
  • 0.5% Money Market
  • 0.3% UK Corporate Fixed Interest

Individual holdings

  • 3.2% EUROPEAN INVESTMENT BANK 5% BDS 15/4/2039 GBP1000
  • 2.3% THAMES WATER 4.40% 03/07/34
  • 2.2% ELECTRICITE DE FRANCE 6.10% 02/06/34
  • 2.2% HSBC HLDGS 6% SUBORD NTS 29/03/40 GBP50000
  • 2.1% GLAXOSMITHKLINE 4.30% 18/12/45
  • 2% ENGIE SA 7% BDS 30/10/28 GBP50000
  • 1.9% WAL-MART STORES INC 5.25% NTS 28/09/35 GBP1000
  • 1.8% CENTRICA 4.40% 13/03/29
  • 1.6% GREAT ROLLING STOCK CO LTD 6.5% BDS 05/04/31 GBP100000
  • 1.4% E.ON 6.80% 27/01/39