Fact sheet: JPM US Agrgt Bd

Fund information

Fund name
JPM US Aggregate Bond A Inc NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Barbara Miller
since 01/10/2015
Peter Simons
since 15/09/2000
Richard Figuly
since 22/11/2016
Fund objective
To achieve a return in excess of US bond markets by investing primarily in US investment grade debt securities.
Benchmark
Bloomberg Barclays US Aggregate Index
Investment style
Active
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-0.09 %

1 Year rank in sector

23/38

Sector

FO Fixed Int - USD Investment Grade

Yield
-
Fund size

£ 3.8 b

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    98.3%
  • Money Market
    1.7%
  • Mortgage & Secured Bonds
    30.9%
  • Corporate Bonds
    25.8%
  • Government Bonds
    24.4%
  • Asset/Mortgage-Backed Securities
    15.3%
  • Money Market
    1.7%
  • US Fixed Interest
    46.7%
  • US Corporate Fixed Interest
    25.8%
  • US Government Fixed Interest
    25.8%
  • Money Market
    1.7%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.33 %0.9 %-0.09 %5.12 %7.77 %
Sector0.16 %0.98 %0.68 %5.89 %11.93 %
Rank within sector36 / 4028 / 4023 / 3818 / 3318 / 29
Quartile th4 th3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund3.01 %1.64 %0.32 %5.15 %-2.65 %
Sector2.86 %3.82 %-0.74 %5.96 %-1.08 %
Rank within sector21 / 4025 / 3510 / 3321 / 3223 / 32
Quartile th3 rd3 rd2 nd3 rd3 rd

Risk statistics

Alpha0.28
Beta0.83
Sharpe-0
Volatility2.73
Tracking error1.65
Information ratio-0.07
R-Squared0.66

Price movement

52 week high12.4
52 week low11.85
Current bid price0
Current offer price0
Current mid price12.17

Holdings by region

  • 98.3% USA
  • 1.7% Money Market

Holdings by sector

  • 30.9% Mortgage & Secured Bonds
  • 25.8% Corporate Bonds
  • 24.4% Government Bonds
  • 15.3% Asset/Mortgage-Backed Securities
  • 1.7% Money Market
  • 1.4% Government Agency Bonds
  • 0.5% Fixed Interest

Holdings by asset type

  • 46.7% US Fixed Interest
  • 25.8% US Corporate Fixed Interest
  • 25.8% US Government Fixed Interest
  • 1.7% Money Market

Individual holdings

  • 0.9% UNITED STATES OF AMER TREAS NOTES 1.5% TB 31/08/18 USD100 P-2018
  • 0.8% US TREASURY 1.13% 31/08/21
  • 0.8% US TREASURY 1.50% 30/11/19
  • 0.7% US TREASURY 0.00% 15/05/21
  • 0.7% US TREASURY 2.00% 28/02/21
  • 0.6% UNITED STATES OF AMER TREAS BONDS 1.625% BDS 30/06/20 USD100
  • 0.6% UNITED STATES OF AMER TREAS NOTES 0% NTS 15/05/23 USD1000
  • 0.5% FHLM 2.74% 25/09/25
  • 0.5% US TREASURY 0.88% 15/09/19
  • 0.5% US TREASURY 1.75% 15/05/22