Fact sheet: JPM US Bond

Fund information

Fund name
JPM US Bond A Acc NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Steven Lear
since 15/01/1997
Diana Wagner
since 01/05/2015
Jan Ho
since 01/05/2015
Fund objective
To achieve a return in excess of US bond markets by investing primarily in US debt securities, using financial derivativeinstruments where appropriate.
Benchmark
Bloomberg Barclays US Aggregate Index
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

3.49 %

1 Year rank in sector

13/38

Sector

FO Fixed Int - USD Investment Grade

Yield
-
Fund size

£ 217.0 m

FE Risk score

21

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    77.42%
  • Mexico
    2.76%
  • Canada
    2.46%
  • UK
    2.07%
  • Money Market
    1.5%
  • Investment Grade Bonds
    38%
  • Asset/Mortgage-Backed Securities
    34.9%
  • Government Bonds
    12%
  • High Yield Bond
    10.2%
  • Debt
    3.3%
  • US Fixed Interest
    76.3%
  • US Government Fixed Interest
    12%
  • US Corporate Fixed Interest
    10.2%
  • Money Market
    1.5%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.1 %0.84 %3.49 %6.33 %16.11 %
Sector-0.25 %0.54 %3.14 %6.24 %11.33 %
Rank within sector13 / 3914 / 3913 / 3814 / 325 / 29
Quartile th2 nd2 nd2 nd2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund3.22 %3.42 %-0.98 %5.73 %3.72 %
Sector2.92 %3.82 %-0.74 %5.96 %-1.08 %
Rank within sector19 / 3910 / 3423 / 3214 / 311 / 31
Quartile th2 nd2 nd3 rd2 nd1 st

Risk statistics

Alpha0.24
Beta0.87
Sharpe-0
Volatility2.59
Tracking error1.19
Information ratio0.01
R-Squared0.8

Price movement

52 week high230.28
52 week low220.06
Current bid price0
Current offer price0
Current mid price229.14

Holdings by region

  • 77.42% USA
  • 2.76% Mexico
  • 2.46% Canada
  • 2.07% UK
  • 1.5% Money Market
  • 1.28% China
  • 1.28% Netherlands
  • 1.08% Switzerland
  • 0.89% Qatar
  • 0.69% Chile

Holdings by sector

  • 38% Investment Grade Bonds
  • 34.9% Asset/Mortgage-Backed Securities
  • 12% Government Bonds
  • 10.2% High Yield Bond
  • 3.3% Debt
  • 1.5% Money Market
  • 0.1% Mortgage & Secured Bonds

Holdings by asset type

  • 76.3% US Fixed Interest
  • 12% US Government Fixed Interest
  • 10.2% US Corporate Fixed Interest
  • 1.5% Money Market

Individual holdings

  • 3.4% FNMA 3.50% 01/10/47
  • 2.7% FNMA 3.00% 01/11/47
  • 1.6% GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.50% 20/01/43
  • 1.5% GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.00% 20/05/47
  • 1.4% FHLM 3.00% 01/12/46
  • 1.4% UNITED STATES OF AMER TREAS BILLS 1.375% TB 15/09/20 USD100
  • 1.4% UNITED STATES OF AMER TREAS BONDS 2.25% BDS 15/08/46 USD100
  • 1.4% US TREASURY 2.38% 15/05/27
  • 1.3% UNITED STATES OF AMER TREAS BONDS 3% TB 15/11/45 USD100
  • 1.1% US TREASURY 0.13% 15/07/26