Fact sheet: JPM US Bond

Fund information

Fund name
JPM US Bond D NAV
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

Quick stats

1 Year return

1.01 %

1 Year rank in sector

14/38

Sector

FO Fixed Int - USD Investment Grade

Yield
-
Fund size

£ 214.0 m

FE Risk score

21

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    79.18%
  • Mexico
    2.87%
  • Canada
    2.08%
  • UK
    1.88%
  • China
    1.19%
  • Investment Grade Bonds
    36.6%
  • Asset/Mortgage-Backed Securities
    34%
  • Government Bonds
    15.7%
  • High Yield Bond
    9.3%
  • Debt
    3.4%
  • US Fixed Interest
    73.5%
  • US Government Fixed Interest
    15%
  • US Corporate Fixed Interest
    9.7%
  • Money Market
    1.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.02 %1.58 %1.01 %5.68 %15.38 %
Sector0.07 %1.2 %1.15 %6.26 %12.22 %
Rank within sector17 / 4018 / 4014 / 3816 / 335 / 29
Quartile th2 nd2 nd2 nd2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund3.13 %3.17 %-1.22 %5.46 %3.46 %
Sector3.02 %3.82 %-0.74 %5.96 %-1.08 %
Rank within sector21 / 4011 / 3526 / 3318 / 323 / 32
Quartile th3 rd2 nd4 th3 rd1 st

Risk statistics

Alpha0.11
Beta0.88
Sharpe-0
Volatility2.62
Tracking error1.17
Information ratio-0.13
R-Squared0.81

Price movement

52 week high165.23
52 week low158.18
Current bid price0
Current offer price0
Current mid price164.55

Holdings by region

  • 79.18% USA
  • 2.87% Mexico
  • 2.08% Canada
  • 1.88% UK
  • 1.19% China
  • 1.19% Netherlands
  • 0.99% Switzerland
  • 0.9% Money Market
  • 0.79% Qatar
  • 0.69% Chile

Holdings by sector

  • 36.6% Investment Grade Bonds
  • 34% Asset/Mortgage-Backed Securities
  • 15.7% Government Bonds
  • 9.3% High Yield Bond
  • 3.4% Debt
  • 0.9% Money Market
  • 0.1% Mortgage & Secured Bonds

Holdings by asset type

  • 73.5% US Fixed Interest
  • 15% US Government Fixed Interest
  • 9.7% US Corporate Fixed Interest
  • 1.8% Money Market

Individual holdings

  • 2.5% GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.00% 20/05/47
  • 2.4% FNMA 3.50% 01/09/47
  • 1.7% US TREASURY 1.50% 15/07/20
  • 1.6% GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.50% 20/01/43
  • 1.4% US TREASURY 2.38% 15/05/27
  • 1.3% FHLM 3.00% 01/12/46
  • 1.3% UNITED STATES OF AMER TREAS BONDS 2.25% BDS 15/08/46 USD100
  • 1.3% UNITED STATES OF AMER TREAS BONDS 3% TB 15/11/45 USD100
  • 1.1% US TREASURY 0.13% 15/07/26
  • 1% US TREASURY 2.88% 15/11/46