Fact sheet: JPM US Hi Yld Pls Bd

Fund information

Fund name
JPM US High Yield Plus Bond A Dis NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
James P Shanahan
since 06/03/2012
James E Gibson
since 06/03/2012
William J Morgan
since 06/03/2012
Fund objective
To achieve a return in excess of US bond markets by investing primarily in below investment grade USD denominated debt securities, using financial derivative instruments where appropriate.
Benchmark
Bloomberg Barclays US Corporate High Yield 2% Issuer Capped Index
Investment style
High Yield
Investment method
Fixed Interest

Quick stats

1 Year return

7 %

1 Year rank in sector

17/55

Sector

FO Fixed Int - USD High Yield

Yield
-
Fund size

£ 210.9 m

FE Risk score

38

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    74.65%
  • Luxembourg
    6.99%
  • Canada
    5.89%
  • UK
    2.79%
  • Cayman Islands
    2.3%
  • Communications
    21.4%
  • Non-Cyclical Consumer Goods
    15.1%
  • Energy
    13.4%
  • Cyclical Consumer Goods
    11.6%
  • Financials
    9.1%
  • US Fixed Interest
    99.8%
  • Money Market
    0.2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.62 %2.09 %7 %16.86 %0 %
Sector0.8 %0.99 %4.96 %16.18 %22.27 %
Rank within sector4 / 6115 / 5817 / 5523 / 43 /
Quartile th1 st2 nd2 nd3 rd th

Calendar performance

YTD-20172016201520142013
Fund6.54 %13.87 %-5.27 %0 %0 %
Sector4.43 %12.74 %-3.11 %0.67 %6.23 %
Rank within sector18 / 5518 / 4937 / 43 / /
Quartile th2 nd2 nd4 th th th

Risk statistics

Alpha-0.65
Beta1.21
Sharpe0.07
Volatility5.79
Tracking error1.53
Information ratio0.06
R-Squared0.96

Price movement

52 week high102.27
52 week low96.48
Current bid price0
Current offer price0
Current mid price98.31

Holdings by region

  • 74.65% USA
  • 6.99% Luxembourg
  • 5.89% Canada
  • 2.79% UK
  • 2.3% Cayman Islands
  • 1.9% International
  • 1.3% France
  • 1.2% Mexico
  • 1% Netherlands
  • 0.8% Bermuda

Holdings by sector

  • 21.4% Communications
  • 15.1% Non-Cyclical Consumer Goods
  • 13.4% Energy
  • 11.6% Cyclical Consumer Goods
  • 9.1% Financials
  • 8.7% Capital Goods
  • 7.9% Technology
  • 6.8% Basic Materials
  • 3.4% Utilities
  • 1.6% Other Industrials

Holdings by asset type

  • 99.8% US Fixed Interest
  • 0.2% Money Market

Individual holdings

  • 0.9% CEMEX S.A.B. DE C.V. 7.75% BDS 16/04/26 USD200000 144A
  • 0.8% GARDAWORLD 8.75% 15/05/25
  • 0.8% LEVEL 3 COMMUNICATIONS 5.38% 15/01/24
  • 0.7% ICAHN 9.25% 15/06/23
  • 0.6% AERCAP 4.36% 21/12/65
  • 0.6% ALBERTSONS CAS LLC/SAFEW 6.625% BDS 15/06/24 USD2000
  • 0.6% AVAYA INC 7% BDS 01/04/19 USD1000 REG S
  • 0.6% SUPERVALU 7.75% 15/11/22
  • 0.6% ULTRA PETROLEUM 6.88% 15/04/22
  • 0.6% VALEANT PHARMACEUTICALS 5.88% 15/05/23