Fact sheet: JPM US Sht Dur Bd

Fund information

Fund name
JPM US Short Duration Bond D Acc NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Richard Figuly
since 01/04/2012
Fund objective
To achieve a return in excess of US short duration bond markets by investing primarily in US investment grade debt securities, including asset-backed and mortgage-backed securities.
Benchmark
Bloomberg Barclays US Government & Credit (1-3 Y) Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

-0.16 %

1 Year rank in sector

18/19

Sector

FO Fixed Int - USD Short/ Medium Maturity

Yield
-
Fund size

£ 1.0 b

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    100%
  • AAA
    67.1%
  • BBB
    17.2%
  • A
    11.5%
  • AA
    3.3%
  • Money Market
    0.6%
  • US Fixed Interest
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.1 %0.4 %-0.16 %0.95 %0.49 %
Sector0.08 %0.92 %1.11 %4.4 %6.23 %
Rank within sector18 / 2220 / 2118 / 1916 / 1713 / 15
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0.6 %0.45 %-0.1 %0.05 %-0.45 %
Sector1.36 %3.15 %-0.08 %0.37 %0.86 %
Rank within sector19 / 2116 / 1812 / 1713 / 1612 / 15
Quartile th4 th4 th3 rd4 th4 th

Risk statistics

Alpha-0.34
Beta0.48
Sharpe-0
Volatility0.77
Tracking error0.81
Information ratio-1.3
R-Squared0.52

Price movement

52 week high103.617
52 week low102.442
Current bid price0
Current offer price0
Current mid price103.359

Holdings by region

  • 100% USA

Holdings by sector

  • 67.1% AAA
  • 17.2% BBB
  • 11.5% A
  • 3.3% AA
  • 0.6% Money Market
  • 0.2% Non-Rated
  • 0.1% BBB-

Holdings by asset type

  • 100% US Fixed Interest

Individual holdings

  • 3.8% UNITED STATES OF AMER TREAS NOTES 1% NTS 15/09/18 USD1000
  • 3.3% UNITED STATES OF AMER TREAS NOTES 0.875% BDS 31/03/18 USD1000
  • 3.3% US TREASURY 1.63% 31/07/20
  • 3.2% US TREASURY 1.50% 31/01/19
  • 2.8% UNITED STATES OF AMER TREAS NOTES 1% NTS 31/05/18 USD1000
  • 2.3% UNITED STATES OF AMER TREAS NOTES 1.25% NTS 31/10/18 USD1000
  • 2.3% UNITED STATES OF AMER TREAS NOTES 1.25% TB 30/11/18 USD100
  • 2.1% US TREASURY 1.38% 30/04/20
  • 2% US TREASURY 2.25% 31/07/18
  • 1.6% US TREASURY 1.38% 30/09/20