JPM Gl.Macro Op.D(Acc)EUR/  LU0115098948  /

Fonds
NAV12/8/2016 Chg.+1.4000 Type of yield Investment Focus Investment company
130.1000EUR +1.09% reinvestment Mixed Fund Worldwide JPMorgan Asset Mgmt. 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2002 -2.07 -0.50 3.37 -4.00 -1.92 -7.48 -5.26 0.08 -8.48 3.02 3.26 -7.38 -24.99%
2003 -5.08 -1.25 -2.42 5.32 -0.14 4.29 1.85 4.07 -3.94 4.10 -0.71 2.06 +7.76%
2004 2.35 1.37 0.89 -0.38 -1.78 2.01 -2.43 0.52 0.07 -0.51 0.91 1.31 +4.30%
2005 2.36 2.00 -0.31 -1.81 2.07 1.87 1.77 -0.06 2.04 -1.72 1.37 1.24 +11.22%
2006 1.41 0.31 0.10 0.53 -2.38 0.79 0.60 0.81 0.79 1.37 0.25 1.46 +6.16%
2007 0.42 -0.88 0.51 1.22 1.55 -0.17 -0.08 -1.14 2.02 1.06 -1.67 -0.13 +2.67%
2008 -4.04 0.81 -1.43 1.81 -0.42 -3.03 -1.22 -0.28 -5.33 -5.68 -1.39 1.92 -17.14%
2009 -1.99 -3.32 2.62 3.49 1.87 -0.27 4.54 1.96 1.47 -1.03 0.65 2.27 +12.65%
2010 -1.48 0.45 4.85 1.78 -4.24 -1.85 1.99 0.98 3.78 1.28 -0.74 1.54 +8.30%
2011 -0.01 1.51 -0.91 1.13 -0.44 -0.77 -0.58 -3.07 -5.65 5.63 -2.96 -0.31 -6.66%
2012 2.05 2.35 0.22 -0.68 -4.93 0.73 0.74 -0.32 0.32 -0.52 0.83 0.66 +1.28%
2013 3.54 1.90 1.73 2.71 2.69 -2.08 -0.34 -2.73 1.85 1.93 2.62 1.18 +15.82%
2014 1.35 0.25 -1.64 -1.18 -0.40 1.54 -0.92 1.72 3.97 -0.88 3.85 3.91 +11.94%
2015 3.33 1.32 4.43 -2.83 0.68 -0.20 2.24 4.14 -1.12 -2.61 -1.22 0.71 +8.89%
2016 2.41 0.53 -2.69 -1.23 0.67 1.74 -0.17 -3.23 -0.43 -1.71 -3.58 -1.13 -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 5.13% 5.16% 5.08% 6.58% 6.46%
Sharpe ratio -1.74 -2.92 -1.55 0.69 0.86
Best month +2.41% +1.74% +2.41% +4.43% +4.43%
Worst month -3.58% -3.58% -3.58% -3.58% -4.93%
Maximum loss -12.21% -10.79% -12.21% -13.12% -13.12%
Outperformance -8.54% - -7.08% +5.19% +10.45%
 
All quotes in EUR

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Gl.Macro Op.C(Acc)EUR reinvestment 142.4300 -6.89% +18.29%
JPM Gl.Macro Op.C(Acc)CHF H reinvestment 101.8900 -7.33% -
JPM Gl.Macro Op.I(Acc)USD H reinvestment 104.7300 - -
JPM Gl.Macro Op.C(Dis)EUR paying dividend 94.0300 -6.90% -
JPM Gl.Macro Op.C(Inc)EUR paying dividend 91.4700 - -
JPM Gl.Macro Op.A(Dis)EUR paying dividend 120.8500 -7.55% +15.47%
JPM Gl.Macro Op.A(Acc)EUR reinvestment 164.5600 -7.54% +15.59%
JPM Gl.Macro Op.A(Inc)EUR paying dividend 124.8700 -7.55% +15.60%
JPM Gl.Macro Op.A(Acc)CHF H reinvestment 100.6100 -7.97% -
JPM Gl.Macro Op.A(Acc)USD H reinvestment 115.0800 - -
JPM Gl.Macro Op.D(Acc)EUR reinvestment 130.1000 -8.18% +13.23%

Performance

YTD
  -8.66%
6 Months
  -8.03%
1 Year
  -8.18%
3 Years  
+13.23%
5 Years  
+29.27%
Since start  
+28.70%
Year
2015  
+8.89%
2014  
+11.94%
2013  
+15.82%
2012  
+1.28%
2011
  -6.66%
2010  
+8.30%
2009  
+12.65%
2008
  -17.14%
2007  
+2.67%