JPM Inv.Fd.- Global Macro Fd.D(Acc)USD/  LU0235843108  /

Fonds
NAV12/2/2016 Chg.-0.4700 Type of yield Investment Focus Investment company
123.7900USD -0.38% reinvestment Mixed Fund Worldwide JPMorgan Asset Mgmt. 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2005 - - - - - - - - - - - 0.81 -
2006 0.89 -0.10 0.53 0.61 -0.80 0.09 0.45 0.80 0.34 0.66 0.63 1.69 +5.93%
2007 0.04 0.57 0.29 0.61 -0.20 -0.05 1.71 -0.65 2.12 1.75 0.09 0.72 +7.19%
2008 -0.63 1.36 -0.64 -0.16 -0.34 -0.53 -1.31 -1.14 -3.29 -4.87 1.99 1.85 -7.65%
2009 -1.72 -0.70 0.05 0.71 2.58 1.14 2.68 -0.25 2.11 0.02 0.09 0.99 +7.86%
2010 -0.50 -0.38 1.87 0.58 -4.20 0.46 1.80 0.66 1.41 1.77 -1.59 0.86 +2.60%
2011 -1.15 0.49 -0.39 1.16 -1.40 -1.53 -0.16 2.82 -0.19 1.08 -3.30 -2.25 -4.85%
2012 0.61 -0.04 -1.93 -1.01 -1.86 -0.36 0.17 -0.62 -0.27 -0.32 -0.12 0.38 -5.28%
2013 1.83 0.86 1.31 2.19 1.82 -1.51 -0.45 -1.76 0.78 1.24 1.89 1.01 +9.51%
2014 0.82 0.85 -2.02 -1.04 -0.58 0.90 -0.54 1.09 2.98 -0.42 3.12 2.54 +7.83%
2015 2.91 1.20 2.71 -2.58 0.15 -0.49 1.82 2.82 -0.99 -1.77 -0.85 0.44 +5.30%
2016 1.69 0.42 -1.91 -0.79 0.48 1.37 -0.01 -2.17 -0.29 -1.14 -2.62 -0.43 -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 3.42% 3.56% 3.41% 4.61% 4.31%
Sharpe ratio -1.60 -2.79 -1.39 0.67 0.51
Best month +1.69% +1.37% +1.69% +3.12% +3.12%
Worst month -2.62% -2.62% -2.62% -2.62% -2.62%
Maximum loss -7.89% -7.04% -7.89% -8.58% -8.58%
Outperformance -4.91% - -5.56% +28.11% +20.68%
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Inv.Fd.- Global Macro Fd.C(A... reinvestment 85.7900 -5.19% +10.61%
JPM Inv.Fd.- Global Macro Fd.C(I... paying dividend 83.0500 - -
JPM Inv.Fd.- Global Macro Fd.A(A... reinvestment 129.9700 -4.63% +9.97%
JPM Inv.Fd.- Global Macro Fd.D(A... reinvestment 123.7900 -5.06% +8.48%
JPM Inv.Fd.- Global Macro Fd.A(A... reinvestment 82.9500 -5.87% +8.29%
JPM Inv.Fd.- Global Macro Fd.D(A... reinvestment 81.6800 -6.28% +6.86%
JPM Inv.Fd.- Global Macro Fd.A(I... paying dividend 84.4100 -5.86% -

Performance

YTD
  -5.34%
6 Months
  -5.27%
1 Year
  -5.06%
3 Years  
+8.48%
5 Years  
+9.74%
Since start  
+23.79%
Year
2015  
+5.30%
2014  
+7.83%
2013  
+9.51%
2012
  -5.28%
2011
  -4.85%
2010  
+2.60%
2009  
+7.86%
2008
  -7.65%
2007  
+7.19%