JPM Systematic Alpha A(Acc)GBP H/  LU0817735565  /

Fonds
NAV5/26/2017 Chg.-0.0400 Type of yield Investment Focus Investment company
91.0400GBP -0.04% reinvestment Alternative Investments Worldwide JPMorgan Asset Mgmt. 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2012 - - - - - - - - - - 0.91 0.39 -
2013 1.94 0.39 1.53 0.12 -0.26 0.96 0.55 -0.35 0.01 1.67 0.92 0.52 +8.28%
2014 -0.37 0.06 0.27 0.26 0.21 -0.43 0.16 0.86 -0.49 0.69 0.69 -0.65 +1.26%
2015 0.83 -1.51 0.77 -1.10 1.10 -1.15 -0.12 0.12 1.25 1.03 -0.70 -0.22 +0.24%
2016 0.62 0.67 -0.27 -2.92 -0.16 -0.02 1.41 0.16 0.25 -0.20 1.83 0.63 +1.94%
2017 -0.45 0.22 -0.23 0.43 -1.03 - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.34% 2.38% 2.75% 3.34% -%
Sharpe ratio -1.01 -0.02 1.20 0.28 -
Best month +0.63% +1.83% +1.83% +1.83% +1.94%
Worst month -1.03% -1.03% -1.03% -2.92% -2.92%
Maximum loss -1.25% -1.37% -1.37% -3.90% -
Outperformance -2.65% - -13.04% -6.88% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 116.4600 +2.99% +2.29%
JPM Systematic Alpha C(Acc)USD H reinvestment 152.8800 +4.53% +4.85%
JPM Systematic Alpha C(Dis)GBP H paying dividend 93.5100 +3.84% +4.60%
JPM Systematic Alpha C(Acc)CHF H reinvestment 125.7500 +2.53% +0.86%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,530.0000 +3.15% +2.49%
JPM Systematic Alpha I(Acc)SEK H reinvestment 929.3700 +2.86% +2.40%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.1700 +4.56% +5.03%
JPM Systematic Alpha I(Dis)GBP H paying dividend 89.7000 +3.88% +4.74%
JPM Systematic Alpha X(Dis)USD H paying dividend 144.9700 +5.50% +7.54%
JPM Systematic Alpha I(Acc)EUR reinvestment 106.8300 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 122.3400 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.5300 +2.13% -0.35%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.0400 +2.96% +1.86%
JPM Systematic Alpha A(Acc)USD H reinvestment 138.7500 +3.65% +2.16%
JPM Systematic Alpha D(Acc)USD H reinvestment 136.3900 +2.84% -0.11%
JPM Systematic Alpha A(Acc)CHF H reinvestment 120.0300 - -

Performance

YTD
  -1.07%
6 Months
  -0.19%
1 Year  
+2.96%
3 Years  
+1.86%
5 Years     -
Since start  
+12.10%
Year
2016  
+1.94%
2015  
+0.24%
2014  
+1.26%
2013  
+8.28%