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

Fonds
NAV4/25/2017 Chg.+0.1500 Type of yield Investment Focus Investment company
92.0200GBP +0.16% 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 0.46 - - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.44% 2.61% 2.89% 3.34% -%
Sharpe ratio - 2.00 1.28 0.41 -
Best month +0.63% +1.83% +1.83% +1.83% +1.94%
Worst month -0.45% -0.45% -2.92% -2.92% -2.92%
Maximum loss -1.15% -1.27% -1.27% -3.90% -
Outperformance +1.58% - -6.59% -0.97% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.6800 +3.34% +3.63%
JPM Systematic Alpha C(Acc)USD H reinvestment 154.2800 +4.83% +6.06%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.4500 +4.24% +5.93%
JPM Systematic Alpha C(Acc)CHF H reinvestment 127.1000 +2.86% +2.17%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,679.0000 +3.51% +3.77%
JPM Systematic Alpha I(Acc)SEK H reinvestment 939.2400 +3.18% +3.79%
JPM Systematic Alpha I(Acc)USD H reinvestment 148.5100 +4.87% +6.25%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.6000 +4.28% +6.08%
JPM Systematic Alpha X(Dis)USD H paying dividend 146.1800 +5.80% +8.77%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.9500 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 123.5400 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.6600 +2.55% +0.95%
JPM Systematic Alpha A(Acc)GBP H reinvestment 92.0200 +3.36% +3.14%
JPM Systematic Alpha A(Acc)USD H reinvestment 140.1400 +3.97% +3.34%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.8000 +3.12% +0.50%
JPM Systematic Alpha A(Acc)CHF H reinvestment 121.4100 - -

Performance

YTD     0.00%
6 Months  
+2.40%
1 Year  
+3.36%
3 Years  
+3.14%
5 Years     -
Since start  
+13.31%
Year
2016  
+1.94%
2015  
+0.24%
2014  
+1.26%
2013  
+8.28%