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

Fonds
NAV3/27/2017 Chg.-0.3800 Type of yield Investment Focus Investment company
91.4000GBP -0.41% 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 -0.45 - - - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.21% 2.57% 2.98% 3.34% -%
Sharpe ratio -1.17 1.56 0.12 0.36 -
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 -0.86% -0.98% -3.52% -3.90% -
Outperformance -2.07% - -12.05% -3.06% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 116.8800 +0.02% +3.22%
JPM Systematic Alpha C(Acc)USD H reinvestment 152.9900 +1.36% +5.47%
JPM Systematic Alpha C(Dis)GBP H paying dividend 93.7500 +0.87% +5.47%
JPM Systematic Alpha C(Acc)CHF H reinvestment 126.2800 -0.46% +1.79%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,572.0000 +0.12% +3.30%
JPM Systematic Alpha I(Acc)SEK H reinvestment 932.8900 -0.13% +3.44%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.2700 +1.40% +5.65%
JPM Systematic Alpha I(Dis)GBP H paying dividend 89.9200 +0.91% +5.61%
JPM Systematic Alpha X(Dis)USD H paying dividend 144.8500 +2.28% +8.15%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.2100 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 122.6200 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.5900 -0.77% +0.61%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.4000 +0.02% +2.69%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.0800 +0.55% +2.77%
JPM Systematic Alpha D(Acc)USD H reinvestment 136.8400 -0.27% -
JPM Systematic Alpha A(Acc)CHF H reinvestment 120.7000 - -

Performance

YTD
  -0.67%
6 Months  
+1.80%
1 Year  
+0.02%
3 Years  
+2.69%
5 Years     -
Since start  
+12.55%
Year
2016  
+1.94%
2015  
+0.24%
2014  
+1.26%
2013  
+8.28%