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

Fonds
NAV6/23/2017 Chg.-0.0500 Type of yield Investment Focus Investment company
91.5300GBP -0.05% 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 -0.80 0.31 - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.24% 2.22% 2.71% 3.33% -%
Sharpe ratio -0.36 -0.45 1.44 0.40 -
Best month +0.63% +0.63% +1.83% +1.83% +1.94%
Worst month -0.80% -0.80% -0.80% -2.92% -2.92%
Maximum loss -1.25% -1.37% -1.37% -3.90% -
Outperformance -3.78% - -14.17% -6.42% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.0700 +3.57% +3.42%
JPM Systematic Alpha C(Acc)USD H reinvestment 153.9100 +5.18% +6.17%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.0800 +4.45% +5.82%
JPM Systematic Alpha C(Acc)CHF H reinvestment 126.3600 +3.11% +1.96%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,610.0000 +3.76% +3.65%
JPM Systematic Alpha I(Acc)SEK H reinvestment 934.1700 +3.44% +3.46%
JPM Systematic Alpha I(Acc)USD H reinvestment 148.1700 +5.23% +6.35%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.2400 +4.49% +5.96%
JPM Systematic Alpha X(Dis)USD H paying dividend 146.0500 +6.16% +8.90%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.3900 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 123.0500 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.5900 +2.84% +0.87%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.5300 +3.56% +3.05%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.5700 +4.28% +3.42%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.1500 +3.49% +1.14%
JPM Systematic Alpha A(Acc)CHF H reinvestment 120.5300 - -

Performance

YTD
  -0.53%
6 Months
  -0.66%
1 Year  
+3.56%
3 Years  
+3.05%
5 Years     -
Since start  
+12.71%
Year
2016  
+1.94%
2015  
+0.24%
2014  
+1.26%
2013  
+8.28%