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

Fonds
NAV12/9/2016 Chg.+0.0100 Type of yield Investment Focus Investment company
91.9000GBP +0.01% 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 0.49 -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 3.70% 3.05% 3.64% 3.41% -%
Sharpe ratio 0.61 2.73 0.49 0.47 -
Best month +1.83% +1.83% +1.83% +1.83% +1.94%
Worst month -2.92% -0.20% -2.92% -2.92% -2.92%
Maximum loss -3.90% -1.00% -3.90% -3.90% -
Outperformance -9.80% - -10.22% +1.23% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.4900 +1.33% +4.63%
JPM Systematic Alpha C(Acc)USD H reinvestment 153.0300 +2.57% +6.39%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.0300 +2.32% +6.75%
JPM Systematic Alpha C(Acc)CHF H reinvestment 127.1200 +0.83% +2.72%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,640.0000 +1.43% -
JPM Systematic Alpha I(Acc)SEK H reinvestment 938.2900 +1.19% +5.13%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.2900 +2.61% +6.58%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.1800 +2.37% +6.90%
JPM Systematic Alpha X(Dis)USD H paying dividend 144.4900 +3.47% -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.6800 +0.60% +1.92%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.9000 +1.46% +3.90%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.4600 +1.77% +3.63%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.5800 +0.98% -

Performance

YTD  
+1.79%
6 Months  
+3.95%
1 Year  
+1.46%
3 Years  
+3.90%
5 Years     -
Since start  
+13.15%
Year
2015  
+0.24%
2014  
+1.26%
2013  
+8.28%