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

Fonds
NAV7/25/2017 Chg.-0.0100 Type of yield Investment Focus Investment company
91.3600GBP -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 0.63 +1.94%
2017 -0.45 0.22 -0.23 0.43 -0.80 0.38 -0.25 - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.24% 2.25% 2.48% 3.32% -%
Sharpe ratio -0.42 -0.32 1.00 0.28 -
Best month +0.63% +0.43% +1.83% +1.83% +1.94%
Worst month -0.80% -0.80% -0.80% -2.92% -2.92%
Maximum loss -1.25% -1.11% -1.37% -3.90% -
Outperformance -4.97% - -5.50% -9.35% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 116.8700 +2.25% +2.11%
JPM Systematic Alpha C(Acc)USD H reinvestment 153.9100 +3.88% +4.98%
JPM Systematic Alpha C(Dis)GBP H paying dividend 93.9800 +3.01% +4.52%
JPM Systematic Alpha C(Acc)CHF H reinvestment 126.1000 +1.81% +0.66%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,588.0000 +2.49% +2.38%
JPM Systematic Alpha I(Acc)SEK H reinvestment 932.5900 +2.09% +2.06%
JPM Systematic Alpha I(Acc)USD H reinvestment 148.1700 +3.92% +5.15%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.1500 +3.05% +4.66%
JPM Systematic Alpha X(Dis)USD H paying dividend 146.1600 +4.85% +7.69%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.2200 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 122.9300 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.5600 +1.49% -0.43%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.3600 +2.15% +1.78%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.4400 +2.98% +2.27%
JPM Systematic Alpha D(Acc)USD H reinvestment 136.9600 +2.22% +0.01%
JPM Systematic Alpha A(Acc)CHF H reinvestment 120.2000 - -

Performance

YTD
  -0.71%
6 Months
  -0.52%
1 Year  
+2.15%
3 Years  
+1.78%
5 Years     -
Since start  
+12.51%
Year
2016  
+1.94%
2015  
+0.24%
2014  
+1.26%
2013  
+8.28%