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

Fonds
NAV8/22/2017 Chg.+0.1400 Type of yield Investment Focus Investment company
90.2300GBP +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 0.43 -0.80 0.38 -0.46 -1.04 - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.28% 2.36% 2.51% 3.31% -%
Sharpe ratio -1.20 -1.37 0.44 0.16 -
Best month +0.63% +0.43% +1.83% +1.83% +1.94%
Worst month -1.04% -1.04% -1.04% -2.92% -2.92%
Maximum loss -2.28% -2.14% -2.39% -3.90% -
Outperformance -8.92% - -6.48% -12.00% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 115.4600 +0.91% +0.95%
JPM Systematic Alpha C(Acc)USD H reinvestment 152.2400 +2.55% +3.91%
JPM Systematic Alpha C(Dis)GBP H paying dividend 92.8700 +1.63% +3.34%
JPM Systematic Alpha C(Acc)CHF H reinvestment 124.4900 +0.44% -0.54%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,416.0000 +1.16% +1.24%
JPM Systematic Alpha I(Acc)SEK H reinvestment 921.2400 +0.76% +0.87%
JPM Systematic Alpha I(Acc)USD H reinvestment 146.5700 +2.59% +4.08%
JPM Systematic Alpha I(Dis)GBP H paying dividend 89.0900 +1.67% +3.47%
JPM Systematic Alpha X(Dis)USD H paying dividend 144.6800 +3.50% +6.60%
JPM Systematic Alpha I(Acc)EUR reinvestment 105.9200 +1.09% -
JPM Systematic Alpha X(Acc)EUR reinvestment 121.5200 +1.71% -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.4100 +0.09% -1.55%
JPM Systematic Alpha A(Acc)GBP H reinvestment 90.2300 +0.77% +0.65%
JPM Systematic Alpha A(Acc)USD H reinvestment 137.8400 +1.64% +1.23%
JPM Systematic Alpha D(Acc)USD H reinvestment 135.3000 +0.89% -1.02%
JPM Systematic Alpha A(Acc)CHF H reinvestment 118.5900 -0.17% -

Performance

YTD
  -1.95%
6 Months
  -1.79%
1 Year  
+0.77%
3 Years  
+0.65%
5 Years     -
Since start  
+11.11%
Year
2016  
+1.94%
2015  
+0.24%
2014  
+1.26%
2013  
+8.28%