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

Fonds
NAV2/22/2017 Chg.0.0000 Type of yield Investment Focus Investment company
91.8700GBP 0.00% 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 0.28 - - - - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.02% 2.64% 3.15% 3.35% -%
Sharpe ratio -0.44 2.12 0.28 0.48 -
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 -0.63% -1.00% -3.90% -3.90% -
Outperformance -1.16% - -12.90% -2.40% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.4700 +0.50% +4.52%
JPM Systematic Alpha C(Acc)USD H reinvestment 153.5700 +1.86% +6.65%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.1600 +1.40% +6.72%
JPM Systematic Alpha C(Acc)CHF H reinvestment 126.9500 +0.01% +3.06%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,642.0000 +0.65% +4.52%
JPM Systematic Alpha I(Acc)SEK H reinvestment 937.7000 +0.34% +4.78%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.8200 +1.90% +6.84%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.3100 +1.43% +6.89%
JPM Systematic Alpha X(Dis)USD H paying dividend 145.2700 +2.78% +9.31%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.7500 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 123.1400 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.6600 -0.26% +1.83%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.8700 +0.54% +3.89%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.7300 +1.06% +3.89%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.5600 +0.23% -
JPM Systematic Alpha A(Acc)CHF H reinvestment 121.4400 - -

Performance

YTD
  -0.16%
6 Months  
+2.60%
1 Year  
+0.54%
3 Years  
+3.89%
5 Years     -
Since start  
+13.13%
Year
2016  
+1.94%
2015  
+0.24%
2014  
+1.26%
2013  
+8.28%