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

Fonds
NAV1/20/2017 Chg.-0.1000 Type of yield Investment Focus Investment company
91.9500GBP -0.11% 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 -0.08 - - - - - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 1.92% 2.67% 3.39% 3.40% -%
Sharpe ratio -0.67 2.15 0.24 0.45 -
Best month +0.63% +1.83% +1.83% +1.83% +1.94%
Worst month -0.08% -0.20% -2.92% -2.92% -2.92%
Maximum loss -0.38% -1.00% -3.90% -3.90% -
Outperformance -1.69% - -14.39% -2.00% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.5600 +0.44% +4.25%
JPM Systematic Alpha C(Acc)USD H reinvestment 153.5000 +1.76% +6.25%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.1700 +1.34% +6.44%
JPM Systematic Alpha C(Acc)CHF H reinvestment 127.1000 -0.07% +2.82%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,648.0000 +0.55% +5.15%
JPM Systematic Alpha I(Acc)SEK H reinvestment 938.5500 +0.28% +4.65%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.7400 +1.80% +6.43%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.3200 +1.39% +6.58%
JPM Systematic Alpha X(Dis)USD H paying dividend 145.0800 +2.67% +9.71%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.8200 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 123.1500 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.6700 -0.43% +1.57%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.9500 +0.48% +3.62%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.7600 +0.96% +3.52%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.7200 +0.15% -
JPM Systematic Alpha A(Acc)CHF H reinvestment 121.6700 - -

Performance

YTD
  -0.08%
6 Months  
+2.69%
1 Year  
+0.48%
3 Years  
+3.62%
5 Years     -
Since start  
+13.23%
Year
2016  
+1.94%
2015  
+0.24%
2014  
+1.26%
2013  
+8.28%