JPM Systematic Alpha A(Acc)USD H/  LU0952565892  /

Fonds
NAV6/22/2017 Chg.+0.0500 Type of yield Investment Focus Investment company
139.6500USD +0.04% reinvestment Alternative Investments Worldwide JPMorgan Asset Mgmt. 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2013 - - - - - - - - -0.02 1.67 0.90 0.53 -
2014 -0.40 0.04 0.24 0.22 0.18 -0.44 0.15 0.84 -0.51 0.66 0.64 -0.66 +0.96%
2015 0.79 -1.53 0.72 -1.16 1.08 -1.18 -0.13 0.10 1.22 1.06 -0.74 -0.19 -0.01%
2016 0.61 0.68 -0.23 -2.92 -0.15 0.03 1.37 0.20 0.30 -0.12 1.86 0.73 +2.31%
2017 -0.33 0.25 -0.15 0.48 -0.73 0.41 - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.26% 2.24% 2.67% 3.31% -%
Sharpe ratio 0.08 -0.08 1.78 0.45 -
Best month +0.73% +0.73% +1.86% +1.86% -
Worst month -0.73% -0.73% -0.73% -2.92% -
Maximum loss -1.06% -1.06% -1.06% -3.82% -
Outperformance -6.72% - +2.55% +21.62% -
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.1400 +3.70% +3.48%
JPM Systematic Alpha C(Acc)USD H reinvestment 154.0000 +5.32% +6.23%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.1300 +4.57% +5.88%
JPM Systematic Alpha C(Acc)CHF H reinvestment 126.4300 +3.21% +2.02%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,618.0000 +3.89% +3.71%
JPM Systematic Alpha I(Acc)SEK H reinvestment 934.7500 +3.57% +3.52%
JPM Systematic Alpha I(Acc)USD H reinvestment 148.2500 +5.36% +6.41%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.2900 +4.60% +6.02%
JPM Systematic Alpha X(Dis)USD H paying dividend 146.1200 +6.29% +8.95%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.4500 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 123.1200 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.5900 +2.84% +0.87%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.5800 +3.68% +3.11%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.6500 +4.42% +3.48%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.2300 +3.62% +1.20%
JPM Systematic Alpha A(Acc)CHF H reinvestment 120.6000 - -

Performance

YTD
  -0.07%
6 Months
  -0.25%
1 Year  
+4.42%
3 Years  
+3.48%
5 Years     -
Since start  
+5.38%
Year
2016  
+2.31%
2015
  -0.01%
2014  
+0.96%