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

Fonds
NAV2/24/2017 Chg.-0.3500 Type of yield Investment Focus Investment company
139.4900USD -0.25% 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 0.14 - - - - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.03% 2.59% 3.12% 3.32% -%
Sharpe ratio -0.48 2.27 0.27 0.47 -
Best month +0.73% +1.86% +1.86% +1.86% -
Worst month -0.33% -0.33% -2.92% -2.92% -
Maximum loss -0.56% -0.92% -3.82% -3.82% -
Outperformance -1.06% - +0.94% +25.58% -
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.2600 -0.07% +4.33%
JPM Systematic Alpha C(Acc)USD H reinvestment 153.3200 +1.32% +6.48%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.0000 +0.83% +6.57%
JPM Systematic Alpha C(Acc)CHF H reinvestment 126.7200 -0.56% +2.87%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,616.0000 +0.10% +4.36%
JPM Systematic Alpha I(Acc)SEK H reinvestment 935.9700 -0.23% +4.62%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.5700 +1.35% +6.66%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.1600 +0.86% +6.72%
JPM Systematic Alpha X(Dis)USD H paying dividend 145.0400 +2.23% +9.17%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.5500 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 122.9300 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.6400 -0.85% +1.66%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.7100 -0.03% +3.74%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.4900 +0.51% +3.75%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.3300 -0.31% -
JPM Systematic Alpha A(Acc)CHF H reinvestment 121.2100 - -

Performance

YTD
  -0.19%
6 Months  
+2.77%
1 Year  
+0.51%
3 Years  
+3.75%
5 Years     -
Since start  
+5.26%
Year
2016  
+2.31%
2015
  -0.01%
2014  
+0.96%