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

Fonds
NAV12/9/2016 Chg.+0.0100 Type of yield Investment Focus Investment company
139.4600USD +0.01% 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 0.52 -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 3.64% 2.98% 3.58% 3.39% -%
Sharpe ratio 0.71 2.87 0.62 0.45 -
Best month +1.86% +1.86% +1.86% +1.86% -
Worst month -2.92% -0.12% -2.92% -2.92% -
Maximum loss -3.82% -0.96% -3.82% -3.82% -
Outperformance +6.01% - +6.82% +23.60% -
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.4900 +1.47% +4.65%
JPM Systematic Alpha C(Acc)USD H reinvestment 153.0300 +2.70% +6.40%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.0300 +2.46% +6.76%
JPM Systematic Alpha C(Acc)CHF H reinvestment 127.1200 +0.97% +2.74%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,640.0000 +1.55% -
JPM Systematic Alpha I(Acc)SEK H reinvestment 938.2900 +1.33% +5.15%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.2900 +2.75% +6.59%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.1800 +2.51% +6.92%
JPM Systematic Alpha X(Dis)USD H paying dividend 144.4900 +3.61% -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.6800 +0.69% +1.92%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.9000 +1.58% +3.91%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.4600 +1.89% +3.64%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.5800 +1.11% -

Performance

YTD  
+2.09%
6 Months  
+4.04%
1 Year  
+1.89%
3 Years  
+3.64%
5 Years     -
Since start  
+5.24%
Year
2015
  -0.01%
2014  
+0.96%