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

Fonds
NAV4/28/2017 Chg.+0.0100 Type of yield Investment Focus Investment company
140.1000USD +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 0.73 +2.31%
2017 -0.33 0.25 -0.15 0.48 - - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.42% 2.57% 2.83% 3.32% -%
Sharpe ratio 0.47 2.50 1.51 0.42 -
Best month +0.73% +1.86% +1.86% +1.86% -
Worst month -0.33% -0.33% -2.92% -2.92% -
Maximum loss -0.96% -0.96% -1.19% -3.82% -
Outperformance -4.20% - +5.71% +22.43% -
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.6400 +3.31% +3.46%
JPM Systematic Alpha C(Acc)USD H reinvestment 154.2500 +4.80% +5.90%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.4200 +4.21% +5.76%
JPM Systematic Alpha C(Acc)CHF H reinvestment 127.0500 +2.82% +2.01%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,672.0000 +3.46% +3.59%
JPM Systematic Alpha I(Acc)SEK H reinvestment 938.8400 +3.15% +3.62%
JPM Systematic Alpha I(Acc)USD H reinvestment 148.4900 +4.85% +6.09%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.5700 +4.25% +5.91%
JPM Systematic Alpha X(Dis)USD H paying dividend 146.1600 +5.77% +8.61%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.9100 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 123.5000 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.6600 +2.55% +0.87%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.9900 +3.32% +2.98%
JPM Systematic Alpha A(Acc)USD H reinvestment 140.1000 +3.94% +3.19%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.7600 +3.10% +0.47%
JPM Systematic Alpha A(Acc)CHF H reinvestment 121.3500 - -

Performance

YTD  
+0.25%
6 Months  
+2.99%
1 Year  
+3.94%
3 Years  
+3.19%
5 Years     -
Since start  
+5.72%
Year
2016  
+2.31%
2015
  -0.01%
2014  
+0.96%