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

Fonds
NAV8/17/2017 Chg.-0.0200 Type of yield Investment Focus Investment company
138.1500USD -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 -0.73 0.45 -0.37 -0.75 - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.28% 2.35% 2.50% 3.28% -%
Sharpe ratio -0.67 -0.64 1.02 0.31 -
Best month +0.73% +0.48% +1.86% +1.86% -
Worst month -0.75% -0.75% -0.75% -2.92% -
Maximum loss -1.65% -1.65% -1.65% -3.82% -
Outperformance -13.08% - -3.30% +14.68% -
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 115.7200 +1.48% +1.81%
JPM Systematic Alpha C(Acc)USD H reinvestment 152.5600 +3.13% +4.78%
JPM Systematic Alpha C(Dis)GBP H paying dividend 93.0700 +2.20% +4.21%
JPM Systematic Alpha C(Acc)CHF H reinvestment 124.7800 +1.00% +0.31%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,448.0000 +1.73% +2.11%
JPM Systematic Alpha I(Acc)SEK H reinvestment 923.2600 +1.33% +1.74%
JPM Systematic Alpha I(Acc)USD H reinvestment 146.8800 +3.18% +4.95%
JPM Systematic Alpha I(Dis)GBP H paying dividend 89.2900 +2.25% +4.36%
JPM Systematic Alpha X(Dis)USD H paying dividend 144.9700 +4.09% +7.50%
JPM Systematic Alpha I(Acc)EUR reinvestment 106.1600 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 121.7800 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.4400 +0.70% -0.69%
JPM Systematic Alpha A(Acc)GBP H reinvestment 90.4400 +1.34% +1.50%
JPM Systematic Alpha A(Acc)USD H reinvestment 138.1500 +2.23% +2.08%
JPM Systematic Alpha D(Acc)USD H reinvestment 135.6200 +1.47% -0.18%
JPM Systematic Alpha A(Acc)CHF H reinvestment 118.8700 - -

Performance

YTD
  -1.14%
6 Months
  -0.92%
1 Year  
+2.23%
3 Years  
+2.08%
5 Years     -
Since start  
+4.25%
Year
2016  
+2.31%
2015
  -0.01%
2014  
+0.96%