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

Fonds
NAV5/26/2017 Chg.-0.0600 Type of yield Investment Focus Investment company
138.7500USD -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 -0.96 - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.36% 2.39% 2.72% 3.31% -%
Sharpe ratio -0.63 0.36 1.47 0.31 -
Best month +0.73% +1.86% +1.86% +1.86% -
Worst month -0.96% -0.96% -0.96% -2.92% -
Maximum loss -1.06% -1.06% -1.06% -3.82% -
Outperformance -7.68% - +1.35% +18.42% -
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 116.4600 +2.99% +2.29%
JPM Systematic Alpha C(Acc)USD H reinvestment 152.8800 +4.53% +4.85%
JPM Systematic Alpha C(Dis)GBP H paying dividend 93.5100 +3.84% +4.60%
JPM Systematic Alpha C(Acc)CHF H reinvestment 125.7500 +2.53% +0.86%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,530.0000 +3.15% +2.49%
JPM Systematic Alpha I(Acc)SEK H reinvestment 929.3700 +2.86% +2.40%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.1700 +4.56% +5.03%
JPM Systematic Alpha I(Dis)GBP H paying dividend 89.7000 +3.88% +4.74%
JPM Systematic Alpha X(Dis)USD H paying dividend 144.9700 +5.50% +7.54%
JPM Systematic Alpha I(Acc)EUR reinvestment 106.8300 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 122.3400 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.5300 +2.13% -0.35%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.0400 +2.96% +1.86%
JPM Systematic Alpha A(Acc)USD H reinvestment 138.7500 +3.65% +2.16%
JPM Systematic Alpha D(Acc)USD H reinvestment 136.3900 +2.84% -0.11%
JPM Systematic Alpha A(Acc)CHF H reinvestment 120.0300 - -

Performance

YTD
  -0.72%
6 Months  
+0.26%
1 Year  
+3.65%
3 Years  
+2.16%
5 Years     -
Since start  
+4.70%
Year
2016  
+2.31%
2015
  -0.01%
2014  
+0.96%