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

Fonds
NAV1/17/2017 Chg.-0.1900 Type of yield Investment Focus Investment company
139.8200USD -0.14% 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 0.05 - - - - - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 1.98% 2.65% 3.50% 3.38% -%
Sharpe ratio 0.83 2.58 0.48 0.42 -
Best month +0.73% +1.86% +1.86% +1.86% -
Worst month +0.05% -0.12% -2.92% -2.92% -
Maximum loss -0.34% -0.96% -3.82% -3.82% -
Outperformance -1.40% - +2.12% +24.38% -
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.6300 +0.83% +4.07%
JPM Systematic Alpha C(Acc)USD H reinvestment 153.5600 +2.16% +6.04%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.2200 +1.75% +6.25%
JPM Systematic Alpha C(Acc)CHF H reinvestment 127.1900 +0.34% +2.65%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,657.0000 +0.94% +5.21%
JPM Systematic Alpha I(Acc)SEK H reinvestment 939.1300 +0.68% +4.47%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.8000 +2.19% +6.22%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.3600 +1.80% +6.38%
JPM Systematic Alpha X(Dis)USD H paying dividend 145.1200 +3.05% +9.74%
JPM Systematic Alpha A(Acc)EUR reinvestment 11.6800 0.00% +1.39%
JPM Systematic Alpha A(Acc)GBP H reinvestment 92.0000 +0.89% +3.42%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.8200 +1.35% +3.31%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.8000 +0.55% -

Performance

YTD  
+0.05%
6 Months  
+3.22%
1 Year  
+1.35%
3 Years  
+3.31%
5 Years     -
Since start  
+5.51%
Year
2016  
+2.31%
2015
  -0.01%
2014  
+0.96%