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

Fonds
NAV9/21/2017 Chg.-0.1800 Type of yield Investment Focus Investment company
137.4600USD -0.13% 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 -1.12 -0.12 - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.29% 2.40% 2.44% 3.28% -%
Sharpe ratio -0.85 -1.12 0.70 0.20 -
Best month +0.73% +0.48% +1.86% +1.86% +1.86%
Worst month -1.12% -1.12% -1.12% -2.92% -2.92%
Maximum loss -2.09% -2.09% -2.09% -3.82% -
Outperformance -16.10% - -7.97% +8.41% -
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 115.0300 +0.59% +0.54%
JPM Systematic Alpha C(Acc)USD H reinvestment 151.9300 +2.28% +3.64%
JPM Systematic Alpha C(Dis)GBP H paying dividend 92.0100 +1.30% +2.92%
JPM Systematic Alpha C(Acc)CHF H reinvestment 123.9900 +0.13% -0.97%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,366.0000 +0.86% +0.84%
JPM Systematic Alpha I(Acc)SEK H reinvestment 917.7200 +0.45% +0.41%
JPM Systematic Alpha I(Acc)USD H reinvestment 146.2800 +2.32% +3.80%
JPM Systematic Alpha I(Dis)GBP H paying dividend 88.2500 +1.34% +3.06%
JPM Systematic Alpha X(Dis)USD H paying dividend 142.6900 +3.23% +6.34%
JPM Systematic Alpha I(Acc)EUR reinvestment 105.5300 +0.62% -
JPM Systematic Alpha X(Acc)EUR reinvestment 121.1500 +1.40% -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.3600 -0.26% -1.98%
JPM Systematic Alpha A(Acc)GBP H reinvestment 89.8800 +0.44% +0.26%
JPM Systematic Alpha A(Acc)USD H reinvestment 137.4600 +1.37% +0.98%
JPM Systematic Alpha D(Acc)USD H reinvestment 134.8300 +0.61% -1.26%
JPM Systematic Alpha A(Acc)CHF H reinvestment 118.0200 -0.72% -

Performance

YTD
  -1.64%
6 Months
  -1.53%
1 Year  
+1.37%
3 Years  
+0.98%
5 Years     -
Since start  
+3.73%
Year
2016  
+2.31%
2015
  -0.01%
2014  
+0.96%