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

Fonds
NAV3/24/2017 Chg.-0.0700 Type of yield Investment Focus Investment company
139.6600USD -0.05% 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 0.01 - - - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.07% 2.47% 2.94% 3.31% -%
Sharpe ratio 0.02 2.45 0.67 0.47 -
Best month +0.73% +1.86% +1.86% +1.86% -
Worst month -0.33% -0.33% -2.92% -2.92% -
Maximum loss -0.56% -0.61% -3.50% -3.82% -
Outperformance -3.15% - +2.36% +24.20% -
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.3600 +1.08% +4.17%
JPM Systematic Alpha C(Acc)USD H reinvestment 153.6200 +2.45% +6.43%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.1300 +1.95% +6.42%
JPM Systematic Alpha C(Acc)CHF H reinvestment 126.7900 +0.59% +2.71%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,630.0000 +1.20% +4.22%
JPM Systematic Alpha I(Acc)SEK H reinvestment 936.7100 +0.93% +4.40%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.8700 +2.49% +6.61%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.2900 +1.99% +6.57%
JPM Systematic Alpha X(Dis)USD H paying dividend 145.4300 +3.38% +9.13%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.6500 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 123.1100 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.6400 +0.34% +1.48%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.7800 +1.09% +3.62%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.6600 +1.63% +3.70%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.4200 +0.80% -
JPM Systematic Alpha A(Acc)CHF H reinvestment 121.2000 - -

Performance

YTD
  -0.06%
6 Months  
+2.76%
1 Year  
+1.63%
3 Years  
+3.70%
5 Years     -
Since start  
+5.39%
Year
2016  
+2.31%
2015
  -0.01%
2014  
+0.96%