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

Fonds
NAV7/19/2017 Chg.+0.3400 Type of yield Investment Focus Investment company
139.9000USD +0.24% 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 0.14 - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.26% 2.30% 2.49% 3.30% -%
Sharpe ratio 0.23 - 1.44 0.35 -
Best month +0.73% +0.48% +1.86% +1.86% -
Worst month -0.73% -0.73% -0.73% -2.92% -
Maximum loss -1.06% -1.06% -1.06% -3.82% -
Outperformance -9.39% - -2.42% +17.97% -
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.2500 +2.49% +2.30%
JPM Systematic Alpha C(Acc)USD H reinvestment 154.3600 +4.14% +5.16%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.2700 +3.27% +4.71%
JPM Systematic Alpha C(Acc)CHF H reinvestment 126.5200 +2.05% +0.85%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,635.0000 +2.72% +2.57%
JPM Systematic Alpha I(Acc)SEK H reinvestment 935.6400 +2.35% +2.27%
JPM Systematic Alpha I(Acc)USD H reinvestment 148.6100 +4.18% +5.34%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.4300 +3.31% +4.85%
JPM Systematic Alpha X(Dis)USD H paying dividend 146.5700 +5.10% +7.87%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.5600 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 123.3100 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.6000 +1.75% -0.26%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.6600 +2.40% +1.98%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.9000 +3.25% +2.47%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.4000 +2.46% +0.20%
JPM Systematic Alpha A(Acc)CHF H reinvestment 120.6100 - -

Performance

YTD  
+0.11%
6 Months     0.00%
1 Year  
+3.25%
3 Years  
+2.47%
5 Years     -
Since start  
+5.57%
Year
2016  
+2.31%
2015
  -0.01%
2014  
+0.96%