JPM Systematic Alpha I(Dis)GBP H/  LU0974148404  /

Fonds
NAV1/20/2017 Chg.-0.0900 Type of yield Investment Focus Investment company
90.3200GBP -0.10% paying dividend Alternative Investments Worldwide JPMorgan Asset Mgmt. 
  • Dividends adjusted Dividends adjusted

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2013 - - - - - - - - - - 1.00 0.60 -
2014 -0.28 0.14 0.35 0.34 0.30 -0.35 0.24 0.94 -0.39 0.77 0.76 -0.55 +2.29%
2015 0.91 -1.43 0.86 -1.01 1.18 -1.07 -0.03 0.19 1.33 1.09 -0.63 -0.15 +1.19%
2016 0.69 0.75 -0.19 -2.86 -0.08 0.05 1.50 0.24 0.31 -0.12 1.91 0.70 +2.85%
2017 -0.02 - - - - - - - - - - - -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 1.91% 2.66% 3.38% 3.40% -%
Sharpe ratio -0.08 2.52 0.51 0.73 -
Best month +0.70% +1.91% +1.91% +1.91% -
Worst month -0.02% -0.12% -2.86% -2.86% -
Maximum loss -0.36% -0.95% -3.68% -3.68% -
Outperformance -1.64% - -13.48% +0.97% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.5600 +0.44% +4.25%
JPM Systematic Alpha C(Acc)USD H reinvestment 153.5000 +1.76% +6.25%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.1700 +1.34% +6.44%
JPM Systematic Alpha C(Acc)CHF H reinvestment 127.1000 -0.07% +2.82%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,648.0000 +0.55% +5.15%
JPM Systematic Alpha I(Acc)SEK H reinvestment 938.5500 +0.28% +4.65%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.7400 +1.80% +6.43%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.3200 +1.39% +6.58%
JPM Systematic Alpha X(Dis)USD H paying dividend 145.0800 +2.67% +9.71%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.8200 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 123.1500 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.6700 -0.43% +1.57%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.9500 +0.48% +3.62%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.7600 +0.96% +3.52%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.7200 +0.15% -
JPM Systematic Alpha A(Acc)CHF H reinvestment 121.6700 - -

Performance

YTD
  -0.02%
6 Months  
+3.16%
1 Year  
+1.39%
3 Years  
+6.58%
5 Years     -
Since start  
+8.23%
Year
2016  
+2.85%
2015  
+1.19%
2014  
+2.29%
 

Dividends

9/1/2016 1.06 GBP
9/16/2015 0.18 GBP
9/17/2014 0.08 GBP