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

Fonds
NAV6/22/2017 Chg.+0.0300 Type of yield Investment Focus Investment company
90.2900GBP +0.03% 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 -0.37 0.28 -0.14 0.49 -0.72 0.41 - - - - - - -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.25% 2.23% 2.71% 3.33% -%
Sharpe ratio 0.09 -0.10 1.82 0.69 -
Best month +0.70% +0.70% +1.91% +1.91% -
Worst month -0.72% -0.72% -0.72% -2.86% -
Maximum loss -1.05% -1.05% -1.05% -3.68% -
Outperformance -3.80% - -13.66% -3.98% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.1400 +3.70% +3.48%
JPM Systematic Alpha C(Acc)USD H reinvestment 154.0000 +5.32% +6.23%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.1300 +4.57% +5.88%
JPM Systematic Alpha C(Acc)CHF H reinvestment 126.4300 +3.21% +2.02%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,618.0000 +3.89% +3.71%
JPM Systematic Alpha I(Acc)SEK H reinvestment 934.7500 +3.57% +3.52%
JPM Systematic Alpha I(Acc)USD H reinvestment 148.2500 +5.36% +6.41%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.2900 +4.60% +6.02%
JPM Systematic Alpha X(Dis)USD H paying dividend 146.1200 +6.29% +8.95%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.4500 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 123.1200 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.5900 +2.84% +0.87%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.5800 +3.68% +3.11%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.6500 +4.42% +3.48%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.2300 +3.62% +1.20%
JPM Systematic Alpha A(Acc)CHF H reinvestment 120.6000 - -

Performance

YTD
  -0.06%
6 Months
  -0.28%
1 Year  
+4.60%
3 Years  
+6.02%
5 Years     -
Since start  
+8.20%
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