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

Fonds
NAV2/22/2017 Chg.0.0000 Type of yield Investment Focus Investment company
90.3100GBP 0.00% 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 0.33 - - - - - - - - - - -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 1.98% 2.62% 3.14% 3.34% -%
Sharpe ratio 0.04 2.48 0.56 0.77 -
Best month +0.70% +1.91% +1.91% +1.91% -
Worst month -0.37% -0.37% -2.86% -2.86% -
Maximum loss -0.56% -0.95% -3.68% -3.68% -
Outperformance -0.40% - -11.30% +1.68% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.4700 +0.50% +4.52%
JPM Systematic Alpha C(Acc)USD H reinvestment 153.5700 +1.86% +6.65%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.1600 +1.40% +6.75%
JPM Systematic Alpha C(Acc)CHF H reinvestment 126.9500 +0.01% +3.06%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,642.0000 +0.65% +4.55%
JPM Systematic Alpha I(Acc)SEK H reinvestment 937.7000 +0.34% +4.82%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.8200 +1.90% +6.84%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.3100 +1.43% +6.89%
JPM Systematic Alpha X(Dis)USD H paying dividend 145.2700 +2.78% +9.34%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.7500 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 123.1400 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.6600 -0.26% +1.83%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.8700 +0.54% +3.93%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.7300 +1.06% +3.93%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.5600 +0.22% -
JPM Systematic Alpha A(Acc)CHF H reinvestment 121.4400 - -

Performance

YTD
  -0.03%
6 Months  
+3.06%
1 Year  
+1.43%
3 Years  
+6.89%
5 Years     -
Since start  
+8.22%
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