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

Fonds
NAV12/2/2016 Chg.-0.1400 Type of yield Investment Focus Investment company
89.5900GBP -0.16% 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 -0.13 -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 3.69% 3.01% 3.64% 3.41% -%
Sharpe ratio 0.68 2.59 0.56 0.71 -
Best month +1.91% +1.91% +1.91% +1.91% -
Worst month -2.86% -0.13% -2.86% -2.86% -
Maximum loss -3.68% -0.95% -3.68% -3.68% -
Outperformance -11.11% - -13.17% +1.32% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 116.7200 +0.67% +4.15%
JPM Systematic Alpha C(Acc)USD H reinvestment 152.0300 +1.94% +5.89%
JPM Systematic Alpha C(Dis)GBP H paying dividend 93.4100 +1.67% +6.25%
JPM Systematic Alpha C(Acc)CHF H reinvestment 126.2900 +0.14% -
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,543.0000 +0.78% -
JPM Systematic Alpha I(Acc)SEK H reinvestment 932.2000 +0.53% +4.68%
JPM Systematic Alpha I(Acc)USD H reinvestment 146.3300 +1.98% +6.09%
JPM Systematic Alpha I(Dis)GBP H paying dividend 89.5900 +1.72% +6.40%
JPM Systematic Alpha X(Dis)USD H paying dividend 143.5100 +2.82% -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.6000 -0.17% +1.40%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.3100 +0.81% +3.41%
JPM Systematic Alpha A(Acc)USD H reinvestment 138.5700 +1.12% +3.15%
JPM Systematic Alpha D(Acc)USD H reinvestment 136.7200 +0.35% -

Performance

YTD  
+1.99%
6 Months  
+3.69%
1 Year  
+1.72%
3 Years  
+6.40%
5 Years     -
Since start  
+7.36%
Year
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