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

Fonds
NAV7/20/2017 Chg.-0.1400 Type of yield Investment Focus Investment company
90.2900GBP -0.15% 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 0.44 -0.03 - - - - - -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.25% 2.29% 2.49% 3.32% -%
Sharpe ratio 0.10 0.12 1.39 0.56 -
Best month +0.70% +0.49% +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 -4.32% - -4.64% -6.93% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.0600 +2.31% +2.14%
JPM Systematic Alpha C(Acc)USD H reinvestment 154.1400 +3.95% +5.01%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.1200 +3.09% +4.55%
JPM Systematic Alpha C(Acc)CHF H reinvestment 126.3100 +1.86% +0.69%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,611.0000 +2.53% +2.40%
JPM Systematic Alpha I(Acc)SEK H reinvestment 934.0700 +2.15% +2.10%
JPM Systematic Alpha I(Acc)USD H reinvestment 148.3900 +3.99% +5.19%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.2900 +3.13% +4.69%
JPM Systematic Alpha X(Dis)USD H paying dividend 146.3600 +4.91% +7.72%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.3900 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 123.1100 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.5800 +1.49% -0.43%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.5200 +2.21% +1.82%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.6900 +3.06% +2.31%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.1900 +2.28% +0.04%
JPM Systematic Alpha A(Acc)CHF H reinvestment 120.4100 - -

Performance

YTD
  -0.06%
6 Months
  -0.03%
1 Year  
+3.13%
3 Years  
+4.69%
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