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

Fonds
NAV5/26/2017 Chg.-0.0400 Type of yield Investment Focus Investment company
89.7000GBP -0.04% 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 -0.96 - - - - - - - -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.34% 2.38% 2.75% 3.33% -%
Sharpe ratio -0.63 0.35 1.53 0.57 -
Best month +0.70% +1.91% +1.91% +1.91% -
Worst month -0.96% -0.96% -0.96% -2.86% -
Maximum loss -1.05% -1.05% -1.05% -3.68% -
Outperformance -2.30% - -12.12% -4.00% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 116.4600 +2.99% +2.29%
JPM Systematic Alpha C(Acc)USD H reinvestment 152.8800 +4.53% +4.85%
JPM Systematic Alpha C(Dis)GBP H paying dividend 93.5100 +3.84% +4.60%
JPM Systematic Alpha C(Acc)CHF H reinvestment 125.7500 +2.53% +0.86%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,530.0000 +3.15% +2.49%
JPM Systematic Alpha I(Acc)SEK H reinvestment 929.3700 +2.86% +2.40%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.1700 +4.56% +5.03%
JPM Systematic Alpha I(Dis)GBP H paying dividend 89.7000 +3.88% +4.74%
JPM Systematic Alpha X(Dis)USD H paying dividend 144.9700 +5.50% +7.54%
JPM Systematic Alpha I(Acc)EUR reinvestment 106.8300 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 122.3400 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.5300 +2.13% -0.35%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.0400 +2.96% +1.86%
JPM Systematic Alpha A(Acc)USD H reinvestment 138.7500 +3.65% +2.16%
JPM Systematic Alpha D(Acc)USD H reinvestment 136.3900 +2.84% -0.11%
JPM Systematic Alpha A(Acc)CHF H reinvestment 120.0300 - -

Performance

YTD
  -0.71%
6 Months  
+0.25%
1 Year  
+3.88%
3 Years  
+4.74%
5 Years     -
Since start  
+7.49%
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