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

Fonds
NAV4/28/2017 Chg.+0.0100 Type of yield Investment Focus Investment company
90.5700GBP +0.01% 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 - - - - - - - - -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.40% 2.57% 2.85% 3.34% -%
Sharpe ratio 0.47 2.53 1.61 0.68 -
Best month +0.70% +1.91% +1.91% +1.91% -
Worst month -0.37% -0.37% -2.86% -2.86% -
Maximum loss -0.91% -1.00% -1.15% -3.68% -
Outperformance +0.02% - -7.47% -0.13% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.6400 +3.31% +3.46%
JPM Systematic Alpha C(Acc)USD H reinvestment 154.2500 +4.80% +5.90%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.4200 +4.21% +5.76%
JPM Systematic Alpha C(Acc)CHF H reinvestment 127.0500 +2.82% +2.01%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,672.0000 +3.46% +3.59%
JPM Systematic Alpha I(Acc)SEK H reinvestment 938.8400 +3.15% +3.62%
JPM Systematic Alpha I(Acc)USD H reinvestment 148.4900 +4.85% +6.09%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.5700 +4.25% +5.91%
JPM Systematic Alpha X(Dis)USD H paying dividend 146.1600 +5.77% +8.61%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.9100 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 123.5000 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.6600 +2.55% +0.87%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.9900 +3.32% +2.98%
JPM Systematic Alpha A(Acc)USD H reinvestment 140.1000 +3.94% +3.19%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.7600 +3.10% +0.47%
JPM Systematic Alpha A(Acc)CHF H reinvestment 121.3500 - -

Performance

YTD  
+0.25%
6 Months  
+3.03%
1 Year  
+4.25%
3 Years  
+5.91%
5 Years     -
Since start  
+8.53%
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