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

Fonds
NAV8/16/2017 Chg.+0.0500 Type of yield Investment Focus Investment company
89.3100GBP +0.06% 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 -0.37 -0.76 - - - - -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.28% 2.35% 2.50% 3.30% -%
Sharpe ratio -0.66 -0.67 0.98 0.54 -
Best month +0.70% +0.49% +1.91% +1.91% -
Worst month -0.76% -0.76% -0.76% -2.86% -
Maximum loss -1.69% -1.69% -1.69% -3.68% -
Outperformance -7.74% - -3.51% -8.69% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 115.7600 +1.37% +1.85%
JPM Systematic Alpha C(Acc)USD H reinvestment 152.5800 +3.00% +4.79%
JPM Systematic Alpha C(Dis)GBP H paying dividend 93.1000 +2.09% +4.25%
JPM Systematic Alpha C(Acc)CHF H reinvestment 124.8200 +0.89% +0.35%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,453.0000 +1.62% +2.14%
JPM Systematic Alpha I(Acc)SEK H reinvestment 923.5700 +1.21% +1.77%
JPM Systematic Alpha I(Acc)USD H reinvestment 146.9000 +3.04% +4.97%
JPM Systematic Alpha I(Dis)GBP H paying dividend 89.3100 +2.12% +4.38%
JPM Systematic Alpha X(Dis)USD H paying dividend 144.9900 +3.96% +7.51%
JPM Systematic Alpha I(Acc)EUR reinvestment 106.1900 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 121.8100 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.4400 +0.53% -0.69%
JPM Systematic Alpha A(Acc)GBP H reinvestment 90.4600 +1.22% +1.53%
JPM Systematic Alpha A(Acc)USD H reinvestment 138.1700 +2.09% +2.10%
JPM Systematic Alpha D(Acc)USD H reinvestment 135.6500 +1.34% -0.15%
JPM Systematic Alpha A(Acc)CHF H reinvestment 118.9200 - -

Performance

YTD
  -1.14%
6 Months
  -0.94%
1 Year  
+2.12%
3 Years  
+4.38%
5 Years     -
Since start  
+7.02%
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