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

Fonds
NAV9/18/2017 Chg.-0.0100 Type of yield Investment Focus Investment company
88.4400GBP -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 -0.72 0.44 -0.37 -1.17 0.08 - - - -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.29% 2.41% 2.44% 3.30% -%
Sharpe ratio -0.76 -1.14 0.81 0.44 -
Best month +0.70% +0.49% +1.91% +1.91% -
Worst month -1.17% -1.17% -1.17% -2.86% -
Maximum loss -2.14% -2.14% -2.14% -3.68% -
Outperformance -6.36% - -4.69% -8.88% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 115.2900 +0.90% +0.85%
JPM Systematic Alpha C(Acc)USD H reinvestment 152.2300 +2.57% +3.93%
JPM Systematic Alpha C(Dis)GBP H paying dividend 92.2100 +1.61% +3.24%
JPM Systematic Alpha C(Acc)CHF H reinvestment 124.2700 +0.44% -0.67%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,398.0000 +1.17% +1.16%
JPM Systematic Alpha I(Acc)SEK H reinvestment 919.7900 +0.77% +0.72%
JPM Systematic Alpha I(Acc)USD H reinvestment 146.5700 +2.63% +4.10%
JPM Systematic Alpha I(Dis)GBP H paying dividend 88.4400 +1.66% +3.37%
JPM Systematic Alpha X(Dis)USD H paying dividend 142.9700 +3.54% +6.64%
JPM Systematic Alpha I(Acc)EUR reinvestment 105.7700 +0.94% -
JPM Systematic Alpha X(Acc)EUR reinvestment 121.4100 +1.62% -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.3900 +0.09% -1.64%
JPM Systematic Alpha A(Acc)GBP H reinvestment 90.0800 +0.75% +0.55%
JPM Systematic Alpha A(Acc)USD H reinvestment 137.7500 +1.68% +1.26%
JPM Systematic Alpha D(Acc)USD H reinvestment 135.1200 +0.91% -0.99%
JPM Systematic Alpha A(Acc)CHF H reinvestment 118.3000 -0.41% -

Performance

YTD
  -1.47%
6 Months
  -1.55%
1 Year  
+1.66%
3 Years  
+3.37%
5 Years     -
Since start  
+6.66%
Year
2016  
+2.85%
2015  
+1.19%
2014  
+2.29%
 

Dividends

9/12/2017 0.57 GBP
9/1/2016 1.06 GBP
9/16/2015 0.18 GBP
9/17/2014 0.08 GBP