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

Fonds
NAV3/28/2017 Chg.+0.3000 Type of yield Investment Focus Investment company
90.2200GBP +0.33% 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 -0.04 - - - - - - - - - -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.30% 2.59% 2.98% 3.34% -%
Sharpe ratio -0.11 1.93 0.53 0.71 -
Best month +0.70% +1.91% +1.91% +1.91% -
Worst month -0.37% -0.37% -2.86% -2.86% -
Maximum loss -0.66% -0.76% -3.38% -3.68% -
Outperformance -1.92% - -11.25% +0.17% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 117.2700 +0.35% +3.85%
JPM Systematic Alpha C(Acc)USD H reinvestment 153.5000 +1.70% +6.10%
JPM Systematic Alpha C(Dis)GBP H paying dividend 94.0600 +1.20% +6.11%
JPM Systematic Alpha C(Acc)CHF H reinvestment 126.6800 -0.14% +2.39%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,618.0000 +0.44% +3.91%
JPM Systematic Alpha I(Acc)SEK H reinvestment 935.8900 +0.19% +4.05%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.7600 +1.74% +6.29%
JPM Systematic Alpha I(Dis)GBP H paying dividend 90.2200 +1.24% +6.24%
JPM Systematic Alpha X(Dis)USD H paying dividend 145.3300 +2.62% +8.80%
JPM Systematic Alpha I(Acc)EUR reinvestment 107.5600 - -
JPM Systematic Alpha X(Acc)EUR reinvestment 123.0200 - -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.6300 -0.43% +1.22%
JPM Systematic Alpha A(Acc)GBP H reinvestment 91.7000 +0.35% +3.30%
JPM Systematic Alpha A(Acc)USD H reinvestment 139.5400 +0.88% +3.39%
JPM Systematic Alpha D(Acc)USD H reinvestment 137.2900 +0.06% -
JPM Systematic Alpha A(Acc)CHF H reinvestment 121.0900 - -

Performance

YTD
  -0.13%
6 Months  
+2.29%
1 Year  
+1.24%
3 Years  
+6.24%
5 Years     -
Since start  
+8.11%
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