JPM Global Macro A (acc) - USD/ LU0235842555 /
| NAV2024-05-01 | Chg.+0.3800 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 159.9000USD | +0.24% | reinvestment | Mixed Fund Worldwide | JPMorgan AM (EU) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2005 | - | - | - | - | - | - | - | - | - | - | - | 0.85 | - |
| 2006 | 0.90 | -0.05 | 0.54 | 0.64 | -0.70 | 0.14 | 0.49 | 0.85 | 0.38 | 0.69 | 0.66 | 1.67 | +6.37% |
| 2007 | 0.08 | 0.61 | 0.32 | 0.66 | -0.17 | -0.01 | 1.74 | -0.60 | 2.12 | 1.78 | 0.12 | 0.76 | +7.64% |
| 2008 | -0.59 | 1.40 | -0.60 | -0.12 | -0.31 | -0.49 | -1.27 | -1.10 | -3.26 | -4.84 | 2.03 | 1.90 | -7.22% |
| 2009 | -1.68 | -0.68 | 0.10 | 0.75 | 2.62 | 1.18 | 2.72 | -0.21 | 2.15 | 0.05 | 0.13 | 1.02 | +8.35% |
| 2010 | -0.47 | -0.34 | 1.90 | 0.62 | -4.16 | 0.51 | 1.83 | 0.70 | 1.45 | 1.72 | -1.49 | 0.89 | +3.04% |
| 2011 | -1.11 | 0.53 | -0.35 | 1.18 | -1.34 | -1.49 | -0.12 | 2.85 | -0.18 | 1.02 | -3.16 | -2.21 | -4.43% |
| 2012 | 0.66 | -0.01 | -1.89 | -0.98 | -1.82 | -0.33 | 0.21 | -0.58 | -0.23 | -0.29 | -0.09 | 0.43 | -4.84% |
| 2013 | 1.85 | 0.90 | 1.35 | 2.23 | 1.86 | -1.48 | -0.41 | -1.72 | 0.83 | 1.28 | 1.92 | 1.04 | +9.99% |
| 2014 | 0.86 | 0.89 | -1.98 | -1.01 | -0.54 | 0.94 | -0.50 | 1.13 | 3.01 | -0.38 | 3.17 | 2.58 | +8.32% |
| 2015 | 2.94 | 1.23 | 2.75 | -2.54 | 0.19 | -0.45 | 1.87 | 2.85 | -0.95 | -1.73 | -0.82 | 0.48 | +5.77% |
| 2016 | 1.73 | 0.45 | -1.87 | -0.76 | 0.53 | 1.41 | 0.03 | -2.13 | -0.25 | -1.11 | -2.58 | 1.39 | -3.21% |
| 2017 | -1.26 | -1.28 | 1.60 | 0.30 | 1.48 | 1.26 | 2.18 | 0.83 | 2.37 | 3.43 | -0.94 | 0.19 | +10.50% |
| 2018 | 2.62 | 0.79 | -1.79 | 0.33 | -0.42 | -1.19 | -0.68 | 0.12 | -0.97 | 1.64 | -0.07 | 0.01 | +0.31% |
| 2019 | -0.77 | 0.63 | 0.85 | 1.15 | -0.80 | 1.63 | 0.79 | -0.74 | 0.27 | -1.20 | -0.13 | 0.40 | +2.05% |
| 2020 | 1.53 | 0.51 | 0.25 | 0.20 | 0.74 | -0.76 | 0.42 | 1.08 | -0.14 | 0.03 | 2.38 | 1.24 | +7.70% |
| 2021 | -0.26 | 1.49 | 0.23 | 0.73 | -0.41 | 0.45 | -0.12 | 0.47 | -0.41 | 0.66 | -0.09 | -0.42 | +2.32% |
| 2022 | -2.56 | -0.06 | -1.11 | -1.15 | -2.09 | 0.36 | -0.16 | -0.04 | 0.36 | -0.02 | 0.05 | -0.58 | -6.81% |
| 2023 | 2.08 | -0.66 | 4.01 | 0.88 | -0.65 | -4.22 | -0.97 | 1.93 | 0.50 | 2.05 | -2.05 | -0.85 | +1.80% |
| 2024 | 0.48 | 0.55 | 0.18 | 0.72 | 0.24 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.80% | 3.01% | 4.34% | 4.21% | 4.00% |
| Sharpe ratio | 1.06 | -1.49 | -1.29 | -1.13 | -0.61 |
| Best month | +0.72% | +0.72% | +2.05% | +4.01% | +4.01% |
| Worst month | -0.85% | -2.05% | -4.22% | -4.22% | -4.22% |
| Maximum loss | -0.71% | -2.61% | -6.16% | -8.41% | -8.41% |
| Outperformance | +0.96% | - | -2.69% | -3.29% | -15.54% |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| JPM Global Macro X (acc) - USD | reinvestment | 128.6200 | -0.46% | +1.18% | |
| JPM Global Macro X (acc) - EUR (... | reinvestment | 106.4000 | -2.03% | -3.71% | |
| JPM Global Macro A (acc) - CHF (... | reinvestment | 94.6100 | -5.48% | -10.68% | |
| JPM Global Macro I (acc) - SEK (... | reinvestment | 906.7800 | -2.74% | -4.78% | |
| JPM Global Macro C (dist) - GBP ... | paying dividend | 103.4700 | -1.26% | -1.89% | |
| JPM Global Macro D (dist) - USD | paying dividend | 125.9600 | -2.22% | -4.03% | |
| JPM Global Macro I (acc) - JPY (... | reinvestment | 9,294.0000 | -6.61% | - | |
| JPM Global Macro I (acc) - EUR (... | reinvestment | 105.6000 | -2.61% | -5.44% | |
| JPM Global Macro I (acc) - EUR | reinvestment | 108.2600 | +1.94% | - | |
| JPM Global Macro I (acc) - USD | reinvestment | 111.1100 | -1.05% | -0.55% | |
| JPM Global Macro C (acc) - USD | reinvestment | 124.2400 | -1.10% | -0.66% | |
| JPM Global Macro C (acc) - EUR (... | reinvestment | 96.5200 | -2.65% | -5.56% | |
| JPM Global Macro C (dist) - EUR ... | paying dividend | 89.6100 | -2.65% | -5.56% | |
| JPM Global Macro C (dist) - USD | paying dividend | 137.5800 | -1.09% | -0.66% | |
| JPM Global Macro A (acc) - USD | reinvestment | 159.9000 | -1.78% | -2.73% | |
| JPM Global Macro D (acc) - USD | reinvestment | 147.3100 | -2.22% | -4.03% | |
| JPM Global Macro D (acc) - EUR (... | reinvestment | 84.3900 | -3.77% | -8.77% | |
| JPM Global Macro A (dist) - EUR ... | paying dividend | 87.2500 | -3.32% | -7.52% | |
| JPM Global Macro A (dist) - USD | paying dividend | 131.8600 | -1.78% | -2.72% | |
| JPM Global Macro A (acc) - EUR (... | reinvestment | 88.6200 | -3.34% | -7.52% |
Performance
| YTD | +2.19% | ||
|---|---|---|---|
| 6 Months | -0.33% | ||
| 1 Year | -1.78% | ||
| 3 Years | -2.73% | ||
| 5 Years | +7.23% | ||
| Since start | +59.90% | ||
| Year | |||
| 2023 | +1.80% | ||
| 2022 | -6.81% | ||
| 2021 | +2.32% | ||
| 2020 | +7.70% | ||
| 2019 | +2.05% | ||
| 2018 | +0.31% | ||
| 2017 | +10.50% | ||
| 2016 | -3.21% | ||
| 2015 | +5.77% | ||
