JPM Systematic Alpha A(Acc)GBP H/  LU0817735565  /

Fonds
NAV10/16/2017 Chg.-0.0200 Type of yield Investment Focus Investment company
90.2800GBP -0.02% reinvestment Alternative Investments Worldwide JPMorgan Asset Mgmt. 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2012 - - - - - - - - - - 0.91 0.39 -
2013 1.94 0.39 1.53 0.12 -0.26 0.96 0.55 -0.35 0.01 1.67 0.92 0.52 +8.28%
2014 -0.37 0.06 0.27 0.26 0.21 -0.43 0.16 0.86 -0.49 0.69 0.69 -0.65 +1.26%
2015 0.83 -1.51 0.77 -1.10 1.10 -1.15 -0.12 0.12 1.25 1.03 -0.70 -0.22 +0.24%
2016 0.62 0.67 -0.27 -2.92 -0.16 -0.02 1.41 0.16 0.25 -0.20 1.83 0.63 +1.94%
2017 -0.45 0.22 -0.23 0.43 -0.80 0.38 -0.46 -1.23 0.23 0.01 - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.24% 2.16% 2.40% 3.30% -%
Sharpe ratio -0.93 -0.71 0.38 0.30 -
Best month +0.63% +0.43% +1.83% +1.83% +1.94%
Worst month -1.23% -1.23% -1.23% -2.92% -2.92%
Maximum loss -2.55% -2.41% -2.67% -3.90% -
Outperformance -8.43% - -1.15% -15.15% -20.02%
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 115.5500 +0.72% +2.26%
JPM Systematic Alpha C(Acc)USD H reinvestment 152.7900 +2.43% +5.51%
JPM Systematic Alpha C(Dis)GBP H paying dividend 92.4700 +1.44% +4.70%
JPM Systematic Alpha C(Acc)CHF H reinvestment 124.5100 +0.26% +0.69%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,433.0000 +1.04% +2.57%
JPM Systematic Alpha I(Acc)SEK H reinvestment 921.8100 +0.59% +2.09%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.1100 +2.47% +5.67%
JPM Systematic Alpha I(Dis)GBP H paying dividend 88.6900 +1.48% +4.84%
JPM Systematic Alpha X(Dis)USD H paying dividend 143.6000 +3.39% +8.27%
JPM Systematic Alpha I(Acc)EUR reinvestment 106.0100 +0.76% -
JPM Systematic Alpha X(Acc)EUR reinvestment 121.7600 +1.53% -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.4100 -0.09% -0.26%
JPM Systematic Alpha A(Acc)GBP H reinvestment 90.2800 +0.59% +1.99%
JPM Systematic Alpha A(Acc)USD H reinvestment 138.1600 +1.51% +2.81%
JPM Systematic Alpha D(Acc)USD H reinvestment 135.4400 +0.76% +0.53%
JPM Systematic Alpha A(Acc)CHF H reinvestment 118.4500 -0.59% -

Performance

YTD
  -1.89%
6 Months
  -0.93%
1 Year  
+0.59%
3 Years  
+1.99%
5 Years  
+11.17%
Since start  
+11.17%
Year
2016  
+1.94%
2015  
+0.24%
2014  
+1.26%
2013  
+8.28%