JPM Systematic Alpha A(Acc)USD H/  LU0952565892  /

Fonds
NAV11/20/2017 Chg.+0.0600 Type of yield Investment Focus Investment company
137.9500USD +0.04% reinvestment Alternative Investments Worldwide JPMorgan Asset Mgmt. 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2013 - - - - - - - - -0.02 1.67 0.90 0.53 -
2014 -0.40 0.04 0.24 0.22 0.18 -0.44 0.15 0.84 -0.51 0.66 0.64 -0.66 +0.96%
2015 0.79 -1.53 0.72 -1.16 1.08 -1.18 -0.13 0.10 1.22 1.06 -0.74 -0.19 -0.01%
2016 0.61 0.68 -0.23 -2.92 -0.15 0.03 1.37 0.20 0.30 -0.12 1.86 0.73 +2.31%
2017 -0.33 0.25 -0.15 0.48 -0.73 0.45 -0.37 -1.12 0.33 0.22 -0.35 - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.35% 2.37% 2.38% 3.22% -%
Sharpe ratio -0.51 -0.75 0.31 0.24 -
Best month +0.73% +0.45% +1.86% +1.86% +1.86%
Worst month -1.12% -1.12% -1.12% -2.92% -2.92%
Maximum loss -2.09% -2.09% -2.09% -3.82% -
Outperformance -14.33% - -11.84% +6.42% -
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 115.2600 -0.40% +0.58%
JPM Systematic Alpha C(Acc)USD H reinvestment 152.6800 +1.32% +3.97%
JPM Systematic Alpha C(Dis)GBP H paying dividend 92.3100 +0.30% +3.02%
JPM Systematic Alpha C(Acc)CHF H reinvestment 124.1400 -0.87% -1.00%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,402.0000 -0.08% +0.93%
JPM Systematic Alpha I(Acc)SEK H reinvestment 919.3100 -0.55% +0.34%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.0100 +1.37% +4.13%
JPM Systematic Alpha I(Dis)GBP H paying dividend 88.5400 +0.35% +3.17%
JPM Systematic Alpha X(Dis)USD H paying dividend 143.6200 +2.28% +6.70%
JPM Systematic Alpha I(Acc)EUR reinvestment 105.7500 -0.36% -
JPM Systematic Alpha X(Acc)EUR reinvestment 121.5500 +0.40% -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.3700 -1.13% -1.90%
JPM Systematic Alpha A(Acc)GBP H reinvestment 90.0500 -0.55% +0.36%
JPM Systematic Alpha A(Acc)USD H reinvestment 137.9500 +0.42% +1.31%
JPM Systematic Alpha D(Acc)USD H reinvestment 135.1300 -0.34% -0.92%
JPM Systematic Alpha A(Acc)CHF H reinvestment 118.0000 -1.71% -

Performance

YTD
  -1.33%
6 Months
  -1.07%
1 Year  
+0.42%
3 Years  
+1.31%
5 Years     -
Since start  
+4.05%
Year
2016  
+2.31%
2015
  -0.01%
2014  
+0.96%