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

Fonds
NAV11/22/2017 Chg.+0.0300 Type of yield Investment Focus Investment company
88.6100GBP +0.03% 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 0.30 0.21 -0.25 - -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.33% 2.29% 2.37% 3.23% -%
Sharpe ratio -0.48 -0.49 0.15 0.38 -
Best month +0.70% +0.44% +1.91% +1.91% +1.91%
Worst month -1.17% -1.17% -1.17% -2.86% -2.86%
Maximum loss -2.14% -2.14% -2.14% -3.68% -
Outperformance -6.23% - -5.83% -9.49% -
 
All quotes in GBP

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
JPM Systematic Alpha C(Acc)EUR reinvestment 115.3500 -0.71% +0.15%
JPM Systematic Alpha C(Acc)USD H reinvestment 152.7900 +1.01% +3.50%
JPM Systematic Alpha C(Dis)GBP H paying dividend 92.3800 -0.02% +2.56%
JPM Systematic Alpha C(Acc)CHF H reinvestment 124.2400 -1.18% -1.42%
JPM Systematic Alpha I(Acc)JPY H reinvestment 14,412.0000 -0.42% +0.46%
JPM Systematic Alpha I(Acc)SEK H reinvestment 920.0200 -0.85% -0.11%
JPM Systematic Alpha I(Acc)USD H reinvestment 147.1100 +1.04% +3.66%
JPM Systematic Alpha I(Dis)GBP H paying dividend 88.6100 +0.02% +2.70%
JPM Systematic Alpha X(Dis)USD H paying dividend 143.7300 +1.96% +6.22%
JPM Systematic Alpha I(Acc)EUR reinvestment 105.8300 -0.68% -
JPM Systematic Alpha X(Acc)EUR reinvestment 121.6500 +0.09% -
JPM Systematic Alpha A(Acc)EUR reinvestment 11.3800 -1.47% -2.32%
JPM Systematic Alpha A(Acc)GBP H reinvestment 90.1200 -0.86% -0.08%
JPM Systematic Alpha A(Acc)USD H reinvestment 138.0400 +0.10% +0.86%
JPM Systematic Alpha D(Acc)USD H reinvestment 135.2100 -0.65% -1.36%
JPM Systematic Alpha A(Acc)CHF H reinvestment 118.0900 -2.02% -

Performance

YTD
  -1.28%
6 Months
  -0.73%
1 Year  
+0.02%
3 Years  
+2.70%
5 Years     -
Since start  
+6.87%
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