Fact sheet: BlackRock JP Morgan Gbl Dyn Pn

Fund information
Fund name
BlackRock JP Morgan Global Dynamic Pn T
Fund manager company
BlackRock Pensions Ltd
Fund type
Pension Fund
Fund managers
  • Sandeep Bhargavasince 17/01/2006
  • Zenah Shuhaibersince 31/07/2012
Underlying fund
JPM Life Gbl Dynamic
Fund objective
Aims to maximise long-term capital growth by investing primarily in equities throughout the world. The investment team aims to uncover stocks with the strongest growth and value attributes through a quantitative screen. These ideas are then validated by regional and sector specialists.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
37.5%
1 Year rank in sector
186/983
Sector
PN Global Equities
Yield
-
Fund size
£0m
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
105
Top in this sector
Fund name1 Year
SIP FOUR Act Gbl Inc & Gth Pn51.5%
RLP Dimensional Gbl Targeted Val Pn49.9%
Aegon Hend GlblTecPn47.3%
NFU Mutual Mgd Plan Intl Pn46%
FL Baillie Giff LT Gbl Gth Pn45.9%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • North America59.8%
    Europe & Middle East17%
    Japan8.3%
    UK6.5%
    Pacific ex-Japan3.4%
  • Financials19.3%
    Information Technology15.5%
    Consumer Discretionary12.8%
    Health Care12.3%
    Industrials11.4%
  • North American Equities59.8%
    International Equities17%
    Japanese Equities8.3%
    UK Equities6.5%
    Asia Pacific ex Japan Equities3.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.7%7.5%14.3%37.5%51.7%91.5%
Sector2.6%7.2%10.1%31.2%42.7%76%
Rank within sector174 / 1056504 / 1039115 / 1028186 / 983234 / 854196 / 768
Quartile1st2nd1st1st2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund4%26.1%3.8%11.5%24.8%
Sector3.8%22.4%3.7%7.8%21.4%
Rank within sector395 / 1041330 / 958479 / 916162 / 845225 / 819
Quartile2nd2nd3rd1st2nd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
1.53
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
1.05
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
1.04
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
10.85
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
2.87
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.72
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.93
Price movement
52 week high137.76
52 week low99.74
Current bid price-
Current offer price-
Current mid price137.45
Region
1North America59.8%
2Europe & Middle East17%
3Japan8.3%
4UK6.5%
5Pacific ex-Japan3.4%
6Global Emerging Markets2.8%
7Money Market2.2%
Industry sector
1Financials19.3%
2Information Technology15.5%
3Consumer Discretionary12.8%
4Health Care12.3%
5Industrials11.4%
6Consumer Staples7.5%
7Energy6.8%
8Materials5.6%
9Telecommunications Utilities3.6%
Asset type
1North American Equities59.8%
2International Equities17%
3Japanese Equities8.3%
4UK Equities6.5%
5Asia Pacific ex Japan Equities3.4%
6Global Emerging Market Equities2.8%
7Money Market2.2%
Individual holdings
1ALPHABET INC2.1%
2APPLE INC2.1%
3BANK OF AMERICA CORP1.2%
4MICROSOFT CORP1.2%
5PFIZER INC1.2%
6FACEBOOK INC1.1%
7JOHNSON & JOHNSON1.1%
8CHEVRON CORP1%
9CITIGROUP INC1%
Management
Fund manager group
BlackRock
Fund manager company
BlackRock Pensions Ltd
Fund type
Pension Fund
Fund objective
Aims to maximise long-term capital growth by investing primarily in equities throughout the world. The investment team aims to uncover stocks with the strongest growth and value attributes through a quantitative screen. These ideas are then validated by regional and sector specialists.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Sandeep Bhargava17/01/2006Sandeep Bhargava is a portfolio manager responsible for disciplined strategies including the Global Dynamic Fund within the Global Equities Team, based in London. Previously, Sandeep was a product manager for Indian Asset Management in Asia. Prior to joining JPMorgan in 1997, he spent two years managing Asian emerging market funds with a focus on technology and pharmaceuticals at Barclays Global Investors in London. Education: B.A., Economics, Cambridge University DPhil., Economics, Oxford University
Zenah Shuhaiber31/07/2012Zenah Shuhaiber, associate, is a portfolio manager in the Global Equities Team based in London, with portfolio and research responsibilities for style-based strategies. An employee since 2005, she previously served an internship at JPMorgan Private Bank in 2004. She obtained a MA in Economics and Management at Oxford University. Zenah is a CFA charterholder.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
BlackRock JP Morgan Global Dynamic Pn T
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price137.4472
CurrencyGBX
Price updated23/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJAMW
Data provided by

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