Fact sheet: JPM Blue and Green

Fund information
Fund name
JPM Blue and Green A NAV
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund managers
  • Gareth Witcombsince 21/12/2012
  • Talib Sheikhsince 21/12/2012
  • James Elliotsince 21/12/2012
Fund objective
To achieve, over a medium-term horizon (2 to 3 years), a return in excess of its cash benchmark from a portfolio of securities, globally.
Benchmark
  • ICE 1 Month EUR LIBOR
Investment style
Flexible
Investment method
None
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Mixed Asset - Flexible
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.85%
Fund size
£75m
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.
64
Top in this sector
Fund name1 Year
HSBC Pfl World Seltn 425.2%
Investec EmrgMktsMA23.7%
Smith & Williamson Mid-OceanWdInv21.8%
Aria Absolut Inc Prtd UCITs21.5%
Northstar Mgd Stg19.8%
...more in FO Mixed Asset - Flexible

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund------
Sector0.4%-1%1.9%2.1%8.9%23.7%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund-4.9%8.5%6.3%-5.1%
Sector2.6%-0.1%5%6.8%6.9%
Rank within sector-25 / 12625 / 10956 / 9576 / 78
Quartile1st1st3rd4th
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.
6.92
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.
-0.13
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.
0.67
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%.
4.43
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.
7.14
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.
0.55
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.
0.02
Price movement
52 week high-
52 week low-
Current bid price27100.75
Current offer price27100.75
Current mid price-
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
JP Morgan
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund objective
To achieve, over a medium-term horizon (2 to 3 years), a return in excess of its cash benchmark from a portfolio of securities, globally.
Benchmark
  • ICE 1 Month EUR LIBOR
Investment style
Flexible
Investment method
None
Fund managers
NameSinceBiography
Gareth Witcomb21/12/2012Gareth Witcomb, vice president, is a portfolio manager in the Global Multi-Asset Group, based in London. Gareth works on total return portfolios, supports the convertible bond business and implements tactical asset allocation decisions across balanced and overlay accounts. An employee since 1998, Gareth previously supervised the Cash Management Team for equity, balanced and emerging market portfolios. Gareth obtained a BA in History and Politics from University College Wales.
Talib Sheikh21/12/2012Talib is a portfolio manager for the Multi-Asset Solutions Group, based in London. He is primarily responsible for managing total return portfolios and is a member of the Global Strategy Team which establishes broad macroeconomic themes that are reflected across all portfolios managed globally by the team. Talib has managed balanced and tactical asset allocation overlay accounts since 2002. An employee since 1998, he was previously an Assistant Portfolio Manager in the derivatives implementation team in London. He is a CFA charterholder.
James Elliot21/12/2012James Elliot, is the Chief Investment Officer (“CIO”) of the International business of the Multi-Asset Solutions Group, based in London. James is responsible for investment oversight of all mandates managed by the Multi-Asset Solutions Group in London and Hong Kong, in addition to contributing to the team’s views on broad macroeconomic themes that are reflected across all portfolios managed globally by the Multi-Asset Solutions Group. James is also responsible for managing macro-thematic portfolios. James joined J.P. Morgan in 1995. Prior to his current role, James was CIO for the JPMAM Japanese Equity Portfolio Group based in Tokyo and, previously, was co-head of the JPMAM European Equity Group based in London. James left J.P. Morgan for a period of time and worked at RAB Capital plc, where he served as the Director of Europe Equities and manager of the RAB Europe Long/Short Fund. He obtained a B.A. in Modern History from the University of Oxford and is a CFA charterholder.
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
France, United Kingdom, Ireland, Jersey, Luxembourg, Offshore
JPM Blue and Green A
Initial charge-
Annual charge-
Min single investment£3,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.85%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price27100.75
CurrencyEUR
Price updated09/11/2015
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJM56
JPM Blue and Green A NAV
Initial charge-
Annual charge-
Min single investment£3,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.85%
Total expense ratio (TER)0.85%
Bid price27100.75
Offer price27100.75
Mid price-
CurrencyEUR
Price updated09/11/2015
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJM55
Data provided by

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