Fact sheet: JPM Divrsfd Risk

Fund information
Fund name
JPM Diversified Risk A Acc NAV USD
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund managers
  • Katherine Santiagosince 08/02/2013
  • Yazann Romahisince 08/02/2013
  • Wei Lisince 08/02/2013
Fund objective
To provide long-term capital growth by investing in multiple asset classes globally, using a risk-weighted approach to asset allocation and using financial derivative instruments where appropriate.
Benchmark
  • ICE 1 Month USD LIBOR
Investment style
Flexible
Investment method
Mixed
Quick stats
1 Year return
2.8%
1 Year rank in sector
72/150
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.
1.55%
Fund size
£24m
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.
83
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
Fund1.9%1.4%3.2%2.8%11.3%-
Sector0.4%-1%1.9%2.1%8.9%23.7%
Rank within sector28 / 16530 / 16659 / 16172 / 15044 / 106-
Quartile1st1st2nd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund3.8%-0.2%6.4%--
Sector2.6%-0.1%5%6.8%6.9%
Rank within sector64 / 15073 / 12642 / 109--
Quartile2nd3rd2nd
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.
1.39
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.
0.66
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
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%.
4.2
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.
3.15
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.
0.18
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.
0.6
Price movement
52 week high115.53
52 week low107.6
Current bid price-
Current offer price-
Current mid price116.18
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 provide long-term capital growth by investing in multiple asset classes globally, using a risk-weighted approach to asset allocation and using financial derivative instruments where appropriate.
Benchmark
  • ICE 1 Month USD LIBOR
Investment style
Flexible
Investment method
Mixed
Fund managers
NameSinceBiography
Katherine Santiago08/02/2013Katherine Santiago is a portfolio manager on the Multi-Asset Solutions team within the Global Multi-Asset Research group based in London. An employee since 2005, Katherine currently focuses on alternative beta, tactical asset allocation and strategic portfolio construction across multi-asset class accounts and retirement research. She holds a B.A. in Mathematics from Bowdoin College, a M.S. in Mathematics in Finance from New York University and is a CFA charterholder.
Yazann Romahi08/02/2013Yazann Romahi, managing director, is the head of Global Multi-Asset Research in the Multi-Asset Solutions team, responsible for the quantitative models that help establish the broad asset allocation reflected across the Multi-Asset Solutions team’s portfolios globally. The team is also responsible for the design and portfolio management of the Alternative Beta suite of products. An employee since 2003, Yazann previously worked as a research analyst at the Centre for Financial Research at the University of Cambridge, holds a Ph.D. in Applied Mathematics from the University of Cambridge and is a CFA charterholder.
Wei Li08/02/2013Wei (Victor) Li, Vice President, is a portfolio manager for the alternative beta suite of products within the Quantitative Strategies group in the Investment Management Solutions – Global Multi-Asset Group ("IMS-GMAG"), based in London. An employee since 2010, his primary responsibilities include quantitative research, model development and portfolio management for quantitative strategies. Victor holds a PhD in Communications and Signal Processing from Imperial College London, where he was also employed as a full time research assistant. Prior to that, Victor obtained an MSc with Distinction in Communications Engineering from the University of Manchester. He is a CFA charterholder.
Compliance
Transparent for Austrian Tax, Transparent for German Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Curacao, Cyprus, Germany, Denmark, Spain, Estonia, Finland, France, United Kingdom, Greece, Ireland, Italy, Jersey, Luxembourg, Netherlands, Norway, Offshore, Portugal, Sweden
JPM Diversified Risk A Acc NAV USD
Initial charge5%
Annual charge1.25%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.55%
Total expense ratio (TER)1.55%
Bid price-
Offer price-
Mid price116.18
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5MH
JPM Diversified Risk A Acc USD
Initial charge5%
Annual charge1.25%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.55%
Total expense ratio (TER)1.55%
Bid price115.6
Offer price121.99
Mid price-
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5MK
JPM Diversified Risk A Hedged Acc EUR
Initial charge5%
Annual charge1.25%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.55%
Total expense ratio (TER)1.55%
Bid price84.54
Offer price89.21
Mid price-
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF7RR
JPM Diversified Risk A Hedged Acc NAV EUR
Initial charge5%
Annual charge1.25%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.55%
Total expense ratio (TER)1.55%
Bid price-
Offer price-
Mid price84.96
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF7RQ
JPM Diversified Risk A Hedged Acc NAV SEK
Initial charge5%
Annual charge1.25%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.55%
Total expense ratio (TER)1.55%
Bid price-
Offer price-
Mid price742.26
CurrencySEK
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5MG
JPM Diversified Risk A Hedged Acc SEK
Initial charge5%
Annual charge1.25%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.55%
Total expense ratio (TER)1.55%
Bid price738.55
Offer price779.37
Mid price-
CurrencySEK
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5ML
JPM Diversified Risk C Hedged Acc NAV SEK
Initial charge-
Annual charge0.6%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price765.72
CurrencySEK
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF5MI
JPM Diversified Risk C Hedged Acc SEK
Initial charge-
Annual charge0.6%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price765.72
Offer price765.72
Mid price-
CurrencySEK
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF5MM
JPM Diversified Risk C Hedged Inc EUR
Initial charge-
Annual charge0.6%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price94.37
Offer price94.37
Mid price-
CurrencyEUR
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFSRI
JPM Diversified Risk C Hedged Inc NAV EUR
Initial charge-
Annual charge0.6%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price94.37
CurrencyEUR
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFSRH
JPM Diversified Risk D Acc NAV USD
Initial charge5%
Annual charge1.25%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.2%
Total expense ratio (TER)2.2%
Bid price-
Offer price-
Mid price113.32
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5MJ
JPM Diversified Risk D Acc USD
Initial charge5%
Annual charge1.25%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.2%
Total expense ratio (TER)2.2%
Bid price112.75
Offer price118.99
Mid price-
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5MN
JPM Diversified Risk D Hedged Acc EUR
Initial charge5%
Annual charge1.25%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.2%
Total expense ratio (TER)2.2%
Bid price82.55
Offer price87.11
Mid price-
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF7RP
JPM Diversified Risk D Hedged Acc NAV EUR
Initial charge5%
Annual charge1.25%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.2%
Total expense ratio (TER)2.2%
Bid price-
Offer price-
Mid price82.96
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF7RO
Data provided by

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