Fact sheet: JPM Emg Mkts Divfd Eq

Fund information
Fund name
JPM Emerging Markets Diversified Equity A Acc NAV EUR
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund managers
  • George Iwanickisince 01/12/2010
  • Anuj Arorasince 01/12/2010
Fund objective
To provide long-term capital growth by investing primarily in a diversified portfolio of emerging market companies.
Benchmark
  • MSCI Emerging Markets
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
5.3%
1 Year rank in sector
127/258
Sector
FO Equity - Emerging Markets
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.
1.8%
Fund size
£520m (£518m last year)
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.
133
Top in this sector
Fund name1 Year
Charlemagne Magna New Frontrs45.7%
GAM Star Nth of Sth EM Eq38.9%
HSBC GIFEconScaleIxGEMEq37.1%
Templeton BRIC35.8%
Jul Baer Mltistck Emerg Eq31.9%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • China27%
    Korea19.7%
    Taiwan12.3%
    Russia8.4%
    Brazil6.2%
  • Information Technology27.1%
    Financials19.9%
    Consumer Staples11.8%
    Energy10.7%
    Materials7.6%
  • Chinese Equities27%
    South Korean Equities19.7%
    Taiwanese Equities12.3%
    Russian Equities8.4%
    Brazilian Equities6.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.8%2.9%15.4%5.3%10.9%18.9%
Sector-4.6%-1.8%7.9%6.8%-7.8%1.5%
Rank within sector9 / 26330 / 26649 / 263127 / 25853 / 20954 / 160
Quartile1st1st1st2nd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund12.6%-5.1%6.8%-7.2%14.7%
Sector9.9%-14.3%-1.4%-0.7%14.2%
Rank within sector80 / 25836 / 24148 / 215159 / 189109 / 161
Quartile2nd1st1st4th3rd
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.
5.2
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.
1.01
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%.
15.16
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.
6.65
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.
0.74
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.
0.81
Price movement
52 week high80.46
52 week low59.08
Current bid price-
Current offer price-
Current mid price78.12
Region
1China27%
2Korea19.7%
3Taiwan12.3%
4Russia8.4%
5Brazil6.2%
6Thailand5.4%
7Turkey4.4%
8India3.9%
9Mexico2.2%
Industry sector
1Information Technology27.1%
2Financials19.9%
3Consumer Staples11.8%
4Energy10.7%
5Materials7.6%
6Consumer Discretionary7.1%
7Industrials3.3%
8Telecommunications Utilities2.7%
9Utilities2.7%
Asset type
1Chinese Equities27%
2South Korean Equities19.7%
3Taiwanese Equities12.3%
4Russian Equities8.4%
5Brazilian Equities6.2%
6Thai Equities5.4%
7Turkish Equities4.4%
8Indian Equities3.9%
9Mexican Equities2.2%
Individual holdings
1SAMSUNG ELECTRONICS CO5.1%
2TAIWAN SEMICONDUCTOR CO4.7%
3TENCENT HLDGS LIMITED3.1%
4CHINA CONSTRUCTION BANK2.5%
5BANK OF CHINA LTD1.7%
6CHINA MOBILE LTD1.6%
7LUKOIL OAO1.6%
8NETEASE INC1.6%
9SBERBANK OF RUSSIA1.6%
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 primarily in a diversified portfolio of emerging market companies.
Benchmark
  • MSCI Emerging Markets
Investment style
Growth
Investment method
Shares
Fund managers
NameSinceBiography
George Iwanicki01/12/2010George Iwanicki, Jr., managing director, is the head of the Value Strategies Group and a global macro strategist within the Global Emerging Markets Equity Team based in New York. An employee since 1992, he is responsible for all top-down EM strategy, including quantitative screening and Asset Allocation. Prior to that, he served several years as an economist, participating in a variety of strategy and asset allocation teams within Developed Market asset classes. Prior to joining the firm, he spent five years as an economist at Kidder, Peabody & Co., Inc. He holds a B.A. in mathematics and economics from the State University of New York and an A.B.D. (Master of Philosophy) in economics specializing in macroeconomics, econometrics, and international trade and finance from Columbia University.
Anuj Arora01/12/2010Anuj Arora, managing director, is a portfolio manager within the Emerging Markets and Asia Pacific Equities Team based in London. An employee since 2006, he is responsible for managing the GEM Diversified strategy, as well as overseeing all aspects of research related to quantitative strategies within the Emerging Markets and Asia Pacific Equities Team, including asset allocation and risk management. Prior to joining the firm, Anuj was a quantitative analyst for Mesirow Financial and an analyst at Birkelbach Investment Securities. He holds an M.S. in finance from the Illinois Institute of Technology.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Chile, Curacao, Germany, Spain, Estonia, Finland, France, United Kingdom, Ireland, Jersey, Luxembourg, Netherlands, Norway, Offshore, Sweden
JPM Emerging Markets Diversified Equity A Acc EUR
Initial charge5%
Annual charge1.5%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.8%
Total expense ratio (TER)1.8%
Bid price77.73
Offer price82.03
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN2V8
JPM Emerging Markets Diversified Equity A Acc NAV EUR
Initial charge5%
Annual charge1.5%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.8%
Total expense ratio (TER)1.8%
Bid price-
Offer price-
Mid price78.12
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN2V9
JPM Emerging Markets Diversified Equity C Acc EUR
Initial charge-
Annual charge0.75%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price77.97
Offer price77.97
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFMWI
JPM Emerging Markets Diversified Equity C Acc NAV EUR
Initial charge-
Annual charge0.75%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price77.97
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFMWJ
JPM Emerging Markets Diversified Equity C Acc NAV USD
Initial charge-
Annual charge0.75%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price89.78
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBMFS
JPM Emerging Markets Diversified Equity C Acc USD
Initial charge-
Annual charge0.75%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price89.78
Offer price89.78
Mid price-
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBMFR
JPM Emerging Markets Diversified Equity I Acc NAV USD
Initial charge-
Annual charge0.75%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.91%
Total expense ratio (TER)0.91%
Bid price-
Offer price-
Mid price100.48
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0HY6
JPM Emerging Markets Diversified Equity I Acc USD
Initial charge-
Annual charge0.75%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.91%
Total expense ratio (TER)0.91%
Bid price100.48
Offer price100.48
Mid price-
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0HY5
JPM Emerging Markets Diversified Equity X Acc EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price97.89
Offer price97.89
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMCC3
JPM Emerging Markets Diversified Equity X Acc GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price73.27
Offer price73.27
Mid price-
CurrencyGBP
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code10HZ
JPM Emerging Markets Diversified Equity X Acc NAV EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price97.89
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMCC4
JPM Emerging Markets Diversified Equity X Acc NAV GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price73.27
CurrencyGBP
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code10I0
JPM Emerging Markets Diversified Equity X Acc NAV USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price92.08
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCVI
JPM Emerging Markets Diversified Equity X Acc USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price92.08
Offer price92.08
Mid price-
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCUR
Data provided by

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