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
  • Anuj Arorasince 01/03/2017
  • George Iwanickisince 01/03/2017
  • Joyce Wengsince 01/03/2017
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
24.2%
1 Year rank in sector
48/258
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
£475m (£560m 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.
129
Top in this sector
Fund name1 Year
Charlemagne Magna Nw Frt54.3%
RWC Gbl Emerging Mkts36.8%
GAM Star Nth of Sth EM Eq36.7%
Jul Baer Mltistck Emerg Eq36%
T. Rowe Price Fntr Mkts Eq35.6%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • China28.1%
    Korea19.4%
    Taiwan12.2%
    Russia7.7%
    Brazil7.4%
  • Information Technology28.3%
    Financials27.9%
    Energy11.3%
    Materials8.5%
    Consumer Discretionary5.8%
  • Chinese Equities28.1%
    South Korean Equities19.4%
    Taiwanese Equities12.2%
    Russian Equities7.7%
    Brazilian Equities7.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.9%7.2%10.2%24.2%29.9%21.1%
Sector-0.5%7.1%5%16.3%3.7%5.1%
Rank within sector162 / 274148 / 27312 / 26948 / 25839 / 21453 / 166
Quartile3rd3rd1st1st1st2nd
Calendar performance
 YTD - 20172016201520142013
Fund10.7%13.8%-5.1%6.8%-7.2%
Sector10.3%10.7%-14.3%-1.4%-0.7%
Rank within sector132 / 27371 / 25438 / 23146 / 207156 / 182
Quartile2nd2nd1st1st4th
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.
8.15
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.
0.97
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.
0.42
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%.
14.9
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.
6.96
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.
1.13
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.
0.79
Price movement
52 week high88.93
52 week low65.27
Current bid price-
Current offer price-
Current mid price87.47
Region
1China28.1%
2Korea19.4%
3Taiwan12.2%
4Russia7.7%
5Brazil7.4%
6Turkey5.3%
7Thailand5.2%
8India4.5%
9South Africa2.9%
Industry sector
1Information Technology28.3%
2Financials27.9%
3Energy11.3%
4Materials8.5%
5Consumer Discretionary5.8%
6Consumer Staples5.2%
7Utilities3.6%
8Industrials2.5%
9Real Estate2.3%
Asset type
1Chinese Equities28.1%
2South Korean Equities19.4%
3Taiwanese Equities12.2%
4Russian Equities7.7%
5Brazilian Equities7.4%
6Turkish Equities5.3%
7Thai Equities5.2%
8Indian Equities4.5%
9South African Equities2.9%
Individual holdings
1SAMSUNG ELECTRONICS CO5.6%
2TAIWAN SEMICONDUCTOR CO4.6%
3TENCENT HLDGS LIMITED3.3%
4CHINA CONSTRUCTION BANK2.5%
5BANK OF CHINA LTD2%
6NETEASE INC1.9%
7ALIBABA GROUP HLDG LTD1.8%
8INDUSTRIAL & COM BK CHINA1.8%
9SBERBANK OF RUSSIA1.6%
Management
Fund manager group
J.P. Morgan Asset Management
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
Anuj Arora01/03/2017Anuj Arora, managing director, is a portfolio manager within the Emerging Markets and Asia Pacific (EMAP) 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 the quantitative strategies within the EMAP 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.
George Iwanicki01/03/2017George 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.
Joyce Weng01/03/2017Joyce Weng, is a product-focused analyst covering the GEM Diversified strategy within the Emerging Markets Equity Team based in New York. She was previously in the U.S. Equity Behavioral Finance Team at JPMorgan. Prior to joining the firm, Joyce worked as a senior analyst at Goldman Sachs Asset Management. Joyce holds a B.A. in economics (cum laude) and a M.A. in statistics from Harvard University.
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 price87.03
Offer price91.84
Mid price-
CurrencyEUR
Price updated21/04/2017
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 price87.47
CurrencyEUR
Price updated21/04/2017
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 price87.58
Offer price87.58
Mid price-
CurrencyEUR
Price updated21/04/2017
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 price87.58
CurrencyEUR
Price updated21/04/2017
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 price101.83
CurrencyUSD
Price updated21/04/2017
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 price101.83
Offer price101.83
Mid price-
CurrencyUSD
Price updated21/04/2017
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 price113.98
CurrencyUSD
Price updated21/04/2017
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 price113.98
Offer price113.98
Mid price-
CurrencyUSD
Price updated21/04/2017
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 price110.3
Offer price110.3
Mid price-
CurrencyEUR
Price updated21/04/2017
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 price82.24
Offer price82.24
Mid price-
CurrencyGBP
Price updated21/04/2017
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 price110.3
CurrencyEUR
Price updated21/04/2017
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 price82.24
CurrencyGBP
Price updated21/04/2017
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 price104.76
CurrencyUSD
Price updated21/04/2017
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 price104.76
Offer price104.76
Mid price-
CurrencyUSD
Price updated21/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCUR
Data provided by

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