Fact sheet: JPM Eurp Rsch Ehcd IdxEq

Fund information
Fund name
JPM Europe Research Enhanced Index Equity X Acc NAV EUR
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund managers
  • Ido Eisenbergsince 12/11/2012
  • Francesco Sedatisince 25/09/2014
Fund objective
To achieve a long-term return in excess of the benchmark by investing primarily in a portfolio of European companies; the risk characteristics of the portfolio of securities held by the Sub-Fund will resemble the risk characteristics of the portfolio of securities held in the benchmark.
Benchmark
  • MSCI Europe
Investment style
Active
Investment method
Shares
Quick stats
1 Year return
-3.7%
1 Year rank in sector
71/227
Sector
FO Equity - Europe inc UK
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.
0.15%
Fund size
£74m (£65m 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.
100
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC27%
IVI European22.1%
GS Eur CORE Eq Portfolio18.5%
JOHCM European Sel Val14.8%
Mirabaud Eqts PanEur SmllMid13.5%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • UK26.9%
    France18.5%
    Germany16.8%
    Switzerland13.1%
    Netherlands6.1%
  • Others15.9%
    Consumer Non-Durables13.7%
    Banks13.3%
    Health Care13.3%
    Oil & Gas7.4%
  • UK Equities26.9%
    French Equities18.5%
    German Equities16.8%
    Swiss Equities13.1%
    Dutch Equities6.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund5.1%-1.5%1.7%-3.7%18.8%64.9%
Sector2.5%-2.6%-1.3%-5.8%13.6%56.3%
Rank within sector44 / 23388 / 23459 / 23271 / 22772 / 200-
Quartile1st2nd2nd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund-2.6%9.2%7.5%--
Sector-5.2%11.1%4.2%21.1%17.6%
Rank within sector66 / 228127 / 21356 / 200--
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.
1.08
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.
1.07
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.
0.09
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%.
13.47
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.
3.44
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.
0.35
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.
0.94
Price movement
52 week high129.48
52 week low106.22
Current bid price-
Current offer price-
Current mid price123.33
Region
1UK26.9%
2France18.5%
3Germany16.8%
4Switzerland13.1%
5Netherlands6.1%
6Spain4%
7Italy3.4%
8Denmark3.1%
9Sweden3.1%
Industry sector
1Others15.9%
2Consumer Non-Durables13.7%
3Banks13.3%
4Health Care13.3%
5Oil & Gas7.4%
6General Industrials6.5%
7Insurance5.9%
8Retail5.5%
9Telecommunications5.3%
Asset type
1UK Equities26.9%
2French Equities18.5%
3German Equities16.8%
4Swiss Equities13.1%
5Dutch Equities6.1%
6Spanish Equities4%
7Italian Equities3.4%
8Danish Equities3.1%
9Swedish Equities3.1%
Individual holdings
1NESTLE SA3.4%
2ROYAL DUTCH SHELL PLC A3.1%
3ROCHE HLDG AG3%
4NOVARTIS AG2.1%
5BRITISH AMERICAN TOBACCO PLC1.8%
6GLAXOSMITHKLINE PLC1.8%
7BAYER AG1.7%
8TOTAL SA1.7%
9NOVO NORDISK A/S1.4%
Management
Fund manager group
JP Morgan
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund objective
To achieve a long-term return in excess of the benchmark by investing primarily in a portfolio of European companies; the risk characteristics of the portfolio of securities held by the Sub-Fund will resemble the risk characteristics of the portfolio of securities held in the benchmark.
Benchmark
  • MSCI Europe
Investment style
Active
Investment method
Shares
Fund managers
NameSinceBiography
Ido Eisenberg12/11/2012Ido Eisenberg, executive director, is a portfolio manager on the Global Research Enhanced Index (REI) and Europe Research Driven Process (RDP) equities desk, based in London. Ido is responsible for leading our REI portfolios and is a co-manager on our core European RDP portfolios. An employee since 2002, Ido previously worked in the Technology Application Development Group, where he developed and supported applications for the Global Research Enhanced Index Team. Ido obtained a Bachelor of Science degree in Computer Science and Cognitive Science from University College, London. He is a CFA charterholder.
Francesco Sedati25/09/2014Francesco Sedati, vice president, is a portfolio manager on the Global Research Enhanced Index (REI) and Europe Research Driven Process (RDP) equities desk, based in London. An employee since 2009, Francesco was previously a research analyst in the European Equity Research Team with responsibility for the banks and financials sector. Francesco previously worked at Fidelity International as a European banks analyst and fund manager. Prior to that Francesco covered US trust banks with Fayez Sarofim & Co in Houston (Texas). Francesco completed his MBA from London Business School and obtained a BA and MA in Economics from Luiss Guido Carli University in Rome.
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, Switzerland, Curacao, Denmark, Spain, Estonia, Finland, France, United Kingdom, Italy, Jersey, Luxembourg, Norway, Offshore, Sweden
JPM Europe Research Enhanced Index Equity C (perf) Acc EUR
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.4%
Total expense ratio (TER)0.4%
Bid price103.83
Offer price103.83
Mid price-
CurrencyEUR
Price updated14/08/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFMUS
JPM Europe Research Enhanced Index Equity C (perf) Acc NAV EUR
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.4%
Total expense ratio (TER)0.4%
Bid price-
Offer price-
Mid price103.83
CurrencyEUR
Price updated14/08/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFMUT
JPM Europe Research Enhanced Index Equity I (perf) Acc EUR
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.36%
Total expense ratio (TER)0.36%
Bid price173.57
Offer price173.57
Mid price-
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0D5O
JPM Europe Research Enhanced Index Equity I (perf) Acc NAV EUR
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.36%
Total expense ratio (TER)0.36%
Bid price-
Offer price-
Mid price173.57
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0D5P
JPM Europe Research Enhanced Index Equity X (perf) 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 price175.4
Offer price175.4
Mid price-
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0D5Q
JPM Europe Research Enhanced Index Equity X (perf) 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 price175.4
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0D5R
JPM Europe Research Enhanced Index 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 price123.33
Offer price123.33
Mid price-
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFC2C
JPM Europe Research Enhanced Index 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 price123.33
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFC2D
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