Fact sheet: JPM Gbl SocialRespons

Fund information
Fund name
JPM Global Socially Responsible A Dis NAV
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund manager
  • Hugo Alexandersince 30/09/2002
Fund objective
To provide long-term capital growth by investing primarily in companies, globally, that the Investment Manager believes to be socially responsible.
Benchmark
  • ECPI Ethical Index Global
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
9.8%
1 Year rank in sector
51/69
Sector
FO Equity - Ethical
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
£101m (£80m 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.
97
Top in this sector
Fund name1 Year
Alquity Latin America50.8%
Impax Environmental Markets42.1%
Impax Asian Envt Markets40.3%
Pictet GlbEnvrOpp36.4%
Schroder ISFQEPGblESG34.9%
...more in FO Equity - Ethical

Performance snapshot

Holdings snapshot

  • North America66.8%
    Europe & Middle East14.3%
    UK7.9%
    Japan5.1%
    Global Emerging Markets3.5%
  • Financials22.1%
    Information Technology21.2%
    Health Care19.6%
    Consumer Discretionary14.7%
    Energy7.1%
  • North American Equities66.8%
    International Equities14.3%
    UK Equities7.9%
    Japanese Equities5.1%
    Global Emerging Market Equities3.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.7%8.4%6.8%9.8%8.6%51.5%
Sector0.5%7.8%8.8%12.9%21.6%59.7%
Rank within sector28 / 7631 / 7443 / 7151 / 6949 / 5638 / 46
Quartile2nd2nd3rd3rd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund1.5%-4.4%4.3%28.3%12.3%
Sector5.1%3.2%7.3%18.4%10.5%
Rank within sector47 / 7053 / 6139 / 587 / 5029 / 48
Quartile3rd4th3rd1st3rd
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.
-3.83
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.
1.08
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.
0.06
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%.
13.8
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.
6.37
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.
-0.54
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.
0.78
Price movement
52 week high7.79
52 week low6.37
Current bid price-
Current offer price-
Current mid price7.46
Region
1North America66.8%
2Europe & Middle East14.3%
3UK7.9%
4Japan5.1%
5Global Emerging Markets3.5%
6Money Market2.4%
Industry sector
1Financials22.1%
2Information Technology21.2%
3Health Care19.6%
4Consumer Discretionary14.7%
5Energy7.1%
6Consumer Staples5%
7Industrials3.2%
8Telecommunications Utilities2.5%
9Money Market2.4%
Asset type
1North American Equities66.8%
2International Equities14.3%
3UK Equities7.9%
4Japanese Equities5.1%
5Global Emerging Market Equities3.5%
6Money Market2.4%
Individual holdings
1MICROSOFT CORP4.7%
2APPLE INC3.7%
3FACEBOOK INC3%
4TWENTY-FIRST CENTURY FOX INC2.4%
5UNITEDHEALTH GROUP INC2.2%
6CHUBB CORP2.1%
7COLGATE-PALMOLIVE CO2.1%
8QUALCOMM INC2.1%
9TIME WARNER INC2.1%
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 companies, globally, that the Investment Manager believes to be socially responsible.
Benchmark
  • ECPI Ethical Index Global
Investment style
Growth
Investment method
Shares
Fund manager
NameSinceBiography
Hugo Alexander30/09/2002Hugo Alexander is a portfolio manager and analyst in the Global Portfolios Group, based in London and the global sector specialist for non-bank financials. An employee since 1992, Hugo was previously a trainee analyst / trader covering European technology and Telco stocks. Prior to this, he worked for five years as an accountant at Chase Manhattan Bank Limited. Hugo trained for five years to become a chartered accountant at Coopers & Lybrand Deloitte. Hugo holds a BSc in Physics from Imperial College, University of London, he is also a member of the Institute of Chartered Accountants.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Andorra, Austria, Belgium, Bahrain, Switzerland, Curacao, Cyprus, Germany, Denmark, Spain, Estonia, Finland, France, United Kingdom, Greece, Ireland, Italy, Jersey, Luxembourg, Netherlands, Norway, Offshore, Portugal, Sweden
JPM Global Socially Responsible A Acc
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 price12.98
Offer price13.7
Mid price-
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJT39
JPM Global Socially Responsible A Acc NAV
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 price13.05
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJT38
JPM Global Socially Responsible A Dis
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 price7.42
Offer price7.83
Mid price-
CurrencyUSD
Price updated29/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeRT66
JPM Global Socially Responsible A Dis NAV
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 price7.46
CurrencyUSD
Price updated29/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeCK56
JPM Global Socially Responsible C Acc NAV USD
Initial charge-
Annual charge0.8%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price110.64
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFXUX
JPM Global Socially Responsible C Acc USD
Initial charge-
Annual charge0.8%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1%
Total expense ratio (TER)1%
Bid price110.64
Offer price110.64
Mid price-
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFXUW
JPM Global Socially Responsible C Hedged Dis EUR
Initial charge-
Annual charge0.8%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1%
Total expense ratio (TER)-
Bid price102.94
Offer price102.94
Mid price-
CurrencyEUR
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE9HA
JPM Global Socially Responsible C Hedged Dis NAV EUR
Initial charge-
Annual charge0.8%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price102.94
CurrencyEUR
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE9HB
JPM Global Socially Responsible D Acc
Initial charge5%
Annual charge1.5%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.8%
Total expense ratio (TER)2.8%
Bid price7.77
Offer price8.2
Mid price-
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJQ07
JPM Global Socially Responsible D Acc NAV
Initial charge5%
Annual charge1.5%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.8%
Total expense ratio (TER)2.8%
Bid price-
Offer price-
Mid price7.81
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJB17
JPM Global Socially Responsible I Dis GBP
Initial charge-
Annual charge0.8%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.96%
Total expense ratio (TER)-
Bid price104.24
Offer price104.24
Mid price-
CurrencyGBP
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC00G
JPM Global Socially Responsible I Dis NAV GBP
Initial charge-
Annual charge0.8%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.96%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price104.24
CurrencyGBP
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC00H
JPM Global Socially Responsible 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 price153.97
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF14S
JPM Global Socially Responsible 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 price153.97
Offer price153.97
Mid price-
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF14T
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