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
15.6%
1 Year rank in sector
39/68
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
£111m (£68m 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.
108
Top in this sector
Fund name1 Year
Impax Asian Envt Markets32%
Impax Environmental Leaders31.7%
Sparinvest Ethical Gbl Val30.1%
Dimensional Gbl SustnbltyCrEq29.9%
Vanguard SRI Global Stock29.3%
...more in FO Equity - Ethical

Performance snapshot

Holdings snapshot

  • North America63%
    Europe & Middle East15.9%
    UK8.6%
    Japan6.5%
    Global Emerging Markets3.8%
  • Information Technology21.7%
    Financials20%
    Consumer Discretionary18.4%
    Health Care16.7%
    Consumer Staples5.6%
  • North American Equities63%
    International Equities15.9%
    UK Equities8.6%
    Japanese Equities6.5%
    Global Emerging Market Equities3.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.1%5.3%9.2%15.6%12.3%45.3%
Sector-0.3%4.7%7.3%16.2%24.4%50.1%
Rank within sector38 / 7821 / 7829 / 7539 / 6852 / 6133 / 46
Quartile2nd2nd2nd3rd4th3rd
Calendar performance
 YTD - 20172016201520142013
Fund5.4%5.6%-4.4%4.3%28.3%
Sector4.7%8%3.2%7.3%18.4%
Rank within sector22 / 7844 / 6754 / 6340 / 607 / 50
Quartile2nd3rd4th3rd1st
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.
-3.33
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
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%.
12.84
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.
6.39
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.
0.74
Price movement
52 week high8.28
52 week low6.8
Current bid price-
Current offer price-
Current mid price8.18
Region
1North America63%
2Europe & Middle East15.9%
3UK8.6%
4Japan6.5%
5Global Emerging Markets3.8%
6Money Market2.2%
Industry sector
1Information Technology21.7%
2Financials20%
3Consumer Discretionary18.4%
4Health Care16.7%
5Consumer Staples5.6%
6Energy5.3%
7Industrials4.5%
8Real Estate2.3%
9Money Market2.2%
Asset type
1North American Equities63%
2International Equities15.9%
3UK Equities8.6%
4Japanese Equities6.5%
5Global Emerging Market Equities3.8%
6Money Market2.2%
Individual holdings
1ALPHABET INC4.1%
2AMAZON.COM INC4%
3APPLE INC3.2%
4MICROSOFT CORP3.2%
5TWENTY-FIRST CENTURY FOX INC2.6%
6CHARTER COMMUNICATIONS2.5%
7CHUBB CORP2.4%
8FACEBOOK INC2.3%
9TIME WARNER INC2.3%
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, 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 price14.25
Offer price15.04
Mid price-
CurrencyUSD
Price updated23/03/2017
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 price14.32
CurrencyUSD
Price updated23/03/2017
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 price8.14
Offer price8.59
Mid price-
CurrencyUSD
Price updated23/03/2017
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 price8.18
CurrencyUSD
Price updated23/03/2017
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 price121.87
CurrencyUSD
Price updated23/03/2017
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 price121.87
Offer price121.87
Mid price-
CurrencyUSD
Price updated23/03/2017
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 price114.17
Offer price114.17
Mid price-
CurrencyEUR
Price updated23/03/2017
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 price114.17
CurrencyEUR
Price updated23/03/2017
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 price8.49
Offer price8.96
Mid price-
CurrencyUSD
Price updated23/03/2017
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 price8.53
CurrencyUSD
Price updated23/03/2017
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 price119.16
Offer price119.16
Mid price-
CurrencyGBP
Price updated23/03/2017
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 price119.16
CurrencyGBP
Price updated23/03/2017
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 price170.29
CurrencyUSD
Price updated23/03/2017
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 price170.29
Offer price170.29
Mid price-
CurrencyUSD
Price updated23/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF14T
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