Fact sheet: JPM GblCpStrOppt

Fund information
Fund name
JPM Global Capital Structure Opportunities A Hedged Acc NAV USD
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund managers
  • Antony Valleesince 19/02/2015
  • Robin Dunmallsince 19/02/2015
  • Natalia Buccisince 19/02/2015
Fund objective
To provide a return by investing primarily in a diversified portfolio of corporate debt, equity and convertible securities globally using financial derivative instruments where appropriate.
Benchmark
No data available.
Investment style
Cautious
Investment method
None
Quick stats
1 Year return
8.4%
1 Year rank in sector
28/97
Sector
FO Mixed Asset - Cautious
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.
1.45%
Fund size
£31m (£22m 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.
27
Top in this sector
Fund name1 Year
Polar Capital IncmOpps25.9%
HSBC Pfl World Seltn 118.8%
Ashmore SICV3EmMktMltAst18.1%
SEI Core17.6%
GAM Star Caut14.3%
...more in FO Mixed Asset - Cautious

Performance snapshot

Holdings snapshot

  • Not Specified30%
    Europe & Middle East26.2%
    Money Market16.2%
    Asia15.3%
    Americas12.3%
  • Cyclical Consumer Goods18.7%
    Money Market16.2%
    Non-Cyclical Consumer Goods14.3%
    Industrials12.7%
    Financials12.3%
  • Convertibles48.1%
    Global Fixed Interest19%
    International Equities16.7%
    Cash & Cash Equivalents16.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.2%1.5%5.2%8.4%--
Sector0.6%1.3%3.9%6%8.5%20.5%
Rank within sector13 / 10446 / 10428 / 10028 / 97--
Quartile1st2nd2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund3.8%3.8%---
Sector2.9%3.6%-0.7%4.3%4.2%
Rank within sector32 / 10050 / 93---
Quartile2nd3rd
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high113.99
52 week low103.16
Current bid price-
Current offer price-
Current mid price113.96
Region
1Not Specified30%
2Europe & Middle East26.15%
3Money Market16.2%
4Asia15.34%
5Americas12.32%
Industry sector
1Cyclical Consumer Goods18.7%
2Money Market16.2%
3Non-Cyclical Consumer Goods14.3%
4Industrials12.7%
5Financials12.3%
6Basic Materials7.3%
7Communications5.8%
8Technology4.7%
9Energy4.1%
Asset type
1Convertibles48.1%
2Global Fixed Interest19%
3International Equities16.7%
4Cash & Cash Equivalents16.2%
Individual holdings
1PARK24 0.00% 26/04/183.5%
2SHENZHOU INTERNATIONAL GROUP HLDGS 0.5% CNV BDS 18/06/19 HKD20000003.1%
3YAMADA DENKI CO 0% CNV BDS 28/06/19 JPY10000000 REG S3.1%
4SALZGITTER FINANCE BV 0% BDS 05/06/22 EUR1000002%
5YAHOO INC 0% CNV BDS 01/12/18 USD10001.9%
6DANONE 3% BDS 15/06/22 USD1000 144A1.7%
7ENN ENERGY HLDGS LTD 0% CNV BDS 26/02/18 USD1000 REG S1.6%
8FIAT CHRYSLER AUTOMOBILES NV 5.25% BDS 15/04/23 USD200001.5%
9AMERICAN TOWER CORP 3.45% BDS 15/09/21 USD20001.4%
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 a return by investing primarily in a diversified portfolio of corporate debt, equity and convertible securities globally using financial derivative instruments where appropriate.
Benchmark
No data available.
Investment style
Cautious
Investment method
None
Fund managers
NameSinceBiography
Antony Vallee19/02/2015
Robin Dunmall19/02/2015Robin Dunmall, vice president, is a junior portfolio manager in the Asset Management Solutions - Global Multi-Asset Group, based in London, focusing on convertible bond portfolios. An employee since 2008, Robin joined the firm as a graduate trainee having obtained a BA (Hons) in Economics from the University of Cambridge and is a CFA charterholder.
Natalia Bucci19/02/2015Present: Executive Director since 9/2005 (JP Morgan Asset Management) Previous: Private Wealth Management 2003 - 2005 (Goldman Sachs) Education: Princeton University Master in Finance (MFIN), Finance, 2001 – 2003 Università Commerciale 'Luigi Bocconi' 1995 – 2000
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, Curacao, Germany, Denmark, Spain, Finland, France, United Kingdom, Greece, Italy, Jersey, Liechtenstein, Luxembourg, Netherlands, Norway, Offshore, Sweden
JPM Global Capital Structure Opportunities A Acc EUR
Initial charge5%
Annual charge1.25%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.45%
Total expense ratio (TER)1.45%
Bid price100.79
Offer price106.37
Mid price-
CurrencyEUR
Price updated25/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRVR
JPM Global Capital Structure Opportunities A Acc NAV EUR
Initial charge5%
Annual charge1.25%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.45%
Total expense ratio (TER)1.45%
Bid price-
Offer price-
Mid price101.3
CurrencyEUR
Price updated25/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRVQ
JPM Global Capital Structure Opportunities A Hedged Acc NAV USD
Initial charge5%
Annual charge1.25%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.45%
Total expense ratio (TER)1.45%
Bid price-
Offer price-
Mid price113.96
CurrencyUSD
Price updated25/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFS8Z
JPM Global Capital Structure Opportunities A Hedged Acc USD
Initial charge5%
Annual charge1.25%
Min single investment£35,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.45%
Total expense ratio (TER)1.45%
Bid price113.39
Offer price119.66
Mid price-
CurrencyUSD
Price updated25/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFS9A
JPM Global Capital Structure Opportunities C Acc EUR
Initial charge-
Annual charge0.6%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.75%
Total expense ratio (TER)0.75%
Bid price102.73
Offer price102.73
Mid price-
CurrencyEUR
Price updated25/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFRVV
JPM Global Capital Structure Opportunities C Acc NAV EUR
Initial charge-
Annual charge0.6%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.75%
Total expense ratio (TER)0.75%
Bid price-
Offer price-
Mid price102.73
CurrencyEUR
Price updated25/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFRVU
JPM Global Capital Structure Opportunities C Hedged Acc NAV USD
Initial charge-
Annual charge0.6%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.75%
Total expense ratio (TER)0.75%
Bid price-
Offer price-
Mid price115.75
CurrencyUSD
Price updated25/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFS9B
JPM Global Capital Structure Opportunities C Hedged Acc USD
Initial charge-
Annual charge0.6%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.75%
Total expense ratio (TER)0.75%
Bid price115.75
Offer price115.75
Mid price-
CurrencyUSD
Price updated25/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFS9C
JPM Global Capital Structure Opportunities C Hedged Dis GBP
Initial charge-
Annual charge0.6%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.75%
Total expense ratio (TER)0.75%
Bid price74.6
Offer price74.6
Mid price-
CurrencyGBP
Price updated25/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFRVX
JPM Global Capital Structure Opportunities C Hedged Dis NAV GBP
Initial charge-
Annual charge0.6%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.75%
Total expense ratio (TER)0.75%
Bid price-
Offer price-
Mid price74.6
CurrencyGBP
Price updated25/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFRVW
JPM Global Capital Structure Opportunities S Acc EUR
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)0.41%
Bid price107.96
Offer price107.96
Mid price-
CurrencyEUR
Price updated25/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0MV
JPM Global Capital Structure Opportunities S Acc NAV EUR
Initial charge-
Annual charge0.3%
Min single investment£10,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)0.41%
Bid price-
Offer price-
Mid price107.96
CurrencyEUR
Price updated25/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0MW
JPM Global Capital Structure Opportunities X Acc EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.1%
Bid price107.38
Offer price107.38
Mid price-
CurrencyEUR
Price updated25/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1PP
JPM Global Capital Structure Opportunities X Acc NAV EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price107.38
CurrencyEUR
Price updated25/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1PQ
Data provided by

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