Fact sheet: JPM Divrfd Rsk

Fund information

Fund name
JPM Diversified Risk A Acc NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Wei Li
since 08/02/2013
Fund objective
To provide long-term capital growth by investing in multiple asset classes globally, using a risk-weighted approach to asset allocation and using financial derivative instruments where appropriate.
Benchmark
ICE 1 Month USD LIBOR
Investment style
Flexible
Investment method
None

Quick stats

1 Year return

4.29 %

1 Year rank in sector

109/167

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 38.4 m

FE Risk score

91

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.29 %0.74 %4.22 %9.35 %0 %
Sector0.41 %2.84 %5.56 %10.45 %23.12 %
Rank within sector143 / 182121 / 175109 / 16767 / 108 /
Quartile th4 th3 rd3 rd3 rd th

Calendar performance

YTD-20172016201520142013
Fund2.29 %4.12 %-0.25 %6.45 %0 %
Sector5.55 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector131 / 17467 / 14267 / 11837 / 99 /
Quartile th4 th2 nd3 rd2 nd th

Risk statistics

Alpha0.5
Beta0.68
Sharpe-0
Volatility4.12
Tracking error2.93
Information ratio-0.15
R-Squared0.63

Price movement

52 week high120.01
52 week low113.41
Current bid price0
Current offer price0
Current mid price119.24

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-