Fact sheet: JPM Eur Eq Abs Alp

Fund information

Fund name
JPM Europe Equity Absolute Alpha A (perf) Acc NAV EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Michael Barakos
since 19/12/2013
Fund objective
To achieve a total return through long and short investments in European companies while maintaining low market exposure, by investingin such companies directly or through the use of financial derivative instruments.
Benchmark
ICE 1 Month EUR LIBOR
Investment style
Absolute Return
Investment method
Shares

Quick stats

1 Year return

2.55 %

1 Year rank in sector

60/141

Sector

FO Absolute Return

Yield
-
Fund size

£ 201.1 m

FE Risk score

49

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Switzerland
    4.7%
  • Germany
    4.6%
  • Denmark
    3.7%
  • France
    3.5%
  • Belgium
    1.8%
  • Financials
    15.3%
  • Industrials
    11.4%
  • Materials
    8.4%
  • Consumer Discretionary
    3.5%
  • Energy
    -1.2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.89 %2.22 %2.55 %5.92 %0 %
Sector-0.01 %1 %2.23 %3.29 %9.95 %
Rank within sector3 / 15539 / 15160 / 14129 / 99 /
Quartile th1 st2 nd2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund3.63 %-8.53 %4.91 %20.79 %0 %
Sector2.03 %0.66 %0.69 %1.2 %3.58 %
Rank within sector39 / 148124 / 13024 / 1132 / 88 /
Quartile th2 nd4 th1 st1 st th

Risk statistics

Alpha2.31
Beta-0.04
Sharpe-0
Volatility6.7
Tracking error6.96
Information ratio0.13
R-Squared0

Price movement

52 week high119.99
52 week low113.41
Current bid price0
Current offer price0
Current mid price118.81

Holdings by region

  • 4.7% Switzerland
  • 4.6% Germany
  • 3.7% Denmark
  • 3.5% France
  • 1.8% Belgium
  • 1.8% Sweden
  • 1.3% Spain
  • 1.1% Netherlands
  • 0% Portugal
  • -0.1% Finland

Holdings by sector

  • 15.3% Financials
  • 11.4% Industrials
  • 8.4% Materials
  • 3.5% Consumer Discretionary
  • -1.2% Energy
  • -1.6% Information Technology
  • -2.1% Telecommunications Utilities
  • -2.4% Utilities
  • -4.6% Real Estate
  • -5.7% Consumer Staples

Holdings by asset type

-

Individual holdings

-