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(s)
Nicholas Horne
since 19/12/2013
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

2.53 %

1 Year rank in sector

65/139

Sector

FO Absolute Return

Yield
-
Fund size

£ 211.0 m

FE Risk score

51

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Switzerland
    5%
  • Denmark
    4.9%
  • Germany
    4.6%
  • Sweden
    4.1%
  • France
    3.7%
  • Financials
    15.1%
  • Materials
    7.9%
  • Industrials
    4.7%
  • Information Technology
    4.7%
  • Consumer Discretionary
    -0.2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.52 %2.09 %2.53 %6.38 %0 %
Sector0.32 %1.49 %2.61 %4.86 %9.62 %
Rank within sector19 / 15562 / 15065 / 13938 / 102 /
Quartile th1 st2 nd2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund5.02 %-8.53 %4.91 %20.79 %0 %
Sector2.62 %0.66 %0.69 %1.2 %3.58 %
Rank within sector35 / 145124 / 13024 / 1132 / 88 /
Quartile th1 st4 th1 st1 st th

Risk statistics

Alpha2.5
Beta-0.04
Sharpe-0
Volatility6.73
Tracking error6.99
Information ratio0.15
R-Squared0

Price movement

52 week high121.35
52 week low113.41
Current bid price0
Current offer price0
Current mid price120.41

Holdings by region

  • 5% Switzerland
  • 4.9% Denmark
  • 4.6% Germany
  • 4.1% Sweden
  • 3.7% France
  • 1.5% Austria
  • 0% Portugal
  • -0.1% Belgium
  • -0.2% Netherlands
  • -0.5% Spain

Holdings by sector

  • 15.1% Financials
  • 7.9% Materials
  • 4.7% Industrials
  • 4.7% Information Technology
  • -0.2% Consumer Discretionary
  • -0.4% Energy
  • -2.1% Utilities
  • -2.3% Telecommunications Utilities
  • -3.9% Real Estate
  • -5% Consumer Staples

Holdings by asset type

-

Individual holdings

-