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)
Michael Barakos
since 19/12/2013
Nicholas Horne
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

4.81 %

1 Year rank in sector

40/135

Sector

FO Absolute Return

Yield
-
Fund size

£ 201.5 m

FE Risk score

55

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Germany
    5.5%
  • Denmark
    4.5%
  • Switzerland
    4.2%
  • Sweden
    3.4%
  • France
    2%
  • Financials
    15.3%
  • Materials
    9.2%
  • Information Technology
    4.3%
  • Industrials
    3.1%
  • Consumer Discretionary
    2.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.17 %3.89 %4.81 %-0.45 %0 %
Sector0.85 %1.38 %3.12 %4.36 %8.89 %
Rank within sector110 / 14723 / 14440 / 13577 / 101 /
Quartile th3 rd1 st2 nd4 th th

Calendar performance

YTD-20182017201620152014
Fund0.93 %3.66 %-8.53 %4.91 %20.79 %
Sector0.8 %2.62 %0.66 %0.69 %1.2 %
Rank within sector50 / 14752 / 134112 / 11723 / 1012 / 80
Quartile th2 nd2 nd4 th1 st1 st

Risk statistics

Alpha-0.41
Beta0.32
Sharpe-0
Volatility6.2
Tracking error6.29
Information ratio-0.23
R-Squared0.01

Price movement

52 week high121.35
52 week low113.7
Current bid price0
Current offer price0
Current mid price119.96

Holdings by region

  • 5.5% Germany
  • 4.5% Denmark
  • 4.2% Switzerland
  • 3.4% Sweden
  • 2% France
  • 1.5% Italy
  • 1.1% Netherlands
  • 1.1% Portugal
  • 0.6% Spain
  • 0.5% Austria

Holdings by sector

  • 15.3% Financials
  • 9.2% Materials
  • 4.3% Information Technology
  • 3.1% Industrials
  • 2.3% Consumer Discretionary
  • 0.8% Telecommunications Utilities
  • -0.8% Utilities
  • -2.8% Energy
  • -3.6% Consumer Staples
  • -4.6% Real Estate

Holdings by asset type

-

Individual holdings

-