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
David Allen
since 12/03/2014
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

2.6 %

1 Year rank in sector

62/138

Sector

FO Absolute Return

Yield
-
Fund size

£ 203.9 m

FE Risk score

50

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Germany
    26.8%
  • France
    23.3%
  • UK
    21.9%
  • Sweden
    17%
  • Switzerland
    14.3%
  • Industrials
    43.5%
  • Financials
    36.5%
  • Consumer Discretionary
    33.9%
  • Materials
    23.9%
  • Information Technology
    16.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.2 %0.2 %2.6 %7.34 %0 %
Sector0.25 %1.12 %2.5 %3.18 %9.49 %
Rank within sector87 / 154108 / 15162 / 13823 / 98 /
Quartile th3 rd3 rd2 nd1 st th

Calendar performance

YTD-20172016201520142013
Fund3.92 %-8.53 %4.91 %20.79 %0 %
Sector2.28 %0.66 %0.69 %1.2 %3.58 %
Rank within sector43 / 146123 / 12924 / 1112 / 87 /
Quartile th2 nd4 th1 st1 st th

Risk statistics

Alpha2.22
Beta-0.05
Sharpe-0
Volatility6.69
Tracking error6.96
Information ratio0.12
R-Squared0

Price movement

52 week high119.99
52 week low113.41
Current bid price0
Current offer price0
Current mid price119.14

Holdings by region

  • 26.8% Germany
  • 23.3% France
  • 21.9% UK
  • 17% Sweden
  • 14.3% Switzerland
  • 11.9% Denmark
  • 8.7% Spain
  • 5.8% Belgium
  • 5.3% Netherlands
  • 2.5% Italy

Holdings by sector

  • 43.5% Industrials
  • 36.5% Financials
  • 33.9% Consumer Discretionary
  • 23.9% Materials
  • 16.4% Information Technology
  • 1.7% Energy
  • 0.7% Utilities
  • -1.9% Real Estate
  • -2.7% Telecommunications Utilities
  • -4.2% Consumer Staples

Holdings by asset type

-

Individual holdings

-