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

1.73 %

1 Year rank in sector

82/135

Sector

FO Absolute Return

Yield
-
Fund size

£ 205.9 m

FE Risk score

51

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Denmark
    6.2%
  • France
    5.3%
  • Germany
    5.2%
  • Switzerland
    4.8%
  • Sweden
    4.5%
  • Financials
    15.3%
  • Materials
    8.5%
  • Information Technology
    6.6%
  • Industrials
    5.4%
  • Consumer Discretionary
    0.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.42 %3.56 %1.73 %1.53 %0 %
Sector0 %1.07 %3.2 %3.7 %9.8 %
Rank within sector114 / 15021 / 14782 / 13555 / 102 /
Quartile th4 th1 st3 rd3 rd th

Calendar performance

YTD-20172016201520142013
Fund4.81 %-8.53 %4.91 %20.79 %0 %
Sector2.63 %0.66 %0.69 %1.2 %3.58 %
Rank within sector35 / 140118 / 12424 / 1082 / 85 /
Quartile th1 st4 th1 st1 st th

Risk statistics

Alpha0.69
Beta0.21
Sharpe-0
Volatility6.13
Tracking error6.27
Information ratio-0.1
R-Squared0

Price movement

52 week high121.35
52 week low113.41
Current bid price0
Current offer price0
Current mid price120.16

Holdings by region

  • 6.2% Denmark
  • 5.3% France
  • 5.2% Germany
  • 4.8% Switzerland
  • 4.5% Sweden
  • 1.8% Austria
  • 0.5% Portugal
  • 0% Netherlands
  • -0.4% Spain
  • -0.6% Italy

Holdings by sector

  • 15.3% Financials
  • 8.5% Materials
  • 6.6% Information Technology
  • 5.4% Industrials
  • 0.7% Consumer Discretionary
  • -1.8% Utilities
  • -1.9% Telecommunications Utilities
  • -2.2% Energy
  • -4.4% Consumer Staples
  • -4.9% Real Estate

Holdings by asset type

-

Individual holdings

-