Fact sheet: JPM Eurp Strat Val

Fund information

Fund name
JPM Europe Strategic Value A Dis NAV EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
David Allen
since 01/08/2008
Fund objective
To provide long-term capital growth by investing primarily in a value style biased portfolio of European countries.
Benchmark
MSCI Europe Value
Investment style
Value
Investment method
Shares

Performance snapshot

Quick stats

1 Year return

22.93 %

1 Year rank in sector

-

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 2.6 b

FE Risk score

106

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    26.5%
  • France
    17.9%
  • Germany
    13.1%
  • Switzerland
    11.2%
  • Spain
    7.6%
  • Financials
    44.2%
  • Consumer Discretionary
    12.7%
  • Industrials
    12.4%
  • Health Care
    8.1%
  • Materials
    7%
  • UK Equities
    26.5%
  • French Equities
    17.9%
  • German Equities
    13.1%
  • Swiss Equities
    11.2%
  • Spanish Equities
    7.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.81 %4.53 %22.93 %26.86 %72.75 %
Sector-1.93 %4.7 %11.12 %22.84 %57.04 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund8.31 %7.23 %7.49 %5.26 %25.67 %
Sector7.62 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha1.11
Beta1.03
Sharpe0.31
Volatility13.55
Tracking error4.65
Information ratio0.25
R-Squared0.88

Price movement

52 week high17.45
52 week low13.76
Current bid price0
Current offer price0
Current mid price17.08

Holdings by region

  • 26.5% UK
  • 17.9% France
  • 13.1% Germany
  • 11.2% Switzerland
  • 7.6% Spain
  • 5.3% Italy
  • 5.2% Sweden
  • 3.1% Netherlands
  • 2.1% Denmark
  • 2% Finland

Holdings by sector

  • 44.2% Financials
  • 12.7% Consumer Discretionary
  • 12.4% Industrials
  • 8.1% Health Care
  • 7% Materials
  • 3.6% Utilities
  • 3.5% Energy
  • 3.1% Telecommunications Utilities
  • 2.4% Real Estate
  • 1.1% Money Market

Holdings by asset type

  • 26.5% UK Equities
  • 17.9% French Equities
  • 13.1% German Equities
  • 11.2% Swiss Equities
  • 7.6% Spanish Equities
  • 5.3% Italian Equities
  • 5.2% Swedish Equities
  • 3.1% Dutch Equities
  • 2.1% Danish Equities
  • 2% Finnish Equities

Individual holdings

  • 4.4% NOVARTIS AG
  • 4.2% HSBC HLDGS
  • 2.6% SANOFI
  • 2.4% SIEMENS AG
  • 2.2% BANCO SANTANDER SA
  • 2.1% ALLIANZ SE
  • 1.9% BNP PARIBAS
  • 1.7% TOTAL SA
  • 1.6% DAIMLER AG
  • 1.6% ING GROEP N.V.