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
Chris Complin
since 14/02/2000
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

27.43 %

1 Year rank in sector

-

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 2.5 b

FE Risk score

108

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    26%
  • France
    18.6%
  • Germany
    13.9%
  • Switzerland
    8.5%
  • Spain
    8%
  • Financials
    44.9%
  • Consumer Discretionary
    13.9%
  • Industrials
    12.7%
  • Materials
    6.7%
  • Health Care
    5.4%
  • UK Equities
    26%
  • French Equities
    18.6%
  • German Equities
    13.9%
  • Swiss Equities
    8.5%
  • Spanish Equities
    8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.7 %7.85 %26.8 %25.14 %83.73 %
Sector-1.07 %8.94 %16.17 %22.16 %66.18 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund8.88 %7.23 %7.49 %5.26 %25.67 %
Sector9.73 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.73
Beta1.03
Sharpe0.25
Volatility13.61
Tracking error4.64
Information ratio0.17
R-Squared0.88

Price movement

52 week high17.45
52 week low13.65
Current bid price0
Current offer price0
Current mid price17.17

Holdings by region

  • 26% UK
  • 18.6% France
  • 13.9% Germany
  • 8.5% Switzerland
  • 8% Spain
  • 6.1% Italy
  • 5.3% Sweden
  • 3% Netherlands
  • 2.1% Finland
  • 2% Belgium

Holdings by sector

  • 44.9% Financials
  • 13.9% Consumer Discretionary
  • 12.7% Industrials
  • 6.7% Materials
  • 5.4% Health Care
  • 4.3% Energy
  • 3.7% Utilities
  • 3.3% Telecommunications Utilities
  • 1.6% Money Market
  • 1.5% Real Estate

Holdings by asset type

  • 26% UK Equities
  • 18.6% French Equities
  • 13.9% German Equities
  • 8.5% Swiss Equities
  • 8% Spanish Equities
  • 6.1% Italian Equities
  • 5.3% Swedish Equities
  • 3% Dutch Equities
  • 2.1% Finnish Equities
  • 2% Belgian Equities

Individual holdings

  • 3.9% HSBC HLDGS
  • 2.7% SANOFI
  • 2.5% SIEMENS AG
  • 2.4% TOTAL SA
  • 2.2% BANCO SANTANDER SA
  • 2.1% ALLIANZ SE
  • 1.8% BNP PARIBAS
  • 1.6% DAIMLER AG
  • 1.6% ING GROEP N.V.
  • 1.5% NOVARTIS AG