Fact sheet: JPM Gbl Macro Opps

Fund information

Fund name
JPM Global Macro Opportunities C Acc
Fund company manager
JP Morgan Asset Management UK
Fund type
OEIC
Fund manager(s)
James Elliot
since 15/02/2013
Shrenick Shah
since 15/02/2013
Fund objective
The Fund aims to provide positive investment returns over a rolling 3 year period in all market conditions by investing in securities globally, using financial derivative instruments where appropriate. A positive return is not guaranteed over this or any time period and a capital loss may occur.
Benchmark
ICE 1 Month GBP LIBOR
Investment style
Absolute Return,Flexible
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

11.69 %

1 Year rank in sector

1/78

Sector

UT Targeted Absolute Return

Yield

0.9

Fund size

£ 1.2 b

FE Risk score

72

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    35.7%
  • Asia Pacific ex Japan
    28.6%
  • Japan
    23.6%
  • UK
    7%
  • Europe ex UK
    5.1%
  • Equities
    81.3%
  • Currency
    17.4%
  • Derivatives
    1.1%
  • Fixed Interest
    0.2%
  • International Equities
    71.6%
  • Money Market
    18.1%
  • Alternative Investment Strategies
    7.3%
  • Global Fixed Interest
    3%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-3.37 %-0.2 %11.69 %16.12 %43.92 %
Sector-0.61 %-0.6 %0.15 %4.1 %11.72 %
Rank within sector78 / 8137 / 791 / 785 / 692 / 54
Quartile th4 th2 nd1 st1 st1 st

Calendar performance

YTD-20182017201620152014
Fund-0.27 %15.98 %-3.16 %11.75 %10.28 %
Sector-0.59 %2.97 %0.97 %2.2 %2.51 %
Rank within sector36 / 793 / 7762 / 715 / 656 / 56
Quartile th2 nd1 st4 th1 st1 st

Risk statistics

Alpha4.86
Beta0.74
Sharpe0.3
Volatility7.48
Tracking error7.38
Information ratio0.57
R-Squared0.03

Price movement

52 week high158.8
52 week low132.5
Current bid price0
Current offer price0
Current mid price149.1

Holdings by region

  • 35.7% North America
  • 28.6% Asia Pacific ex Japan
  • 23.6% Japan
  • 7% UK
  • 5.1% Europe ex UK

Holdings by sector

  • 81.3% Equities
  • 17.4% Currency
  • 1.1% Derivatives
  • 0.2% Fixed Interest

Holdings by asset type

  • 71.6% International Equities
  • 18.1% Money Market
  • 7.3% Alternative Investment Strategies
  • 3% Global Fixed Interest

Individual holdings

-