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
Talib Sheikh
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

12.99 %

1 Year rank in sector

4/73

Sector

UT Targeted Absolute Return

Yield

1.08

Fund size

£ 902.6 m

FE Risk score

68

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Asia Pacific ex Japan
    23.4%
  • Japan
    23%
  • North America
    22.8%
  • Europe ex UK
    17.5%
  • Global Emerging Markets
    7.9%
  • Equities
    77%
  • Currency
    21.2%
  • Derivatives
    1.8%
  • International Equities
    77%
  • Money Market
    21.2%
  • Alternative Investment Strategies
    1.8%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund5.35 %18.43 %13.41 %37.34 %0 %
Sector0.77 %2.3 %3.15 %8.53 %16.61 %
Rank within sector1 / 781 / 764 / 732 / 59 /
Quartile th1 st1 st1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund16.14 %-3.16 %11.75 %10.28 %0 %
Sector3.08 %0.97 %2.2 %2.51 %6.51 %
Rank within sector2 / 7659 / 695 / 646 / 55 /
Quartile th1 st4 th1 st1 st th

Risk statistics

Alpha6.65
Beta0.99
Sharpe0.68
Volatility7.89
Tracking error7.68
Information ratio0.82
R-Squared0.05

Price movement

52 week high149.7
52 week low124.5
Current bid price0
Current offer price0
Current mid price149.7

Holdings by region

  • 23.4% Asia Pacific ex Japan
  • 23% Japan
  • 22.8% North America
  • 17.5% Europe ex UK
  • 7.9% Global Emerging Markets
  • 5.4% UK

Holdings by sector

  • 77% Equities
  • 21.2% Currency
  • 1.8% Derivatives

Holdings by asset type

  • 77% International Equities
  • 21.2% Money Market
  • 1.8% Alternative Investment Strategies

Individual holdings

-