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

17.74 %

1 Year rank in sector

2/73

Sector

UT Targeted Absolute Return

Yield

1.09

Fund size

£ 872.8 m

FE Risk score

74

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    28%
  • Asia Pacific ex Japan
    26.2%
  • Japan
    19.2%
  • Global Emerging Markets
    12.1%
  • Europe ex UK
    9%
  • Equities
    74.2%
  • Currency
    14.7%
  • Derivatives
    11.1%
  • International Equities
    74.2%
  • Money Market
    14.7%
  • Alternative Investment Strategies
    11.1%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-2.94 %11.72 %17.74 %26.34 %0 %
Sector-0.59 %0.61 %3.49 %5.74 %16.15 %
Rank within sector73 / 772 / 762 / 735 / 62 /
Quartile th4 th1 st1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund15.36 %-3.16 %11.75 %10.28 %0 %
Sector2.82 %0.97 %2.2 %2.51 %6.51 %
Rank within sector3 / 7559 / 685 / 636 / 54 /
Quartile th1 st4 th1 st1 st th

Risk statistics

Alpha7.29
Beta0.84
Sharpe0.7
Volatility7.95
Tracking error7.82
Information ratio0.84
R-Squared0.03

Price movement

52 week high154.9
52 week low124.5
Current bid price0
Current offer price0
Current mid price148.7

Holdings by region

  • 28% North America
  • 26.2% Asia Pacific ex Japan
  • 19.2% Japan
  • 12.1% Global Emerging Markets
  • 9% Europe ex UK
  • 5.5% UK

Holdings by sector

  • 74.2% Equities
  • 14.7% Currency
  • 11.1% Derivatives

Holdings by asset type

  • 74.2% International Equities
  • 14.7% Money Market
  • 11.1% Alternative Investment Strategies

Individual holdings

-