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
Talib Sheikh
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

24.19 %

1 Year rank in sector

1/76

Sector

UT Targeted Absolute Return

Yield

0.86

Fund size

£ 977.8 m

FE Risk score

71

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    25.6%
  • Asia Pacific ex Japan
    24.3%
  • Japan
    23.9%
  • Europe ex UK
    12.2%
  • Global Emerging Markets
    7.4%
  • Equities
    83.3%
  • Currency
    11.6%
  • Derivatives
    5.1%
  • International Equities
    83.3%
  • Money Market
    11.6%
  • Alternative Investment Strategies
    5.1%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.76 %14.84 %24.19 %28.04 %56.16 %
Sector-1.2 %0.21 %1.88 %5.15 %12.72 %
Rank within sector31 / 782 / 781 / 763 / 643 / 52
Quartile th2 nd1 st1 st1 st1 st

Calendar performance

YTD-20182017201620152014
Fund5.08 %15.98 %-3.16 %11.75 %10.28 %
Sector-0.31 %2.97 %0.97 %2.2 %2.51 %
Rank within sector1 / 783 / 7661 / 705 / 646 / 55
Quartile th1 st1 st4 th1 st1 st

Risk statistics

Alpha6.24
Beta0.81
Sharpe0.56
Volatility7.74
Tracking error7.62
Information ratio0.72
R-Squared0.03

Price movement

52 week high158.8
52 week low124.5
Current bid price0
Current offer price0
Current mid price157.1

Holdings by region

  • 25.6% North America
  • 24.3% Asia Pacific ex Japan
  • 23.9% Japan
  • 12.2% Europe ex UK
  • 7.4% Global Emerging Markets
  • 6.6% UK

Holdings by sector

  • 83.3% Equities
  • 11.6% Currency
  • 5.1% Derivatives

Holdings by asset type

  • 83.3% International Equities
  • 11.6% Money Market
  • 5.1% Alternative Investment Strategies

Individual holdings

-