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
OIC
Fund manager
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

Quick stats

1 Year return

0.07 %

1 Year rank in sector

61/71

Sector

UT Targeted Absolute Return

Yield

1.21

Fund size

£ 776.4 m

FE Risk score

56

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Asia Pacific ex Japan
    30.2%
  • Japan
    26.8%
  • Europe ex UK
    20.6%
  • North America
    13.5%
  • UK
    5.1%
  • Equities
    81.2%
  • Currency
    9.9%
  • Derivatives
    8.8%
  • Fixed Interest
    0.1%
  • International Equities
    81.2%
  • Money Market
    9.9%
  • Alternative Investment Strategies
    8.8%
  • Global Fixed Interest
    0.1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.37 %2.61 %0 %26.13 %0 %
Sector0.28 %2.3 %4.96 %7.63 %18.73 %
Rank within sector1 / 7833 / 7761 / 714 / 57 /
Quartile th1 st2 nd4 th1 st th

Calendar performance

YTD-20172016201520142013
Fund3.72 %-3.16 %11.75 %10.28 %0 %
Sector2.18 %0.97 %2.2 %2.51 %6.51 %
Rank within sector21 / 7759 / 705 / 646 / 55 /
Quartile th2 nd4 th1 st1 st th

Risk statistics

Alpha4.81
Beta1.25
Sharpe0.56
Volatility7.87
Tracking error7.56
Information ratio0.68
R-Squared0.08

Price movement

52 week high138.9
52 week low124.5
Current bid price0
Current offer price0
Current mid price133.7

Holdings by region

  • 30.2% Asia Pacific ex Japan
  • 26.8% Japan
  • 20.6% Europe ex UK
  • 13.5% North America
  • 5.1% UK
  • 3.8% Global Emerging Markets

Holdings by sector

  • 81.2% Equities
  • 9.9% Currency
  • 8.8% Derivatives
  • 0.1% Fixed Interest

Holdings by asset type

  • 81.2% International Equities
  • 9.9% Money Market
  • 8.8% Alternative Investment Strategies
  • 0.1% Global Fixed Interest

Individual holdings

-