Fact sheet: JPM Gbl Macro

Fund information

Fund name
JPM Global Macro A Acc NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Talib Sheikh
since 21/12/2012
Fund objective
To achieve, over a medium-term horizon (2 to 3 years), a return in excess of its cash benchmark from a portfolio of securities, globally, using financial derivative instruments where appropriate.
Benchmark
ICE 1 Month USD LIBOR
Investment style
Flexible,Active
Investment method
None

Performance snapshot

Quick stats

1 Year return

4.29 %

1 Year rank in sector

117/166

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 623.8 m

FE Risk score

100

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Asia Pacific ex Japan
    27.1%
  • North America
    27%
  • Japan
    18.7%
  • Europe ex UK
    16.5%
  • UK
    5.7%
  • Equities
    86.2%
  • Currency
    13.5%
  • Fixed Interest
    0.3%
  • International Equities
    86.2%
  • Money Market
    13.5%
  • Global Fixed Interest
    0.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.17 %7.88 %4.29 %16.35 %31.13 %
Sector0.71 %2.64 %6.69 %9.74 %23.19 %
Rank within sector5 / 1819 / 173117 / 16631 / 10725 / 78
Quartile th1 st1 st3 rd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund6.78 %-3.21 %5.77 %8.32 %9.99 %
Sector5.61 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector61 / 172132 / 14113 / 11721 / 9830 / 82
Quartile th2 nd4 th1 st1 st2 nd

Risk statistics

Alpha5.83
Beta-0.1
Sharpe0.32
Volatility5.81
Tracking error7.86
Information ratio0.29
R-Squared0.01

Price movement

52 week high141.31
52 week low128.95
Current bid price0
Current offer price0
Current mid price141.31

Holdings by region

  • 27.1% Asia Pacific ex Japan
  • 27% North America
  • 18.7% Japan
  • 16.5% Europe ex UK
  • 5.7% UK
  • 5% Global Emerging Markets

Holdings by sector

  • 86.2% Equities
  • 13.5% Currency
  • 0.3% Fixed Interest

Holdings by asset type

  • 86.2% International Equities
  • 13.5% Money Market
  • 0.3% Global Fixed Interest

Individual holdings

-