Fact sheet: JPM Gbl Mcr Opps

Fund information

Fund name
JPM Global Macro Opportunities A NAV
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
James Elliot
since 21/12/2012
Talib Sheikh
since 21/12/2012
Shrenick Shah
since 21/12/2012
Fund objective
To achieve capital appreciation in excess of its cash benchmark by investing primarily in securities, globally, using financial derivative instruments where appropriate.
Benchmark
ICE 1 Month EUR LIBOR
Investment style
Macro
Investment method
Mixed

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

15.95 %

1 Year rank in sector

6/155

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 4.5 b

FE Risk score

77

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    27.9%
  • Asia Pacific ex Japan
    26.2%
  • Japan
    19.5%
  • Global Emerging Markets
    12.1%
  • Europe ex UK
    8.8%
  • International Equities
    74.4%
  • Money Market
    14.6%
  • Alternative Investment Strategies
    11%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-2.86 %10.78 %15.95 %19.89 %55.55 %
Sector-0.26 %1.97 %4.62 %2.66 %9.53 %
Rank within sector142 / 1474 / 1726 / 15512 / 987 / 74
Quartile th4 th1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund14.01 %-5.47 %9.66 %12.71 %16.11 %
Sector3.89 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector7 / 160106 / 1264 / 9925 / 868 / 75
Quartile th1 st4 th1 st2 nd1 st

Risk statistics

Alpha6.14
Beta1.23
Sharpe0.46
Volatility8.14
Tracking error7.8
Information ratio0.78
R-Squared0.08

Price movement

52 week high198.67
52 week low161.02
Current bid price0
Current offer price0
Current mid price190.8

Holdings by region

  • 27.9% North America
  • 26.2% Asia Pacific ex Japan
  • 19.5% Japan
  • 12.1% Global Emerging Markets
  • 8.8% Europe ex UK
  • 5.5% UK

Holdings by sector

-

Holdings by asset type

  • 74.4% International Equities
  • 14.6% Money Market
  • 11% Alternative Investment Strategies

Individual holdings

-