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

21.73 %

1 Year rank in sector

4/158

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 4.5 b

FE Risk score

85

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    25.5%
  • Asia Pacific ex Japan
    22.6%
  • Japan
    21.2%
  • Global Emerging Markets
    13.5%
  • Europe ex UK
    11.4%
  • International Equities
    58%
  • Alternative Investment Strategies
    26.6%
  • Money Market
    15.4%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund6.32 %13.76 %21.73 %24.82 %59.67 %
Sector1.54 %4.04 %5.83 %4.15 %10.89 %
Rank within sector5 / 1578 / 1714 / 15811 / 977 / 74
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20182017201620152014
Fund5.96 %14.39 %-5.47 %9.66 %12.71 %
Sector1.67 %4.12 %-0.53 %-0.64 %5.08 %
Rank within sector5 / 1416 / 156103 / 1234 / 9625 / 84
Quartile th1 st1 st4 th1 st2 nd

Risk statistics

Alpha5.02
Beta1.11
Sharpe0.3
Volatility7.89
Tracking error7.6
Information ratio0.64
R-Squared0.07

Price movement

52 week high202.85
52 week low161.02
Current bid price0
Current offer price0
Current mid price202.85

Holdings by region

  • 25.5% North America
  • 22.6% Asia Pacific ex Japan
  • 21.2% Japan
  • 13.5% Global Emerging Markets
  • 11.4% Europe ex UK
  • 5.8% UK

Holdings by sector

-

Holdings by asset type

  • 58% International Equities
  • 26.6% Alternative Investment Strategies
  • 15.4% Money Market

Individual holdings

-