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
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

Quick stats

1 Year return

-1.25 %

1 Year rank in sector

104/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 4.3 b

FE Risk score

58

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Asia Pacific ex Japan
    26%
  • North America
    22.9%
  • Europe ex UK
    22.6%
  • Japan
    12.9%
  • Global Emerging Markets
    10.8%
  • International Equities
    60%
  • Alternative Investment Strategies
    23.5%
  • Money Market
    16.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3 %7.05 %-1.25 %25.42 %47.5 %
Sector-0.23 %1.57 %1.57 %1.96 %7.69 %
Rank within sector3 / 1629 / 166104 / 15010 / 1016 / 79
Quartile th1 st1 st3 rd1 st1 st

Calendar performance

YTD-20172016201520142013
Fund6.63 %-5.47 %9.66 %12.71 %16.11 %
Sector1.76 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector13 / 163110 / 1313 / 10824 / 9310 / 82
Quartile th1 st4 th1 st2 nd1 st

Risk statistics

Alpha5.69
Beta1.02
Sharpe0.33
Volatility7.91
Tracking error7.65
Information ratio0.71
R-Squared0.06

Price movement

52 week high180.28
52 week low161.02
Current bid price0
Current offer price0
Current mid price178.45

Holdings by region

  • 26% Asia Pacific ex Japan
  • 22.9% North America
  • 22.6% Europe ex UK
  • 12.9% Japan
  • 10.8% Global Emerging Markets
  • 4.8% UK

Holdings by sector

-

Holdings by asset type

  • 60% International Equities
  • 23.5% Alternative Investment Strategies
  • 16.5% Money Market

Individual holdings

-