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

10.37 %

1 Year rank in sector

14/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 4.3 b

FE Risk score

68

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Asia Pacific ex Japan
    23.5%
  • Japan
    22.8%
  • North America
    22.6%
  • Europe ex UK
    17.8%
  • Global Emerging Markets
    7.9%
  • International Equities
    76.7%
  • Money Market
    21.4%
  • Alternative Investment Strategies
    1.9%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund3.68 %17.01 %10.37 %31.65 %54.54 %
Sector0.65 %2.68 %3.42 %4.36 %9.16 %
Rank within sector5 / 1532 / 16914 / 15011 / 1018 / 75
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund13.22 %-5.47 %9.66 %12.71 %16.11 %
Sector3.31 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector6 / 161108 / 1264 / 10325 / 888 / 77
Quartile th1 st4 th1 st2 nd1 st

Risk statistics

Alpha6.34
Beta1.24
Sharpe0.45
Volatility7.9
Tracking error7.53
Information ratio0.83
R-Squared0.09

Price movement

52 week high190.5
52 week low161.02
Current bid price0
Current offer price0
Current mid price189.48

Holdings by region

  • 23.5% Asia Pacific ex Japan
  • 22.8% Japan
  • 22.6% North America
  • 17.8% Europe ex UK
  • 7.9% Global Emerging Markets
  • 5.4% UK

Holdings by sector

-

Holdings by asset type

  • 76.7% International Equities
  • 21.4% Money Market
  • 1.9% Alternative Investment Strategies

Individual holdings

-