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)
Talib Sheikh
since 21/12/2012
James Elliot
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

18.76 %

1 Year rank in sector

5/154

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 4.5 b

FE Risk score

69

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    29.2%
  • Asia Pacific ex Japan
    23.4%
  • Japan
    18.4%
  • Europe ex UK
    15.6%
  • UK
    7.5%
  • International Equities
    70.5%
  • Alternative Investment Strategies
    17.9%
  • Money Market
    11.6%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund2.93 %15.87 %18.76 %29.78 %63.45 %
Sector0.33 %2.06 %4.48 %3.44 %9.86 %
Rank within sector8 / 1501 / 1725 / 1548 / 1006 / 77
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund17.17 %-5.47 %9.66 %12.71 %16.11 %
Sector3.49 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector4 / 160106 / 1264 / 10125 / 889 / 78
Quartile th1 st4 th1 st2 nd1 st

Risk statistics

Alpha7.32
Beta1.47
Sharpe0.68
Volatility8.26
Tracking error7.76
Information ratio0.99
R-Squared0.13

Price movement

52 week high196.91
52 week low161.02
Current bid price0
Current offer price0
Current mid price196.09

Holdings by region

  • 29.2% North America
  • 23.4% Asia Pacific ex Japan
  • 18.4% Japan
  • 15.6% Europe ex UK
  • 7.5% UK
  • 5.9% Global Emerging Markets

Holdings by sector

-

Holdings by asset type

  • 70.5% International Equities
  • 17.9% Alternative Investment Strategies
  • 11.6% Money Market

Individual holdings

-