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

5.25 %

1 Year rank in sector

50/151

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 4.3 b

FE Risk score

66

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    27.3%
  • Asia Pacific ex Japan
    27.1%
  • Japan
    18.5%
  • Europe ex UK
    16.6%
  • UK
    5.7%
  • International Equities
    86.3%
  • Money Market
    13.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund4.55 %10.97 %5.25 %22.49 %49.18 %
Sector0.83 %1.57 %2.91 %2.6 %8.05 %
Rank within sector4 / 1533 / 16750 / 15111 / 1027 / 76
Quartile th1 st1 st2 nd1 st1 st

Calendar performance

YTD-20172016201520142013
Fund9.2 %-5.47 %9.66 %12.71 %16.11 %
Sector2.64 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector12 / 161112 / 1304 / 10624 / 918 / 80
Quartile th1 st4 th1 st2 nd1 st

Risk statistics

Alpha6.68
Beta1.18
Sharpe0.47
Volatility7.99
Tracking error7.65
Information ratio0.85
R-Squared0.08

Price movement

52 week high182.75
52 week low161.02
Current bid price0
Current offer price0
Current mid price182.75

Holdings by region

  • 27.3% North America
  • 27.1% Asia Pacific ex Japan
  • 18.5% Japan
  • 16.6% Europe ex UK
  • 5.7% UK
  • 4.8% Global Emerging Markets

Holdings by sector

-

Holdings by asset type

  • 86.3% International Equities
  • 13.7% Money Market

Individual holdings

-