Fact sheet: JPM Gbl Merger Arb

Fund information

Fund name
JPM Global Merger Arbitrage A Acc NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Wei Li
since 01/07/2014
Fund objective
To provide a return in excess of its cash benchmark by taking advantage of the deal risk premium factored into the price of companies which are, or may become, involved in merger activity, takeovers, tender offers and other corporate activities anywhere in the world, using financial derivative instruments where appropriate.
Benchmark
ICE 1 Month USD LIBOR
Investment style
Merger Arbitrage
Investment method
Equity

Quick stats

1 Year return

5.47 %

1 Year rank in sector

59/132

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 8.6 m

FE Risk score

23

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    75.3%
  • UK
    10.7%
  • Europe
    6.5%
  • Australia
    4%
  • Canada
    2.3%
  • Information Technology
    21.8%
  • Consumer Discretionary
    17.2%
  • Health Care
    15.7%
  • Industrials
    13%
  • Financials
    9.8%
  • US Equities
    75.3%
  • UK Equities
    10.7%
  • European Equities
    6.5%
  • Australian Equities
    4%
  • Canadian Equities
    2.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.49 %3.49 %5.47 %6.89 %7.47 %
Sector0.74 %2.89 %4.71 %5.82 %17.15 %
Rank within sector73 / 13560 / 14359 / 13244 / 8046 / 57
Quartile th3 rd2 nd2 nd3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund3.72 %3.11 %0.09 %-0.2 %1.08 %
Sector4.67 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector69 / 13830 / 11060 / 8753 / 7156 / 64
Quartile th2 nd2 nd3 rd3 rd4 th

Risk statistics

Alpha1.67
Beta0.37
Sharpe-0
Volatility3.27
Tracking error3.65
Information ratio0.16
R-Squared0.12

Price movement

52 week high105.55
52 week low98.5
Current bid price0
Current offer price0
Current mid price105.34

Holdings by region

  • 75.3% USA
  • 10.7% UK
  • 6.5% Europe
  • 4% Australia
  • 2.3% Canada
  • 1.2% Sweden

Holdings by sector

  • 21.8% Information Technology
  • 17.2% Consumer Discretionary
  • 15.7% Health Care
  • 13% Industrials
  • 9.8% Financials
  • 6.6% Telecommunications Utilities
  • 4.4% Materials
  • 4% Energy
  • 3.6% Consumer Staples
  • 2.7% Utilities

Holdings by asset type

  • 75.3% US Equities
  • 10.7% UK Equities
  • 6.5% European Equities
  • 4% Australian Equities
  • 2.3% Canadian Equities
  • 1.2% Swedish Equities

Individual holdings

-