Fact sheet: JPM GlRsrEhcdIxEq

Fund information

Fund name
JPM Global Research Enhanced Index Equity C (perf) Acc NAV EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
James Cook
since 26/09/2014
Fund objective
To achieve a long-term return in excess of the benchmark by investing primarily in a portfolio of companies, globally; the risk characteristics of the portfolio of securities held by the Sub-Fund will resemble the risk characteristics of the portfolio of securities held in the benchmark.
Benchmark
MSCI World
Investment style
Active
Investment method
Shares

Quick stats

1 Year return

10.86 %

1 Year rank in sector

319/471

Sector

FO Equity - International

Yield
-
Fund size

£ 526.3 m

FE Risk score

77

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    59.3%
  • Japan
    8.5%
  • UK
    6.3%
  • Others
    4.3%
  • France
    3.9%
  • Others
    24.9%
  • Banks
    14.4%
  • Health Care
    12.3%
  • Consumer Non-Durables
    7.7%
  • Industrial Cyclicals
    7.6%
  • US Equities
    59.3%
  • Japanese Equities
    8.5%
  • UK Equities
    6.3%
  • International Equities
    4.3%
  • French Equities
    3.9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.13 %-1.94 %10.86 %29 %77.45 %
Sector1.95 %4.68 %14.42 %20.6 %55.76 %
Rank within sector279 / 502445 / 492319 / 47197 / 37459 / 286
Quartile th3 rd4 th3 rd2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund1.71 %10.21 %9.45 %20.63 %22.67 %
Sector10.85 %7.94 %0.71 %5.96 %21.26 %
Rank within sector430 / 485131 / 44154 / 39124 / 345147 / 302
Quartile th4 th2 nd1 st1 st2 nd

Risk statistics

Alpha2.74
Beta1.13
Sharpe0.47
Volatility12.72
Tracking error7.45
Information ratio0.43
R-Squared0.66

Price movement

52 week high207.53
52 week low174.68
Current bid price0
Current offer price0
Current mid price198.3

Holdings by region

  • 59.3% USA
  • 8.5% Japan
  • 6.3% UK
  • 4.3% Others
  • 3.9% France
  • 3.8% Germany
  • 3.7% Canada
  • 3.1% Switzerland
  • 2.7% Australia
  • 1.8% Netherlands

Holdings by sector

  • 24.9% Others
  • 14.4% Banks
  • 12.3% Health Care
  • 7.7% Consumer Non-Durables
  • 7.6% Industrial Cyclicals
  • 6.6% Media
  • 5.8% Energy
  • 5.6% Retail
  • 5.5% Software
  • 4.9% Basic Industries

Holdings by asset type

  • 59.3% US Equities
  • 8.5% Japanese Equities
  • 6.3% UK Equities
  • 4.3% International Equities
  • 3.9% French Equities
  • 3.8% German Equities
  • 3.7% Canadian Equities
  • 3.1% Swiss Equities
  • 2.7% Australian Equities
  • 1.8% Dutch Equities

Individual holdings

  • 2.3% APPLE INC
  • 1.8% ALPHABET INC
  • 1.7% MICROSOFT CORP
  • 1.3% AMAZON.COM INC
  • 1.3% FACEBOOK INC
  • 0.9% BANK OF AMERICA CORP
  • 0.9% WELLS FARGO & CO
  • 0.8% CITIGROUP INC
  • 0.8% NESTLE SA
  • 0.8% UNITEDHEALTH GROUP INC