Fact sheet: JPM Glbl Mac Bal

Fund information

Fund name
JPM Global Macro Balanced A Acc NAV EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Gareth Witcomb
since 02/09/2014
Talib Sheikh
since 21/12/2012
James Elliot
since 21/12/2012
Fund objective
To provide income and long-term capital growth by investing primarily in debt securities issued or guaranteed by governments or their agencies and in companies, globally and using financial derivative instruments where appropriate.
Benchmark
-
Investment style
Cautious,Active,Growth
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

10.7 %

1 Year rank in sector

7/102

Sector

FO Mixed Asset - Cautious

Yield
-
Fund size

£ 239.7 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    36.04%
  • Europe ex UK
    18.42%
  • Pacific ex-Japan
    16.25%
  • Japan
    8.97%
  • UK
    8.55%
  • Fixed Interest
    54%
  • Equities
    40.6%
  • Money Market
    5.4%
  • North American Fixed Interest
    23.1%
  • Europe ex UK Fixed Interest
    14.9%
  • North American Equities
    13.7%
  • Asia Pacific ex Japan Equities
    12%
  • UK Fixed Interest
    9.6%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund2.3 %7.67 %10.7 %10.74 %29.17 %
Sector0.14 %1.84 %5.74 %7.84 %18.53 %
Rank within sector1 / 1092 / 1077 / 10227 / 8213 / 56
Quartile th1 st1 st1 st2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund10.32 %-4.8 %3.54 %8.33 %8.6 %
Sector4.61 %3.63 %-0.7 %4.28 %4.19 %
Rank within sector5 / 10392 / 9210 / 827 / 656 / 55
Quartile th1 st4 th1 st1 st1 st

Risk statistics

Alpha1.25
Beta0.77
Sharpe-0
Volatility5.25
Tracking error4.52
Information ratio0.11
R-Squared0.28

Price movement

52 week high1283.45
52 week low1149.68
Current bid price0
Current offer price0
Current mid price1283.45

Holdings by region

  • 36.04% North America
  • 18.42% Europe ex UK
  • 16.25% Pacific ex-Japan
  • 8.97% Japan
  • 8.55% UK
  • 7% Money Market
  • 4.77% Global Emerging Markets

Holdings by sector

  • 54% Fixed Interest
  • 40.6% Equities
  • 5.4% Money Market

Holdings by asset type

  • 23.1% North American Fixed Interest
  • 14.9% Europe ex UK Fixed Interest
  • 13.7% North American Equities
  • 12% Asia Pacific ex Japan Equities
  • 9.6% UK Fixed Interest
  • 5.8% Japanese Equities
  • 5.4% Money Market
  • 5% Asia Pacific ex Japan Fixed Interest
  • 4% Global Emerging Market Equities
  • 2.8% Japanese Fixed Interest

Individual holdings

  • 1.5% APPLIED MATERIALS INC
  • 1.5% MITSUBISHI ELECTRIC CORP
  • 1.3% LAM RESEARCH CORP
  • 1.3% PRUDENTIAL PLC
  • 1.3% TAIWAN SEMICONDUCTOR CO
  • 1.2% BROADCOM CORP
  • 1.2% TOKYO ELECTRON
  • 1.1% MARINE HARVEST
  • 1.1% SAMSUNG ELECTRONICS CO
  • 1% KLA-TENCOR