Fact sheet: JPM Glbl Mac Bal

Fund information

Fund name
JPM Global Macro Balanced D 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

2.69 %

1 Year rank in sector

66/102

Sector

FO Mixed Asset - Cautious

Yield
-
Fund size

£ 229.7 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
    39%
  • Money Market
    7%
  • North American Fixed Interest
    23.8%
  • Europe ex UK Fixed Interest
    15.5%
  • North American Equities
    13.9%
  • Asia Pacific ex Japan Equities
    11.4%
  • UK Fixed Interest
    7.6%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund2.06 %7.45 %2.96 %9.95 %23.02 %
Sector0.77 %2.55 %3.83 %9.61 %18.29 %
Rank within sector7 / 1093 / 10766 / 10244 / 8117 / 53
Quartile th1 st1 st3 rd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund7.65 %-5.23 %3.07 %7.85 %8.12 %
Sector4.48 %3.63 %-0.7 %4.28 %4.19 %
Rank within sector16 / 10394 / 9412 / 839 / 667 / 56
Quartile th1 st4 th1 st1 st1 st

Risk statistics

Alpha0.18
Beta0.74
Sharpe-0
Volatility5.07
Tracking error4.41
Information ratio-0.13
R-Squared0.27

Price movement

52 week high137.88
52 week low126.6
Current bid price0
Current offer price0
Current mid price137.88

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
  • 39% Equities
  • 7% Money Market

Holdings by asset type

  • 23.8% North American Fixed Interest
  • 15.5% Europe ex UK Fixed Interest
  • 13.9% North American Equities
  • 11.4% Asia Pacific ex Japan Equities
  • 7.6% UK Fixed Interest
  • 6.8% Japanese Equities
  • 5.4% Global Emerging Market Equities
  • 5.4% Money Market
  • 5.2% Asia Pacific ex Japan Fixed Interest
  • 3.6% Europe ex UK Equities

Individual holdings

  • 1.4% TAIWAN SEMICONDUCTOR CO
  • 1.3% APPLIED MATERIALS INC
  • 1.3% LAM RESEARCH CORP
  • 1.3% PRUDENTIAL PLC
  • 1.3% SAMSUNG ELECTRONICS CO
  • 1.2% MARINE HARVEST
  • 1.2% MICRON TECHNOLOGY INC
  • 1.2% NIPPON TELEGRAPH & TELEPHONE CORP
  • 1.2% TOKYO ELECTRON
  • 1.1% BROADCOM CORP