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

10.55 %

1 Year rank in sector

9/103

Sector

FO Mixed Asset - Cautious

Yield
-
Fund size

£ 234.6 m

FE Risk score

93

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    30.2%
  • Europe ex UK
    20.2%
  • Pacific ex-Japan
    13%
  • Money Market
    10.9%
  • UK
    10.4%
  • AA
    67.7%
  • BBB
    17.5%
  • AAA
    14.8%
  • North American Fixed Interest
    23.8%
  • Europe ex UK Fixed Interest
    18.4%
  • UK Fixed Interest
    11.2%
  • Money Market
    10.9%
  • Asia Pacific ex Japan Equities
    8.2%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.92 %5.56 %10.55 %7.93 %26.35 %
Sector0.73 %2.28 %5.3 %8.9 %16.96 %
Rank within sector8 / 1086 / 1069 / 10346 / 8213 / 56
Quartile th1 st1 st1 st3 rd1 st

Calendar performance

YTD-20182017201620152014
Fund2.14 %8.32 %-4.8 %3.54 %8.33 %
Sector0.71 %5.05 %3.63 %-0.7 %4.28 %
Rank within sector4 / 10720 / 10190 / 909 / 818 / 64
Quartile th1 st1 st4 th1 st1 st

Risk statistics

Alpha0.32
Beta0.75
Sharpe-0
Volatility5.13
Tracking error4.47
Information ratio-0.09
R-Squared0.27

Price movement

52 week high1287.23
52 week low1151.43
Current bid price0
Current offer price0
Current mid price1287.23

Holdings by region

  • 30.2% North America
  • 20.2% Europe ex UK
  • 13% Pacific ex-Japan
  • 10.9% Money Market
  • 10.4% UK
  • 8.1% Japan
  • 3.9% Global Emerging Markets
  • 3.3% Not Specified

Holdings by sector

  • 67.7% AA
  • 17.5% BBB
  • 14.8% AAA

Holdings by asset type

  • 23.8% North American Fixed Interest
  • 18.4% Europe ex UK Fixed Interest
  • 11.2% UK Fixed Interest
  • 10.9% Money Market
  • 8.2% Asia Pacific ex Japan Equities
  • 6.4% North American Equities
  • 5.3% Japanese Equities
  • 4.8% Asia Pacific ex Japan Fixed Interest
  • 3.9% Global Emerging Market Equities
  • 3.3% Alternative Investment Strategies

Individual holdings

  • 1.7% MITSUBISHI ELECTRIC CORP
  • 1.4% SUMCO CORP
  • 1.3% APPLIED MATERIALS INC
  • 1.3% PRUDENTIAL PLC
  • 1.2% DXC TECHNOLOGY CO
  • 1.1% BROADCOM CORP
  • 1.1% LAM RESEARCH CORP
  • 1.1% MANULIFE FINANCIAL CORP
  • 1.1% SBERBANK OF RUSSIA
  • 1% TOKYO ELECTRON