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
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

Quick stats

1 Year return

0.23 %

1 Year rank in sector

93/99

Sector

FO Mixed Asset - Cautious

Yield
-
Fund size

£ 231.3 m

FE Risk score

89

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    32.1%
  • Europe ex UK
    22%
  • Pacific ex-Japan
    20.6%
  • Japan
    9.7%
  • Money Market
    5.8%
  • Fixed Interest
    55.3%
  • Equities
    38.9%
  • Money Market
    5.8%
  • North American Fixed Interest
    19.5%
  • Europe ex UK Fixed Interest
    16.1%
  • North American Equities
    12.6%
  • Asia Pacific ex Japan Equities
    11.5%
  • Asia Pacific ex Japan Fixed Interest
    9.1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.74 %6.08 %0.23 %6.42 %21.08 %
Sector0.15 %1.92 %4.23 %7.59 %17.42 %
Rank within sector2 / 1064 / 10493 / 9953 / 7717 / 50
Quartile th1 st1 st4 th3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund5.81 %-5.23 %3.07 %7.85 %8.12 %
Sector3.71 %3.63 %-0.7 %4.28 %4.19 %
Rank within sector21 / 10091 / 9113 / 819 / 657 / 55
Quartile th1 st4 th1 st1 st1 st

Risk statistics

Alpha0.65
Beta0.71
Sharpe-0
Volatility5.12
Tracking error4.55
Information ratio-0.04
R-Squared0.25

Price movement

52 week high136.32
52 week low126.6
Current bid price0
Current offer price0
Current mid price135.52

Holdings by region

  • 32.1% North America
  • 22% Europe ex UK
  • 20.6% Pacific ex-Japan
  • 9.7% Japan
  • 5.8% Money Market
  • 5.1% Global Emerging Markets
  • 4.7% UK

Holdings by sector

  • 55.3% Fixed Interest
  • 38.9% Equities
  • 5.8% Money Market

Holdings by asset type

  • 19.5% North American Fixed Interest
  • 16.1% Europe ex UK Fixed Interest
  • 12.6% North American Equities
  • 11.5% Asia Pacific ex Japan Equities
  • 9.1% Asia Pacific ex Japan Fixed Interest
  • 7.7% UK Fixed Interest
  • 6.7% Japanese Equities
  • 5.9% Europe ex UK Equities
  • 5.8% Money Market
  • 5.1% Global Emerging Market Equities

Individual holdings

  • 1.8% SAMSUNG ELECTRONICS CO
  • 1.4% PRUDENTIAL PLC
  • 1.4% TAIWAN SEMICONDUCTOR CO
  • 1.2% LAM RESEARCH CORP
  • 1.2% NIPPON TELEGRAPH & TELEPHONE CORP
  • 1.2% TOKYO ELECTRON
  • 1.1% APPLIED MATERIALS INC
  • 1.1% MARINE HARVEST
  • 1.1% MICRON TECHNOLOGY INC
  • 1.1% SUMCO CORP