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

-3.81 %

1 Year rank in sector

98/99

Sector

FO Mixed Asset - Cautious

Yield
-
Fund size

£ 221.0 m

FE Risk score

85

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    31.14%
  • Europe ex UK
    24.85%
  • Pacific ex-Japan
    15%
  • Money Market
    9.8%
  • Japan
    9.18%
  • Fixed Interest
    54.2%
  • Equities
    36%
  • Money Market
    9.8%
  • North American Fixed Interest
    20.64%
  • Europe ex UK Fixed Interest
    15.05%
  • North American Equities
    10.5%
  • Europe ex UK Equities
    9.8%
  • Money Market
    9.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.82 %4.7 %-3.86 %7.65 %17.26 %
Sector-0.1 %3.15 %4.3 %8.33 %18.88 %
Rank within sector12 / 10720 / 10498 / 9945 / 7732 / 52
Quartile th1 st1 st4 th3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund4.75 %-5.23 %3.07 %7.85 %8.12 %
Sector3.53 %3.63 %-0.7 %4.28 %4.19 %
Rank within sector25 / 10193 / 9311 / 8210 / 6710 / 59
Quartile th1 st4 th1 st1 st1 st

Risk statistics

Alpha0.31
Beta0.7
Sharpe-0
Volatility5.09
Tracking error4.53
Information ratio-0.11
R-Squared0.25

Price movement

52 week high140.05
52 week low126.6
Current bid price0
Current offer price0
Current mid price134.17

Holdings by region

  • 31.14% North America
  • 24.85% Europe ex UK
  • 15% Pacific ex-Japan
  • 9.8% Money Market
  • 9.18% Japan
  • 5.93% UK
  • 4.1% Global Emerging Markets

Holdings by sector

  • 54.2% Fixed Interest
  • 36% Equities
  • 9.8% Money Market

Holdings by asset type

  • 20.64% North American Fixed Interest
  • 15.05% Europe ex UK Fixed Interest
  • 10.5% North American Equities
  • 9.8% Europe ex UK Equities
  • 9.8% Money Market
  • 9.63% UK Fixed Interest
  • 9.3% Asia Pacific ex Japan Equities
  • 6% Japanese Equities
  • 5.7% Asia Pacific ex Japan Fixed Interest
  • 4.1% Global Emerging Market Equities

Individual holdings

  • 2.2% MICRON TECHNOLOGY INC
  • 1.9% SK HYNIX INC
  • 1.9% TOKYO ELECTRON
  • 1.7% ENEL SPA
  • 1.3% IMPERIAL BRANDS PLC
  • 1.3% MARINE HARVEST
  • 1.3% SAMSUNG ELECTRONICS CO
  • 1.2% PRUDENTIAL PLC
  • 1.1% ALIBABA GROUP HLDG LTD
  • 1.1% MITSUBISHI UFJ FINANCIAL GROUP