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

-3.05 %

1 Year rank in sector

100/101

Sector

FO Mixed Asset - Cautious

Yield
-
Fund size

£ 232.6 m

FE Risk score

85

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    28.7%
  • Europe ex UK
    24.8%
  • Pacific ex-Japan
    19.2%
  • Money Market
    10.4%
  • Japan
    8.9%
  • Fixed Interest
    50.3%
  • Equities
    39.3%
  • Money Market
    10.4%
  • North American Fixed Interest
    18.3%
  • Europe ex UK Fixed Interest
    15.5%
  • Asia Pacific ex Japan Equities
    11.2%
  • Money Market
    10.4%
  • North American Equities
    10.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.01 %5.33 %-3.05 %7.68 %18.73 %
Sector0.57 %2.41 %3.45 %8.6 %18.21 %
Rank within sector90 / 1086 / 106100 / 10151 / 7928 / 54
Quartile th4 th1 st4 th3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund4.26 %-5.23 %3.07 %7.85 %8.12 %
Sector3.73 %3.63 %-0.7 %4.28 %4.19 %
Rank within sector40 / 10394 / 9411 / 8310 / 6810 / 59
Quartile th2 nd4 th1 st1 st1 st

Risk statistics

Alpha0.7
Beta0.71
Sharpe-0
Volatility5.14
Tracking error4.56
Information ratio-0.03
R-Squared0.25

Price movement

52 week high137.82
52 week low126.6
Current bid price0
Current offer price0
Current mid price133.53

Holdings by region

  • 28.7% North America
  • 24.8% Europe ex UK
  • 19.2% Pacific ex-Japan
  • 10.4% Money Market
  • 8.9% Japan
  • 4.2% UK
  • 3.8% Global Emerging Markets

Holdings by sector

  • 50.3% Fixed Interest
  • 39.3% Equities
  • 10.4% Money Market

Holdings by asset type

  • 18.3% North American Fixed Interest
  • 15.5% Europe ex UK Fixed Interest
  • 11.2% Asia Pacific ex Japan Equities
  • 10.4% Money Market
  • 10.4% North American Equities
  • 9.3% Europe ex UK Equities
  • 8% Asia Pacific ex Japan Fixed Interest
  • 7.8% UK Fixed Interest
  • 5.7% Japanese Equities
  • 3.8% Global Emerging Market Equities

Individual holdings

  • 2% SAMSUNG ELECTRONICS CO
  • 1.4% PRUDENTIAL PLC
  • 1.3% AIA GROUP LTD
  • 1.3% PING AN INSURANCE(GR)CO OF CHINA
  • 1.2% NIPPON TELEGRAPH & TELEPHONE CORP
  • 1.2% TOKYO ELECTRON
  • 1.1% IMPERIAL BRANDS PLC
  • 1.1% MICRON TECHNOLOGY INC
  • 1.1% SIEMENS AG
  • 1.1% TAIWAN SEMICONDUCTOR CO