Fact sheet: JPM HibridgeUSStp

Fund information

Fund name
JPM Highbridge US Steep D (perf) Acc NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Highbridge Capital Management
since 16/05/2008
Fund objective
To provide long term capital growth by having exposure primarily to US companies, using financial derivative instruments whereappropriate.
Benchmark
S&P 500 Index (Total Return Net of 30% withholding tax)
Investment style
Growth
Investment method
Shares

Quick stats

1 Year return

8.47 %

1 Year rank in sector

190/207

Sector

FO Equity - USA

Yield
-
Fund size

£ 1.2 b

FE Risk score

125

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    99.4%
  • Money Market
    0.6%
  • Health Care
    29.6%
  • Information Technology
    22%
  • Consumer Discretionary
    12.1%
  • Consumer Staples
    11.2%
  • Utilities
    6.4%
  • US Equities
    99.4%
  • Money Market
    0.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.37 %3.89 %7.3 %10.48 %62.83 %
Sector1.37 %7.87 %14.59 %23.58 %79.19 %
Rank within sector57 / 219171 / 213190 / 207162 / 176129 / 147
Quartile th2 nd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund6.69 %10.3 %-10.39 %11.88 %32.13 %
Sector9.6 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector150 / 21389 / 198172 / 18073 / 16579 / 151
Quartile th3 rd2 nd4 th2 nd3 rd

Risk statistics

Alpha-4.56
Beta1.2
Sharpe-0
Volatility13.58
Tracking error4.9
Information ratio-0.72
R-Squared0.89

Price movement

52 week high19.09
52 week low16.76
Current bid price0
Current offer price0
Current mid price18.97

Holdings by region

  • 99.4% USA
  • 0.6% Money Market

Holdings by sector

  • 29.6% Health Care
  • 22% Information Technology
  • 12.1% Consumer Discretionary
  • 11.2% Consumer Staples
  • 6.4% Utilities
  • 5.3% Industrials
  • 4.9% Financials
  • 4.4% Energy
  • 2.7% Materials
  • 0.8% Telecommunications Utilities

Holdings by asset type

  • 99.4% US Equities
  • 0.6% Money Market

Individual holdings

  • 2.2% FIRSTENERGY CORP
  • 2.1% CENTENE CORP(DEL)
  • 2% FINISAR CORP
  • 2% PROCTER & GAMBLE CO
  • 1.9% ALEXION PHARMACEUTICALS INC
  • 1.9% CVS HEALTH CORP
  • 1.9% ENTERGY CORP
  • 1.9% GILEAD INC
  • 1.9% TARGET CORP
  • 1.8% EXPRESS SCRIPTS HLDG CO