Fact sheet: JPM Inc Opp Plus

Fund information

Fund name
JPM Income Opportunity Plus A (perf) Acc NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
William Eigen
since 05/10/2011
Fund objective
To achieve a return in excess of the benchmark by exploiting a wide range of investment opportunities in, amongst others, the fixed income and currency markets, using financial derivative instruments where appropriate.
Benchmark
ICE Spot Next CHF LIBOR
Investment style
Active
Investment method
Fixed Interest

Quick stats

1 Year return

3.59 %

1 Year rank in sector

79/308

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 281.1 m

FE Risk score

22

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    46.42%
  • Money Market
    40.1%
  • Japan
    4.79%
  • France
    1.86%
  • Canada
    1.74%
  • Money Market
    40.1%
  • High Yield Bond
    27.3%
  • Asset/Mortgage-Backed Securities
    14.5%
  • Others
    8.8%
  • Hedge
    8.7%
  • US Fixed Interest
    46.42%
  • Money Market
    40.1%
  • Japanese Fixed Interest
    4.79%
  • French Fixed Interest
    1.86%
  • Canadian Fixed Interest
    1.74%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.28 %1.34 %3.59 %8.2 %10.62 %
Sector0.11 %1.66 %1.73 %6.22 %9.18 %
Rank within sector147 / 345199 / 33179 / 30889 / 25285 / 188
Quartile th2 nd3 rd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund2.49 %8.46 %-2.75 %-0.73 %2.21 %
Sector3.47 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector192 / 31737 / 285176 / 256192 / 22036 / 196
Quartile th3 rd1 st3 rd4 th1 st

Risk statistics

Alpha0.9
Beta0.72
Sharpe-0
Volatility3.04
Tracking error2.48
Information ratio0.13
R-Squared0.39

Price movement

52 week high119.94
52 week low114.81
Current bid price0
Current offer price0
Current mid price119.88

Holdings by region

  • 46.42% USA
  • 40.1% Money Market
  • 4.79% Japan
  • 1.86% France
  • 1.74% Canada
  • 1.08% Hong Kong
  • 1.02% Luxembourg
  • 0.96% Netherlands
  • 0.9% Australia
  • 0.42% UK

Holdings by sector

  • 40.1% Money Market
  • 27.3% High Yield Bond
  • 14.5% Asset/Mortgage-Backed Securities
  • 8.8% Others
  • 8.7% Hedge
  • 0.4% Investment Grade Corporate Bonds
  • 0.2% Government Bonds

Holdings by asset type

  • 46.42% US Fixed Interest
  • 40.1% Money Market
  • 4.79% Japanese Fixed Interest
  • 1.86% French Fixed Interest
  • 1.74% Canadian Fixed Interest
  • 1.08% Hong Kong Fixed Interest
  • 1.02% Luxembourg Fixed Interest
  • 0.96% Dutch Fixed Interest
  • 0.9% Australian Fixed Interest
  • 0.42% UK Fixed Interest

Individual holdings

  • 2.5% SUMITOMO MITSUI BANKING 1.22% 03/11/17
  • 2.2% BARTON CAPITAL 0.00% 01/08/17
  • 1.8% ATLANTIC ASSET 0.00% 05/01/18
  • 1.8% BNP PARIBAS 0% CT OF DEP 02/10/17 GBP1
  • 1.8% CANCARA ASSET SECURITIZATION 0.00% 13/09/17
  • 1.8% CHINA CONSTRUCTION BANK 1.55% 18/08/17
  • 1.8% CREDIT INDUSTRIEL ET COMMERCIAL 1.14% 10/11/17
  • 1.8% INDUSTRIAL AND COMMERCIAL BANK OF CHINA 1.55% 21/08/17
  • 1.8% THUNDER BAY 0.00% 16/10/17
  • 1.4% WELLS FARGO 1.26% 23/10/17