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
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

3.61 %

1 Year rank in sector

66/303

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 276.8 m

FE Risk score

23

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    54.59%
  • Money Market
    30.9%
  • Japan
    2.35%
  • Canada
    2.28%
  • France
    2.21%
  • High Yield Bond
    34.6%
  • Money Market
    30.9%
  • Hedge
    13.4%
  • Asset/Mortgage-Backed Securities
    11.3%
  • Others
    9.1%
  • US Fixed Interest
    54.59%
  • Money Market
    30.9%
  • Japanese Fixed Interest
    2.35%
  • Canadian Fixed Interest
    2.28%
  • French Fixed Interest
    2.21%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.19 %0.76 %3.61 %6.52 %11.94 %
Sector0.77 %2.49 %1.59 %5.71 %11.03 %
Rank within sector314 / 339255 / 32666 / 303107 / 25880 / 185
Quartile th4 th4 th1 st2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund1.86 %8.46 %-2.75 %-0.73 %2.21 %
Sector3.25 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector208 / 31937 / 286179 / 262197 / 22734 / 200
Quartile th3 rd1 st3 rd4 th1 st

Risk statistics

Alpha0.85
Beta0.71
Sharpe-0
Volatility3.04
Tracking error2.47
Information ratio0.12
R-Squared0.41

Price movement

52 week high119.67
52 week low114.73
Current bid price0
Current offer price0
Current mid price119.15

Holdings by region

  • 54.59% USA
  • 30.9% Money Market
  • 2.35% Japan
  • 2.28% Canada
  • 2.21% France
  • 1.59% Luxembourg
  • 1.45% Netherlands
  • 1.31% Singapore
  • 0.9% Germany
  • 0.62% UK

Holdings by sector

  • 34.6% High Yield Bond
  • 30.9% Money Market
  • 13.4% Hedge
  • 11.3% Asset/Mortgage-Backed Securities
  • 9.1% Others
  • 0.4% Investment Grade Corporate Bonds
  • 0.3% Government Bonds

Holdings by asset type

  • 54.59% US Fixed Interest
  • 30.9% Money Market
  • 2.35% Japanese Fixed Interest
  • 2.28% Canadian Fixed Interest
  • 2.21% French Fixed Interest
  • 1.59% Luxembourg Fixed Interest
  • 1.45% Dutch Fixed Interest
  • 1.31% Singapore Fixed Interest
  • 0.9% German Fixed Interest
  • 0.69% American Emerging Fixed Interest

Individual holdings

  • 2.6% CHINA CONSTRUCTION BANK 0.00% 03/07/17
  • 2.6% INDUSTRIAL AND COMMERCIAL BANK OF CHINA 0.00% 03/07/17
  • 2.6% SUMITOMO MITSUI BANKING 1.22% 03/11/17
  • 1.9% BNP PARIBAS 0% CT OF DEP 02/10/17 GBP1
  • 1.9% CANCARA ASSET SECURITIZATION 0.00% 13/09/17
  • 1.9% CREDIT INDUSTRIEL ET COMMERCIAL 1.14% 10/11/17
  • 1.9% LMA AMERICAS 0.00% 11/07/17
  • 1.9% MITSUBISHI UFJ TRUST AND BANKING 0.00% 26/07/17
  • 1.9% THUNDER BAY 0.00% 16/10/17
  • 1.5% WELLS FARGO 1.26% 23/10/17