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
EONIA
Investment style
Active
Investment method
Fixed Interest

Quick stats

1 Year return

3.51 %

1 Year rank in sector

150/298

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 275.8 m

FE Risk score

22

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    47.04%
  • Money Market
    42.7%
  • Japan
    4.01%
  • France
    1.66%
  • Canada
    1.49%
  • Money Market
    42.7%
  • High Yield Bond
    25%
  • Asset/Mortgage-Backed Securities
    15.2%
  • Others
    8.5%
  • Hedge
    8.1%
  • US Fixed Interest
    47.04%
  • Money Market
    42.7%
  • Japanese Fixed Interest
    4.01%
  • French Fixed Interest
    1.66%
  • Canadian Fixed Interest
    1.49%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.48 %0.35 %3.51 %7.21 %10.51 %
Sector-0.14 %1.25 %3.69 %6.32 %9.13 %
Rank within sector287 / 339224 / 322150 / 298101 / 24076 / 175
Quartile th4 th3 rd3 rd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund2 %8.46 %-2.75 %-0.73 %2.21 %
Sector3.35 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector197 / 30633 / 274173 / 242184 / 20632 / 181
Quartile th3 rd1 st3 rd4 th1 st

Risk statistics

Alpha1.02
Beta0.73
Sharpe-0
Volatility3.03
Tracking error2.46
Information ratio0.18
R-Squared0.4

Price movement

52 week high120.02
52 week low115.29
Current bid price0
Current offer price0
Current mid price119.31

Holdings by region

  • 47.04% USA
  • 42.7% Money Market
  • 4.01% Japan
  • 1.66% France
  • 1.49% Canada
  • 0.92% Luxembourg
  • 0.8% Australia
  • 0.4% UK
  • 0.34% Netherlands
  • 0.23% International

Holdings by sector

  • 42.7% Money Market
  • 25% High Yield Bond
  • 15.2% Asset/Mortgage-Backed Securities
  • 8.5% Others
  • 8.1% Hedge
  • 0.3% Investment Grade Corporate Bonds
  • 0.2% Government Bonds

Holdings by asset type

  • 47.04% US Fixed Interest
  • 42.7% Money Market
  • 4.01% Japanese Fixed Interest
  • 1.66% French Fixed Interest
  • 1.49% Canadian Fixed Interest
  • 0.92% Luxembourg Fixed Interest
  • 0.8% Australian Fixed Interest
  • 0.4% UK Fixed Interest
  • 0.34% Dutch Fixed Interest
  • 0.23% American Emerging Fixed Interest

Individual holdings

  • 2.8% DZ BANK 0.00% 02/10/17
  • 2.8% NIEUW AMSTERDAM RECEIVABLES 0.00% 02/10/17
  • 2.5% CHINA CONSTRUCTION BANK 1.56% 02/11/17
  • 2.5% SUMITOMO MITSUI BANKING 1.22% 03/11/17
  • 2.5% SUMITOMO MITSUI BANKING 1.43% 19/01/18
  • 2.4% FHLB 0.00% 08/11/17
  • 2.4% KELLS FUNDING 0.00% 05/03/18
  • 2% BNP PARIBAS 0% CT OF DEP 02/10/17 GBP1
  • 1.8% CREDIT INDUSTRIEL ET COMMERCIAL 1.14% 10/11/17
  • 1.8% INDUSTRIAL AND COMMERCIAL BANK OF CHINA 1.55% 02/11/17