Fact sheet: JPM IncOpp

Fund information

Fund name
JPM Income Opportunity A Hedged (perf) Acc EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Bill Eigen
since 18/01/2008
Fund objective
The Sub-Fund aims to achieve a return inexcess of the benchmark by exploiting investment opportunitiesin, amongst others, the debt and currency markets, usingfinancial derivative instruments where appropriate.
Benchmark
Singapore Overnight Rate Average
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

1.79 %

1 Year rank in sector

109/302

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 3.7 b

FE Risk score

19

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    48.05%
  • Money Market
    32.8%
  • France
    3.49%
  • Japan
    3.23%
  • Canada
    2.69%
  • Money Market
    39.7%
  • High Yield Bond
    32.7%
  • Asset/Mortgage-Backed Securities
    11.8%
  • Hedge
    8.4%
  • Others
    7%
  • US Fixed Interest
    48.05%
  • Money Market
    32.8%
  • French Fixed Interest
    3.49%
  • Japanese Fixed Interest
    3.23%
  • Canadian Fixed Interest
    2.69%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.16 %-0.04 %1.75 %2.6 %6.52 %
Sector0.76 %2.49 %1.42 %5.63 %10.99 %
Rank within sector307 / 339288 / 326109 / 302171 / 258116 / 185
Quartile th4 th4 th2 nd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.86 %6.27 %-3.54 %-0.58 %1.62 %
Sector3.17 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector249 / 31966 / 286190 / 262195 / 22741 / 200
Quartile th4 th1 st3 rd4 th1 st

Risk statistics

Alpha-0.24
Beta0.63
Sharpe-0
Volatility2.77
Tracking error2.39
Information ratio-0.39
R-Squared0.39

Price movement

52 week high138.53
52 week low134.71
Current bid price137.89
Current offer price142.74
Current mid price0

Holdings by region

  • 48.05% USA
  • 32.8% Money Market
  • 3.49% France
  • 3.23% Japan
  • 2.69% Canada
  • 2.55% Australia
  • 1.48% Luxembourg
  • 1.28% Hong Kong
  • 1.28% Netherlands
  • 0.81% Singapore

Holdings by sector

  • 39.7% Money Market
  • 32.7% High Yield Bond
  • 11.8% Asset/Mortgage-Backed Securities
  • 8.4% Hedge
  • 7% Others
  • 0.2% Government Bonds
  • 0.2% Investment Grade Corporate Bonds

Holdings by asset type

  • 48.05% US Fixed Interest
  • 32.8% Money Market
  • 3.49% French Fixed Interest
  • 3.23% Japanese Fixed Interest
  • 2.69% Canadian Fixed Interest
  • 2.55% Australian Fixed Interest
  • 1.48% Luxembourg Fixed Interest
  • 1.28% Dutch Fixed Interest
  • 1.28% Hong Kong Fixed Interest
  • 0.81% American Emerging Fixed Interest

Individual holdings

  • 2.8% CREDIT AGRICOLE 0.00% 01/06/17
  • 2.8% INDUSTRIAL AND COMMERCIAL BANK OF CHINA 0.95% 01/06/17
  • 2.5% SUMITOMO MITSUI BANKING 1.22% 03/11/17
  • 2.1% WESTPAC BANK 1.18% 16/02/18
  • 1.9% CHINA CONSTRUCTION BANK 0.00% 01/06/17
  • 1.4% BANK OF CHINA 1.26% 16/06/17
  • 1.4% CANADIAN IMPERIAL BANK OF COMMERCE 1.16% 12/01/18
  • 1.4% COMMONWEALTH BANK OF AUSTRALIA 1.20% 12/02/18
  • 1.4% CREDIT INDUSTRIEL ET COMMERCIAL 1.14% 10/11/17
  • 1.4% WELLS FARGO 1.26% 23/10/17