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(s)
William Eigen
since 19/07/2007
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
EONIA
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.22 %

1 Year rank in sector

243/306

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 3.6 b

FE Risk score

18

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    50.4%
  • USA
    31.2%
  • France
    4.22%
  • Australia
    3.42%
  • Japan
    2.78%
  • Money Market
    50.6%
  • High Yield Bond
    20.7%
  • Asset/Mortgage-Backed Securities
    16.9%
  • Others
    6.8%
  • Hedge
    4.7%
  • Money Market
    50.4%
  • US Fixed Interest
    31.2%
  • French Fixed Interest
    4.22%
  • Australian Fixed Interest
    3.42%
  • Japanese Fixed Interest
    2.78%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.15 %-0.3 %0.22 %3.44 %3.89 %
Sector0.19 %1.45 %3.49 %6.08 %8.88 %
Rank within sector165 / 342280 / 327243 / 306156 / 240131 / 183
Quartile th2 nd4 th4 th3 rd3 rd

Calendar performance

YTD-20182017201620152014
Fund0.2 %0.59 %6.27 %-3.54 %-0.58 %
Sector0.26 %3.67 %4.59 %-1.64 %3.66 %
Rank within sector154 / 342238 / 30363 / 270185 / 239183 / 207
Quartile th2 nd4 th1 st4 th4 th

Risk statistics

Alpha-0.36
Beta0.65
Sharpe-0
Volatility2.77
Tracking error2.36
Information ratio-0.48
R-Squared0.38

Price movement

52 week high138.53
52 week low137.08
Current bid price137.79
Current offer price142.63
Current mid price0

Holdings by region

  • 50.4% Money Market
  • 31.2% USA
  • 4.22% France
  • 3.42% Australia
  • 2.78% Japan
  • 2.38% Canada
  • 1.34% Singapore
  • 1.34% Sweden
  • 0.94% UK
  • 0.79% Netherlands

Holdings by sector

  • 50.6% Money Market
  • 20.7% High Yield Bond
  • 16.9% Asset/Mortgage-Backed Securities
  • 6.8% Others
  • 4.7% Hedge
  • 0.2% Investment Grade Bonds
  • 0.1% Government Bonds

Holdings by asset type

  • 50.4% Money Market
  • 31.2% US Fixed Interest
  • 4.22% French Fixed Interest
  • 3.42% Australian Fixed Interest
  • 2.78% Japanese Fixed Interest
  • 2.38% Canadian Fixed Interest
  • 1.34% Singapore Fixed Interest
  • 1.34% Swedish Fixed Interest
  • 0.94% UK Fixed Interest
  • 0.79% Dutch Fixed Interest

Individual holdings

  • 2.9% INDUSTRIAL AND COMMERCIAL BANK OF CHINA 0.00% 01/12/17
  • 2.7% SOCIETE GENERALE 0% BDS 31/01/18 EUR1
  • 2.7% SUMITOMO MITSUI BANKING 1.43% 19/01/18
  • 2.7% SVENSKA HANDELSBANKEN 1.37% 03/07/18
  • 2.2% CAISSE DES DEPOTS ET CONSIGNATIONS 0.00% 15/02/18
  • 2.1% WESTPAC BANK 1.18% 16/02/18
  • 2% DBS BANK 0.00% 01/02/18
  • 2% NATIXIS 0.00% 01/12/17
  • 1.8% THE BANK OF TOKYO-MITSUBISHI UFJ 1.46% 16/03/18
  • 1.4% COMMONWEALTH BANK OF AUSTRALIA 1.20% 12/02/18