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

1.8 %

1 Year rank in sector

134/307

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 3.7 b

FE Risk score

19

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    44.3%
  • USA
    42.55%
  • Japan
    2.95%
  • France
    2.62%
  • Australia
    2.56%
  • Money Market
    44.3%
  • High Yield Bond
    27.6%
  • Asset/Mortgage-Backed Securities
    13.1%
  • Hedge
    8%
  • Others
    6.7%
  • Money Market
    44.3%
  • US Fixed Interest
    42.55%
  • Japanese Fixed Interest
    2.95%
  • French Fixed Interest
    2.62%
  • Australian Fixed Interest
    2.56%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.18 %0.65 %1.8 %2.74 %5.68 %
Sector-0.06 %2.23 %1.83 %6.21 %9.68 %
Rank within sector147 / 345245 / 332134 / 307183 / 256122 / 185
Quartile th2 nd3 rd2 nd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund1.04 %6.27 %-3.54 %-0.58 %1.62 %
Sector3.38 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector229 / 31966 / 288190 / 260192 / 22440 / 198
Quartile th3 rd1 st3 rd4 th1 st

Risk statistics

Alpha-0.31
Beta0.63
Sharpe-0
Volatility2.78
Tracking error2.4
Information ratio-0.41
R-Squared0.38

Price movement

52 week high138.53
52 week low134.71
Current bid price138.13
Current offer price142.98
Current mid price0

Holdings by region

  • 44.3% Money Market
  • 42.55% USA
  • 2.95% Japan
  • 2.62% France
  • 2.56% Australia
  • 1.73% Canada
  • 1% Luxembourg
  • 0.95% Netherlands
  • 0.5% Cayman Islands
  • 0.33% UK

Holdings by sector

  • 44.3% Money Market
  • 27.6% High Yield Bond
  • 13.1% Asset/Mortgage-Backed Securities
  • 8% Hedge
  • 6.7% Others
  • 0.2% Investment Grade Corporate Bonds
  • 0.1% Government Bonds

Holdings by asset type

  • 44.3% Money Market
  • 42.55% US Fixed Interest
  • 2.95% Japanese Fixed Interest
  • 2.62% French Fixed Interest
  • 2.56% Australian Fixed Interest
  • 1.73% Canadian Fixed Interest
  • 1% Luxembourg Fixed Interest
  • 0.95% Dutch Fixed Interest
  • 0.61% American Emerging Fixed Interest
  • 0.33% UK Fixed Interest

Individual holdings

  • 2.4% CREDIT AGRICOLE INDOSUEZ 0% CT OF DEP 01/08/17 GBP1
  • 2.4% SUMITOMO MITSUI BANKING 1.22% 03/11/17
  • 2.3% INDUSTRIAL AND COMMERCIAL BANK OF CHINA 0.00% 01/08/17
  • 2.2% BNP PARIBAS 0% CT OF DEP 02/10/17 GBP1
  • 2% BANK OF MONTREAL 1.32% 29/09/17
  • 2% CHINA CONSTRUCTION BANK 1.55% 18/08/17
  • 2% NATIXIS 1.34% 19/10/17
  • 2% WESTPAC BANK 1.18% 16/02/18
  • 1.9% LIBERTY STREET FUNDING 0.00% 07/11/17
  • 1.7% CANCARA ASSET SECURITIZATION 0.00% 13/09/17