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
Singapore Overnight Rate Average
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

1.36 %

1 Year rank in sector

161/308

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 3.7 b

FE Risk score

18

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    50.9%
  • USA
    35.16%
  • Japan
    4.03%
  • France
    2.75%
  • Australia
    2.31%
  • Money Market
    44.3%
  • High Yield Bond
    27.6%
  • Asset/Mortgage-Backed Securities
    13.1%
  • Hedge
    8%
  • Others
    6.7%
  • Money Market
    50.9%
  • US Fixed Interest
    35.16%
  • Japanese Fixed Interest
    4.03%
  • French Fixed Interest
    2.75%
  • Australian Fixed Interest
    2.31%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.09 %0.41 %1.36 %3.54 %5.48 %
Sector0.15 %1.7 %1.9 %6.27 %9.28 %
Rank within sector205 / 345236 / 331161 / 308159 / 252124 / 188
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund1.08 %6.27 %-3.54 %-0.58 %1.62 %
Sector3.52 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector237 / 31767 / 285188 / 256188 / 21941 / 196
Quartile th3 rd1 st3 rd4 th1 st

Risk statistics

Alpha-0.32
Beta0.64
Sharpe-0
Volatility2.77
Tracking error2.38
Information ratio-0.44
R-Squared0.38

Price movement

52 week high138.53
52 week low134.71
Current bid price138.18
Current offer price143.04
Current mid price0

Holdings by region

  • 50.9% Money Market
  • 35.16% USA
  • 4.03% Japan
  • 2.75% France
  • 2.31% Australia
  • 1.42% Canada
  • 0.83% Germany
  • 0.79% Netherlands
  • 0.64% Luxembourg
  • 0.34% Hong Kong

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

  • 50.9% Money Market
  • 35.16% US Fixed Interest
  • 4.03% Japanese Fixed Interest
  • 2.75% French Fixed Interest
  • 2.31% Australian Fixed Interest
  • 1.42% Canadian Fixed Interest
  • 0.83% German Fixed Interest
  • 0.79% Dutch Fixed Interest
  • 0.64% Luxembourg Fixed Interest
  • 0.34% American Emerging Fixed Interest

Individual holdings

  • 2.9% INDUSTRIAL AND COMMERCIAL BANK OF CHINA 0.00% 18/09/17
  • 2.9% RABOBANK 0.00% 18/09/17
  • 2.7% FHLB 0.00% 08/11/17
  • 2.7% SUMITOMO MITSUI TRUST 1.43% 19/01/18
  • 2.5% SUMITOMO MITSUI BANKING 1.22% 03/11/17
  • 2.2% BNP PARIBAS 0% CT OF DEP 02/10/17 GBP1
  • 2.1% CAISSE DES DEPOTS ET CONSIGNATIONS 0.00% 15/02/18
  • 2.1% NATIXIS 1.34% 19/10/17
  • 2.1% WESTPAC BANK 1.18% 16/02/18
  • 2% CHINA CONSTRUCTION BANK 1.56% 18/09/17