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

1.65 %

1 Year rank in sector

217/299

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
    51%
  • USA
    37.14%
  • Japan
    3.63%
  • France
    2.35%
  • Australia
    2.3%
  • Money Market
    51%
  • High Yield Bond
    21.2%
  • Asset/Mortgage-Backed Securities
    15.4%
  • Others
    6.8%
  • Hedge
    5.2%
  • Money Market
    51%
  • US Fixed Interest
    37.14%
  • Japanese Fixed Interest
    3.63%
  • French Fixed Interest
    2.35%
  • Australian Fixed Interest
    2.3%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.45 %-0.48 %1.65 %2.86 %5.05 %
Sector0.14 %1.43 %4.07 %6.43 %9.51 %
Rank within sector306 / 340288 / 324217 / 299175 / 240120 / 175
Quartile th4 th4 th3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.61 %6.27 %-3.54 %-0.58 %1.62 %
Sector3.55 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector246 / 30764 / 274186 / 242181 / 20637 / 181
Quartile th4 th1 st4 th4 th1 st

Risk statistics

Alpha-0.29
Beta0.65
Sharpe-0
Volatility2.77
Tracking error2.37
Information ratio-0.42
R-Squared0.38

Price movement

52 week high138.53
52 week low135.49
Current bid price137.54
Current offer price142.38
Current mid price0

Holdings by region

  • 51% Money Market
  • 37.14% USA
  • 3.63% Japan
  • 2.35% France
  • 2.3% Australia
  • 1.32% Canada
  • 0.78% Netherlands
  • 0.64% Luxembourg
  • 0.29% Cayman Islands
  • 0.25% UK

Holdings by sector

  • 51% Money Market
  • 21.2% High Yield Bond
  • 15.4% Asset/Mortgage-Backed Securities
  • 6.8% Others
  • 5.2% Hedge
  • 0.2% Government Bonds
  • 0.2% Investment Grade Corporate Bonds

Holdings by asset type

  • 51% Money Market
  • 37.14% US Fixed Interest
  • 3.63% Japanese Fixed Interest
  • 2.35% French Fixed Interest
  • 2.3% Australian Fixed Interest
  • 1.32% Canadian Fixed Interest
  • 0.78% Dutch Fixed Interest
  • 0.64% Luxembourg Fixed Interest
  • 0.34% American Emerging Fixed Interest
  • 0.25% UK Fixed Interest

Individual holdings

  • 2.9% DZ BANK 0.00% 02/10/17
  • 2.9% NIEUW AMSTERDAM RECEIVABLES 0.00% 02/10/17
  • 2.7% FHLB 0.00% 08/11/17
  • 2.7% SUMITOMO MITSUI BANKING 1.43% 19/01/18
  • 2.4% 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% INDUSTRIAL AND COMMERCIAL BANK OF CHINA 1.55% 02/11/17
  • 2% NATIXIS 1.34% 19/10/17
  • 2% WESTPAC BANK 1.18% 16/02/18