Fact sheet: JPM Systmc Alp

Fund information

Fund name
JPM Systematic Alpha A Acc NAV EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Wei Li
since 01/07/2014
Jonathan Msika
since 01/10/2016
Yazann Romahi
since 01/07/2009
Fund objective
To provide a total return in excess of its cash benchmark by exploiting behavioural patterns in the financial markets, primarily through theuse of financial derivative instruments.
Benchmark
ICE 1 Month EUR LIBOR
Investment style
Multi Strategy
Investment method
Mixed

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.26 %

1 Year rank in sector

111/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 2.1 b

FE Risk score

22

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    79.7%
  • Europe ex UK
    9.2%
  • UK
    8.9%
  • Australia
    2.2%
  • BBB-
    63.1%
  • BBB
    34.1%
  • A
    2.8%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.35 %-1.12 %0.26 %0.18 %8.44 %
Sector0.65 %2.68 %3.42 %4.36 %9.16 %
Rank within sector97 / 153150 / 169111 / 15074 / 10151 / 75
Quartile th3 rd4 th3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-2.22 %1.04 %-0.52 %0.95 %7.76 %
Sector3.31 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector143 / 16149 / 12654 / 10364 / 8826 / 77
Quartile th4 th2 nd3 rd3 rd2 nd

Risk statistics

Alpha-0.52
Beta0.17
Sharpe-0
Volatility3.18
Tracking error3.56
Information ratio-0.33
R-Squared0.01

Price movement

52 week high11.73
52 week low11.36
Current bid price0
Current offer price0
Current mid price11.43

Holdings by region

  • 79.7% USA
  • 9.2% Europe ex UK
  • 8.9% UK
  • 2.2% Australia

Holdings by sector

  • 63.1% BBB-
  • 34.1% BBB
  • 2.8% A

Holdings by asset type

-

Individual holdings

-