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JPM Systematic Alpha A Acc EUR

Ranked 100 out of 107 in - Multi Strategy over 12 months
All calculations are in EUR unless stated

Managed by

Wei Victor Li

Jonathan Msika

Yazann Romahi

Yazann Romahi is managing director and head of global multi-asset research in the Multi-Asset Solutions team at JP Morgan Asset Management, responsible for the quantitative models that help establish the broad asset allocation reflected across the team globally. He joined the firm in 2003 and prior to this worked as a research analyst at the Centre for Financial Research at the University of Cambridge. Yazann graduated from the University of Cambridge and is a CFA charterholder.

Objective

The Sub-Fund aims to provide a total return in excess of its cash benchmark by exploiting behavioural patterns in the financial markets, primarily through the use of financial derivative instruments. The Sub-Fund will normally hold long positions of up to 200% of its net assets and short positions (achieved through the use of financial derivative instruments) of up to 200% of its net assets. The Sub-Fund may have exposure to a diversified range of asset classes including equity, fixed income, currency and commodities.

Showing fund performance in Bahrain View performance globally

Performance

Multi Strategy over : 30/06/2017 - 30/06/2018
  • Rank 100/107 Total Return
  • Rank 14/107 Standard Deviation
  • Rank 95/107 Max Drawdown
Fund Name Currency Loss
93 Mirabaud Opportunities-Activist Strategies-A EUR EUR

-7.4%

93 Hadron Alpha Select EUR EUR

-7.4%

95 JPM Systematic Alpha A Acc EUR EUR

-8.4%

96 LO Funds - Alternative Risk Premia SH (EUR) NA

Currency exposure is hedged

Currency exposure is hedged

EUR

-8.4%

97 FCS World Equities Fund A EUR

-8.5%

Total Return

Quarterly Performance

to 30/06/2018 Annual Q1 Q2 Q3 Q4
2018 -3.6% -2.1%
2017 -3.8% -0.7% -0.2% -1.6% -1.4%
2016 1.0% 0.7% -3.3% 1.5% 2.2%
2015 -0.5% -0.2% -1.3% 1.1% -0.1%
2014 1.0% -0.1% 0.0% 0.4% 0.6%
2013 7.8% 3.7% 0.7% 0.1% 3.0%
2012 1.7% 1.0% -1.3% 0.9% 1.2%
2011 2.6% 1.6% 1.7% -2.5% 1.7%
2010 2.3% -0.1% -1.2% 2.3% 1.4%
2009 1.7%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Belgium
  3. Curacao
  4. Czech Republic
  5. Denmark
  6. Estonia
  7. Finland
  8. France
  9. Germany
  10. Greece
  11. Hungary
  12. Ireland
  13. Italy
  14. Jersey
  15. Liechtenstein
  16. Luxembourg
  17. Netherlands
  18. Norway
  19. Poland
  20. Slovakia
  21. Spain
  22. Sweden
  23. Switzerland
  24. United Kingdom

Fund Info

  • Launch date01/07/2009
  • Share Class size239Mn
  • Base currencyEUR
  • ISIN LU0406668003

Purchase Info

  • Min. initial investment35,000
  • Min. regular additional investment0

Charges

  • Annual management1.50%
  • Initial investment1.50%

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).