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JPM Systematic Alpha A Acc EUR

Ranked 104 out of 110 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 : 30/09/2017 - 30/09/2018
  • Rank 104/110 Total Return
  • Rank 11/110 Standard Deviation
  • Rank 101/110 Max Drawdown
Fund Name Currency Loss
99 ERAAM Premia A EUR

-7.5%

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

Currency exposure is hedged

Currency exposure is hedged

EUR

-8.4%

101 JPM Systematic Alpha A Acc EUR EUR

-8.5%

102 THEAM Quant FI High Vol I EUR

-9.3%

103 JPM Global Macro Opportunities A Acc EUR EUR

-9.4%

Total Return

Quarterly Performance

to 30/09/2018 Annual Q1 Q2 Q3 Q4
2018 -3.6% -2.1% -1.6%
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

Asset Allocation

Breakdown

30/06/2018

Top 10 Holdings

Stock Size
France 0.000% 27-Feb-2019 9.76%
France 0.000% 27-Mar-2019 8.19%
France 0.000% 26-Sep-2018 8.16%
France 0.000% 29-Aug-2018 5.63%
Bred Banque Populaire SA Time/Term Deposit 3.01%
EUR Cash 2.35%
Validus Holdings Ltd ORD 1.66%
Gemalto NV ORD 1.65%
Envision Healthcare Corp ORD 1.58%
NXP Semiconductors NV ORD 1.57%
30/06/2018

Registered For Sale In

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

Fund Info

  • Launch date01/07/2009
  • Share Class size212Mn
  • Base currencyEUR
  • ISIN LU0406668003

Purchase Info

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

Charges

  • Annual management1.50%
  • Initial investment5.00%

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