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JPM Systematic Alpha A Acc GBP Hgd

Ranked 23 out of 26 in - Multi Strategy over 36 months
All calculations are in GBP 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 United Kingdom View performance globally

Performance

Multi Strategy over : 31/12/2015 - 31/12/2018
  • Rank 23/26 Total Return
  • Rank 2/26 Standard Deviation
  • Rank 22/26 Max Drawdown
Fund Name Currency Return
21 SLI Glo SICAV Glbl Abs Rtn Strategies A Acc GBP H

Currency exposure is hedged

Currency exposure is hedged

GBP

-8.5%

22 Aviva Investors Multi-Strategy Target Income 1 GBP

-9.1%

23 JPM Systematic Alpha A Acc GBP Hgd

Currency exposure is hedged

Currency exposure is hedged

GBP

-9.6%

24 SLI Glo SICAV Global Focused Strategies D Acc GBPH

Currency exposure is hedged

Currency exposure is hedged

GBP

-13.6%

25 MLIS AQR Global Relative Value UCITS GBP A Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

-15.0%

Fund Name Currency Risk
1 Wellington Multi-Asset Absolute Ret S Acc Hdg

Currency exposure is hedged

Currency exposure is hedged

GBP

2.8

2 JPM Systematic Alpha A Acc GBP Hgd

Currency exposure is hedged

Currency exposure is hedged

GBP

3.0

3 GAM Systematic Alternative Risk Premia GBP Ins Acc GBP

3.2

4 Franklin K2 Alternative Strategies I (acc) GBP-H1

Currency exposure is hedged

Currency exposure is hedged

GBP

3.4

5 Invesco Global Targeted Returns (UK) Acc GBP

3.5

Fund Name Currency Loss
20 JPM Global Macro Opportunities C Dis GBP Hgd

Currency exposure is hedged

Currency exposure is hedged

GBP

-10.2%

21 JPM Global Macro Opportunities A Net Acc GBP

-10.4%

22 JPM Systematic Alpha A Acc GBP Hgd

Currency exposure is hedged

Currency exposure is hedged

GBP

-11.3%

23 SLI Glo SICAV Global Focused Strategies D Acc GBPH

Currency exposure is hedged

Currency exposure is hedged

GBP

-13.6%

24 Artemis Strategic Assets R Acc GBP

-14.5%

Total Return

Quarterly Performance

to 31/12/2018 Annual Q1 Q2 Q3 Q4
2018 -8.5% -3.4% -1.9% -1.4% -2.1%
2017 -3.1% -0.5% 0.0% -1.5% -1.2%
2016 1.9% 1.0% -3.1% 1.8% 2.3%
2015 0.2% 0.1% -1.2% 1.3% 0.1%
2014 1.3% 0.0% 0.0% 0.5% 0.7%
2013 8.3% 3.9% 0.8% 0.2% 3.1%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. France
  3. Jersey
  4. Luxembourg
  5. Switzerland
  6. United Kingdom

Fund Info

  • Launch date18/10/2012
  • Share Class size00Mn
  • Base currencyGBP
  • ISIN LU0817735565
  • Currency exposure is hedged

Purchase Info

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

Charges

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

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