Register free for our breaking news email alerts with analysis and cutting edge commentary from our award winning team. Registration only takes a minute.

JPM Systematic Alpha A Acc GBP Hgd

Ranked 24 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

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 may have net long and net short exposure (achieved through derivatives) to sectors, markets and currencies, however net market exposure will not normally exceed 150% of net assets (excluding currency forward positions established for the purpose of hedging currency exposure). The Sub-Fund invests in a diversified range of asset classes, either directly or through derivatives, such as equities (including smaller companies), debt securities, currencies, convertible securities and commodities from issuers anywhere in the world, including emerging markets.

Showing fund performance in United Kingdom View performance globally

Performance

Multi Strategy over : 28/02/2016 - 28/02/2019
  • Rank 24/26 Total Return
  • Rank 2/26 Standard Deviation
  • Rank 23/26 Max Drawdown
Fund Name Currency Return
22 Aviva Investors Multi-Strategy Target Return 1 Acc GBP

-4.6%

23 SLI Glo SICAV Global Focused Strategies D Acc GBPH

Currency exposure is hedged

Currency exposure is hedged

GBP

-5.7%

24 JPM Systematic Alpha A Acc GBP Hgd

Currency exposure is hedged

Currency exposure is hedged

GBP

-9.4%

25 MLIS AQR Global Relative Value UCITS GBP A Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

-17.8%

26 Odey Odyssey GBP I Inc GBP

-29.6%

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

Currency exposure is hedged

Currency exposure is hedged

GBP

3.1

2 JPM Systematic Alpha A Acc GBP Hgd

Currency exposure is hedged

Currency exposure is hedged

GBP

3.1

3 GAM Systematic Alternative Risk Premia GBP Ins Acc GBP

3.1

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

Currency exposure is hedged

Currency exposure is hedged

GBP

3.3

5 Blackstone Diversified Multi-Strategy I (GBP) Inc

Currency exposure is hedged

Currency exposure is hedged

GBP

3.4

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

Currency exposure is hedged

Currency exposure is hedged

GBP

-10.2%

22 JPM Global Macro Opportunities A Net Acc GBP

-10.4%

23 JPM Systematic Alpha A Acc GBP Hgd

Currency exposure is hedged

Currency exposure is hedged

GBP

-11.3%

24 Artemis Strategic Assets R Acc GBP

-14.5%

25 MLIS AQR Global Relative Value UCITS GBP A Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

-21.5%

Total Return

Quarterly Performance

to 01/01/2019 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%

Related News

Imperial seeds £100k fund for seven next gen managers

Imperial College Business School is giving wannabe analysts and investment managers their own fund to manage.

JP Morgan alters line-up on £1.2bn Systemic Alpha fund

Asset manager announces new named portfolio manager on multi-strategy, alternative beta-focused fund.

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