JPM Global Macro Opportunities I (acc) - JPY (hedged)/ LU1410361221 /
| NAV6/4/2024 | Chg.-14.0000 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 10,588.0000JPY | -0.13% | reinvestment | Alternative Investments Worldwide | JPMorgan AM (EU) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | - | - | - | - | - | - | -0.06 | -3.08 | -0.34 | -1.59 | -3.47 | 1.74 | - |
| 2017 | -1.85 | -1.75 | 2.27 | 0.50 | 2.31 | 1.71 | 3.38 | 1.24 | 3.53 | 5.20 | -1.39 | 0.11 | +16.07% |
| 2018 | 3.96 | 1.33 | -3.28 | 0.37 | -0.87 | -2.18 | -1.32 | 0.03 | -1.84 | 2.46 | -0.39 | -0.36 | -2.28% |
| 2019 | -1.61 | 0.80 | 1.22 | 1.73 | -1.64 | 2.46 | 1.06 | -1.38 | 0.11 | -2.02 | -0.12 | 0.18 | +0.65% |
| 2020 | 2.44 | 0.76 | 0.02 | 0.27 | 1.32 | -1.07 | 0.52 | 1.83 | -0.13 | 0.15 | 3.81 | 2.06 | +12.54% |
| 2021 | -0.36 | 2.54 | 0.52 | 1.23 | -0.16 | 0.53 | -0.09 | 0.90 | -0.59 | 1.21 | 0.02 | -0.65 | +5.17% |
| 2022 | -4.19 | 0.07 | -1.88 | -1.75 | -3.53 | 0.47 | -0.20 | -0.25 | 0.16 | -0.26 | -0.34 | -1.58 | -12.61% |
| 2023 | 2.87 | -1.58 | 5.84 | 0.89 | -1.76 | -7.72 | -2.21 | 2.57 | 0.22 | 2.73 | -3.93 | -2.11 | -4.82% |
| 2024 | 0.22 | 0.31 | -0.25 | 0.62 | -1.76 | -0.01 | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 4.53% | 4.38% | 6.56% | 6.87% | 6.55% |
| Sharpe ratio | -1.24 | -2.17 | -1.95 | -1.36 | -0.64 |
| Best month | +0.62% | +0.62% | +2.73% | +5.84% | +5.84% |
| Worst month | -2.11% | -2.11% | -7.72% | -7.72% | -7.72% |
| Maximum loss | -3.08% | -3.08% | -9.06% | -18.93% | -18.93% |
| Outperformance | - | - | - | - | - |
All quotes in JPY
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| JPM Global Macro Opportunities A... | reinvestment | 106.6200 | -7.92% | -16.19% | |
| JPM Global Macro Opportunities C... | reinvestment | 113.7900 | -7.28% | -14.41% | |
| JPM Global Macro Opportunities X... | reinvestment | 117.1300 | -4.46% | -9.43% | |
| JPM Global Macro Opportunities A... | paying dividend | 119.5800 | -4.39% | -9.61% | |
| JPM Global Macro Opportunities A... | reinvestment | 960.6000 | -5.70% | -12.38% | |
| JPM Global Macro Opportunities A... | reinvestment | 11.6500 | -5.21% | -10.45% | |
| JPM Global Macro Opportunities A... | reinvestment | 1,254.0800 | -3.12% | -2.84% | |
| JPM Global Macro Opportunities A... | reinvestment | 12,032.7197 | +1.50% | +9.04% | |
| JPM Global Macro Opportunities A... | reinvestment | 10.2600 | -6.56% | -9.92% | |
| JPM Global Macro Opportunities A... | reinvestment | 11.4400 | -5.77% | -10.27% | |
| JPM Global Macro Opportunities C... | paying dividend | 82.0400 | -3.71% | -7.69% | |
| JPM Global Macro Opportunities D... | reinvestment | 11,376.7998 | +0.79% | +6.77% | |
| JPM Global Macro Opportunities D... | reinvestment | 1,211.5300 | -3.83% | -4.80% | |
| JPM Global Macro Opportunities D... | reinvestment | 114.0100 | -5.07% | -10.27% | |
| JPM Global Macro Opportunities I... | reinvestment | 10,588.0000 | -9.05% | -15.87% | |
| JPM Global Macro Opportunities T... | reinvestment | 95.0700 | -6.40% | -14.84% | |
| JPM Global Macro Opportunities X... | reinvestment | 205.8100 | -3.11% | -4.59% | |
| JPM Global Macro Opportunities I... | reinvestment | 142.4800 | -3.70% | -6.31% | |
| JPM Global Macro Opportunities I... | reinvestment | 107.4800 | -5.04% | -11.08% | |
| JPM Global Macro Opportunities C... | reinvestment | 167.5700 | -5.08% | -11.18% | |
| JPM Global Macro Opportunities C... | paying dividend | 106.8300 | -5.08% | -11.19% | |
| JPM Global Macro Opportunities C... | paying dividend | 139.1300 | -3.74% | -6.43% | |
| JPM Global Macro Opportunities C... | reinvestment | 127.6600 | -3.73% | -6.43% | |
| JPM Global Macro Opportunities A... | paying dividend | 132.2300 | -5.74% | -13.01% | |
| JPM Global Macro Opportunities A... | reinvestment | 183.7800 | -5.74% | -13.01% | |
| JPM Global Macro Opportunities A... | reinvestment | 148.1200 | -4.41% | -8.37% | |
| JPM Global Macro Opportunities D... | reinvestment | 137.8700 | -6.40% | -14.83% |
Performance
| YTD | -0.90% | ||
|---|---|---|---|
| 6 Months | -3.00% | ||
| 1 Year | -9.05% | ||
| 3 Years | -15.87% | ||
| 5 Years | -2.28% | ||
| 10 Years | - | ||
| Since start | +5.88% | ||
| Year | |||
| 2023 | -4.82% | ||
| 2022 | -12.61% | ||
| 2021 | +5.17% | ||
| 2020 | +12.54% | ||
| 2019 | +0.65% | ||
| 2018 | -2.28% | ||
| 2017 | +16.07% | ||
