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Jpm Diversified Risk D Acc Eur Hdg
76.76
+0.17%
Currency: EUR
Date: 25/12/19
Trend
| Last | Previous | Currency | Date | Chng |
|---|---|---|---|---|
| 76.76 | 76.63 | EUR | 25/12/19 | +0.17 |
Terms
| Isin | LU0875418351 |
| Contract Type | Fondo Comune Inv. |
| Currency | EUR |
| Class | DH |
| Risk Class | 3 |
| Assogestioni Category | Fondi Flessibili |
| Declared Benchmark | 100% ICE BofAML SOFR Overnight Rate Index TR $ EUR Hdg |
| Start Date | 13/04/11 |
| Advisor Name | N.Av. |
| Fund Asset Under Management | 3,3920 at 25/09/30 |
Performance
| Cumulatives | |
|---|---|
| 1 month | +0.12 |
| Ytd | +4.44 |
| 1 year | +3.76 |
| 3 years | +11.72 |
| 5 years | +30.52 |
| Yearly | |
|---|---|
| 11/30/2024 | +3.36 |
| 11/30/2023 | +3.55 |
| 11/30/2022 | +7.31 |
| 11/30/2021 | +8.60 |
| 11/30/2020 | -24.64 |
| Rating |
|---|
|
| Score |
|---|
| 53.8484 |
Company
Jpmorgan Am Europe S.A.R.L.
6 route de Treves N.Av. - Senningerberg
Tel. N.Av.
6 route de Treves N.Av. - Senningerberg
Tel. N.Av.
Costs
| Entrance (ACP) | Min: 5,0000 - Max: 5,0000 |
| Management | 1.9 |
| Reimbursement | 0,5% |
| Administrative | 0,3% |
| Switch | 0% |
| Tunnel | 0 |
Subscription
| One Solution | |
|---|---|
| Initial | 500,0000 EUR |
| Integrative | 100,0000 EUR |
| Accumulation Plan | |
|---|---|
| Duration | N.Av. |
| Minimum Payment Unit | N.Av. |
| Initial Payment | 500,0000 |
Costs
| Entrance (ACP) | Min: 5,0000 - Max: 5,0000 |
| Management | 1.9 |
| Reimbursement | 0,5% |
| Administrative | 0,3% |
| Switch | 0% |
| Tunnel | 0 |
Performance
| Cumulatives | |
|---|---|
| 1 day | +0.17 |
| 1 week | +1.03 |
| 1 month | +0.12 |
| 3 months | +1.86 |
| 6 months | +3.13 |
| From the beginning of the year | +4.44 |
| 1 year | +3.76 |
| 2 years | +7.52 |
| 3 years | +11.72 |
| 4 years | +20.63 |
| 5 years | +30.52 |
| Yearly | |
|---|---|
| 11/30/2024 | +3.36 |
| 11/30/2023 | +3.55 |
| 11/30/2022 | +7.31 |
| 11/30/2021 | +8.60 |
| 11/30/2020 | -24.64 |
| Rating |
|---|
|
|
| Score |
|---|
| 53.8484 |
Efficiency Indicators
| Sharpe 1 year | -0.4926 |
| Benchmark 1 year | N.Av. |
| Sharpe 3 years | -0.0383 |
| Benchmark 3 years | N.Av. |
| Sharpe 5 years | 0.4072 |
| Benchmark 5 years | N.Av. |
| Sortino 1 year | -0.6383 |
| Benchmark 1 year | N.Av. |
| Sortino 3 years | -0.0619 |
| Benchmark 3 years | N.Av. |
| Sortino 5 years | 0.709 |
| Benchmark 5 years | N.Av. |
Absolute
| Standard Volatility | |
|---|---|
| 1 year | +4.77 |
| 3 years | +5.31 |
| 5 years | +6.41 |
| Negative Volatility | |
|---|---|
| 1 year | +3.51 |
| 3 years | +3.60 |
| 5 years | +3.63 |
Benchmark
| Standard Volatility | |
|---|---|
| 1 year | N.Av. |
| 3 years | N.Av. |
| 5 years | N.Av. |
| Negative Volatility | |
|---|---|
| 1 year | N.Av. |
| 3 years | N.Av. |
| 5 years | N.Av. |
Updated Monthly - 25/11/28
Relative
| Sharpe | -0.0383 |
| Sortino | -0.0619 |
| Bull Market | -1.16 |
| Bear Market | -0.10 |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
Three years data
| Risk Class | 3 |
General
| 1 year 17,746 | 3 years 15,635 | 5 years 13,875 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,746
10,871
+3.29
3 years 15,635
13,483
+11.32
5 years 13,875
6,289
+27.32
|
10,871 | +3.29 | 13,483 | +11.32 | 6,289 | +27.32 |
|
Total Volatility
1 year 17,746
6,063
+4.77
3 years 15,635
3,938
+5.31
5 years 13,875
3,786
+6.41
|
6,063 | +4.77 | 3,938 | +5.31 | 3,786 | +6.41 |
|
Negative Volatility
1 year 17,746
7,094
+3.51
3 years 15,635
4,439
+3.60
5 years 13,875
1,666
+3.63
|
7,094 | +3.51 | 4,439 | +3.60 | 1,666 | +3.63 |
|
Sharpe Index
1 year 17,746
20,713
-0.49
3 years 15,635
16,267
-0.04
5 years 13,875
7,291
+0.41
|
20,713 | -0.49 | 16,267 | -0.04 | 7,291 | +0.41 |
|
Sortino Index
1 year 17,746
20,932
-0.64
3 years 15,635
16,290
-0.06
5 years 13,875
6,592
+0.71
|
20,932 | -0.64 | 16,290 | -0.06 | 7,291 | +0.71 |
By Category
| 1 year 17,746 | 3 years 15,635 | 5 years 13,875 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,746
819
+3.29
3 years 15,635
893
+11.32
5 years 13,875
198
+27.32
|
819 | +3.29 | 893 | +11.32 | 198 | +27.32 |
|
Total Volatility
1 year 17,746
525
+4.77
3 years 15,635
380
+5.31
5 years 13,875
316
+6.41
|
525 | +4.77 | 380 | +5.31 | 316 | +6.41 |
|
Negative Volatility
1 year 17,746
662
+3.51
3 years 15,635
470
+3.60
5 years 13,875
171
+3.63
|
662 | +3.51 | 470 | +3.60 | 171 | +3.63 |
|
Sharpe Index
1 year 17,746
1,437
-0.49
3 years 15,635
1,092
-0.04
5 years 13,875
342
+0.41
|
1,437 | -0.49 | 1,092 | -0.04 | 342 | +0.41 |
|
Sortino Index
1 year 17,746
1,455
-0.64
3 years 15,635
1,094
-0.06
5 years 13,875
287
+0.71
|
1,455 | -0.64 | 1,094 | -0.06 | 287 | +0.71 |
Data provided by 