C000121196 Performance — JPMorgan Systematic Alpha Fund, Class I
Data updated: 2020-06-26
In the 12 months to Apr 2020 the fund lost a net $208.1M, and assets reached $112.35M.
C000121196 Growth of $100
What $100 invested in JPMorgan Systematic Alpha Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | C000121196 | Category average |
|---|---|---|
| Since data start (Aug 2019 – Apr 2020) | $89 | $94 |
C000121196 Annual Returns
Calendar-year total returns of JPMorgan Systematic Alpha Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Apr) | −10.44% |
| 2019 (Aug–Dec) | −0.61% |
C000121196 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | −0.1% | −2.7% | −8.4% | +0.6% | — | — | — | — | — | — | — | — |
| 2019 | — | — | — | — | — | — | — | −0.1% | +1.1% | −0.7% | −0.7% | −0.2% |
C000121196 Risk
Risk measures from monthly returns over Aug 2019 – Apr 2020.
- Best month: +1.12% (Sep 2019)
- Worst month: −8.39% (Mar 2020)
C000121196 Fund Flows
Monthly money in and out of JPMorgan Systematic Alpha Fund, from SEC Form N-PORT.
- 12-month net flow: −$208.1M
- 12-month gross sales (incl. reinvestments): $28.2M
- Sales ÷ redemptions: 0.12×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Apr 2020 | $1.1M | $105.5M | −$104.4M |
| Mar 2020 | $3.1M | $99.6M | −$96.5M |
| Feb 2020 | $2.4M | $7.1M | −$4.7M |
| Jan 2020 | $9.8M | $2.1M | $7.8M |
| Dec 2019 | $1.6M | $5.2M | −$3.7M |
| Nov 2019 | $3.3M | $1.8M | $1.5M |
| Oct 2019 | $2.1M | $2.2M | −$121K |
| Sep 2019 | $1.9M | $4.5M | −$2.7M |
| Aug 2019 | $3.0M | $8.2M | −$5.2M |
C000121196 Assets Under Management
Net assets of JPMorgan Systematic Alpha Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-04-30 | $112.35M |
| 2020-01-31 | $353.96M |
| 2019-10-31 | $359.19M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.