OMEAX Performance — JPMorgan Market Expansion Enhanced Index Fund, Class A
Data updated: 2022-05-27
OMEAX returned +5.38% over one year to Mar 2022. Over one year the fund trailed its Real Estate category average: $100 grew to $105, against $118 for the category. Volatility over the past 12 months was 12.14% a year. In the 12 months to Mar 2022 the fund took in a net $68.3M, and assets reached $1.09B.
OMEAX Growth of $100
What $100 invested in JPMorgan Market Expansion Enhanced Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Real Estate category average over the same months.
| Period | OMEAX | Category average |
|---|---|---|
| 1 year (Apr 2021 – Mar 2022) | $105 | $118 |
| Since data start (Jul 2019 – Mar 2022) | $144 | $137 |
OMEAX Trailing Returns
Total returns to Mar 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +5.38% |
3- and 5-year figures withheld: not verified.
OMEAX Annual Returns
Calendar-year total returns of JPMorgan Market Expansion Enhanced Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Mar) | −4.25% |
| 2021 | +27.49% |
| 2020 | +9.86% |
| 2019 (Jul–Dec) | +7.65% |
OMEAX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −6.4% | +1.2% | +1.1% | — | — | — | — | — | — | — | — | — |
| 2021 | +1.7% | +8.5% | +5.0% | +3.8% | +1.6% | −1.3% | −0.6% | +2.1% | −3.3% | +5.0% | −2.6% | +5.4% |
| 2020 | −3.3% | −10.0% | −21.7% | +13.9% | +5.7% | +1.9% | +3.7% | +3.5% | −3.4% | +2.4% | +15.6% | +7.1% |
| 2019 | — | — | — | — | — | — | +0.7% | −4.5% | +3.5% | +2.0% | +3.6% | +2.4% |
OMEAX Risk
Risk measures from monthly returns over Apr 2021 – Mar 2022.
- 1-year volatility (annualised): 12.14%
- Best month: +5.39% (Dec 2021)
- Worst month: −6.42% (Jan 2022)
OMEAX Fund Flows
Monthly money in and out of JPMorgan Market Expansion Enhanced Index Fund, from SEC Form N-PORT.
- 12-month net flow: $68.3M
- 12-month gross sales (incl. reinvestments): $194.1M
- Sales ÷ redemptions: 1.54×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2022 | $4.3M | $14.0M | −$9.7M |
| Feb 2022 | $4.7M | $6.0M | −$1.3M |
| Jan 2022 | $4.5M | $14.4M | −$10.0M |
| Dec 2021 | $128.4M | $28.6M | $99.7M |
| Nov 2021 | $4.8M | $7.2M | −$2.4M |
| Oct 2021 | $4.0M | $6.2M | −$2.2M |
| Sep 2021 | $5.1M | $5.9M | −$812K |
| Aug 2021 | $7.0M | $7.3M | −$353K |
| Jul 2021 | $10.2M | $9.6M | $533K |
| Jun 2021 | $9.1M | $9.2M | −$154K |
| May 2021 | $5.2M | $7.6M | −$2.3M |
| Apr 2021 | $7.0M | $9.7M | −$2.8M |
OMEAX Assets Under Management
Net assets of JPMorgan Market Expansion Enhanced Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-03-31 | $1.09B |
| 2021-12-31 | $1.16B |
| 2021-09-30 | $1.10B |
| 2021-06-30 | $1.12B |
| 2021-03-31 | $1.08B |
| 2020-12-31 | $976.48M |
| 2020-09-30 | $804.65M |
| 2020-06-30 | $798.94M |
| 2020-03-31 | $683.44M |
| 2019-12-31 | $949.13M |
| 2019-09-30 | $899.99M |
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.