JPM Global Macro Opportunities Fund B - Net Accumulation

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Morningstar Rating™(Relative to Category)30/09/2021
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearHighBelow Average5 star
5-YearHighAverage5 star
10-Year--Not Rated
OverallHighAverage5 star
 
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1 Year Daily Volatility Chart (annualised)
  • JPM Global Macro Opportunities Fund B - Net Accumulation
  • Morningstar UK Cau Tgt Alloc NR GBP
%
Volatility Measurements30/09/2021
 
3-Yr Std Dev4.37 %
3-Yr Mean Return7.24 %
 
3-Yr Sharpe Ratio1.50
 
Modern Portfolio Statistics30/09/202130/09/2021
 Standard IndexBest Fit Index
 Morningstar UK Cau Tgt Alloc NR GBP  S&P Global Agribusiness Equity TR USD
3-Yr Beta0.060.12
3-Yr Alpha6.385.45
 
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In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)