FACTSHEET 31 MAY 2021
JPMorgan Investment Funds - Synthetic risk and reward indicator Based on
share class volatility for the past 5 years. See Key
Global Income Fund
Investor Information Document (KIID) for details.
Lower risk/ potential Higher risk/
Class: JPM Global Income A (mth) - USD (hedged) reward Not risk
risk--free potential reward
Fund overview Performance
ISIN Bloomberg Reuters
1 Class: JPM Global Income A (mth) - USD (hedged)
LU0815074496 JPGIAHD LX LU0815074496.LUF
2 Benchmark: 40% Bloomberg Barclays US High Yield 2% Issuer Cap Index
Investment objective: To provide regular income by investing primarily in a (Total Return Gross) Hedged to USD / 35% MSCI World Index (Total Return Net)
portfolio of income generating securities, globally, and through the use of Hedged to USD / 25% Bloomberg Barclays Global Credit Index (Total Return
derivatives. Gross) Hedged to USD
Investment approach GROWTH OF USD 100,000(in thousands) Calendar years
l Multi
Multi--asset approach, leveraging specialists from around JPMorgan Asset
Management's global investment platform, with a focus on risk risk--adjusted
income.
l Flexible implementation of the managers
managers’’ allocation views at asset class and
regional level.
Portfolio manager(s) Fund assets Domicile
Michael Schoenhaut EUR 23403.3m Luxembourg
Eric Bernbaum NAV Entry/exit charges
Gary Herbert USD 138.50 Entry charge (max) 5.00%
Investment Fund launch Exit charge (max) 0.50%
specialist(s) 11 Dec 2008 Ongoing charge 1.42%
31 May 2016 31 May 2021
Mark S Jackson Class launch
Olivia Mayell 31 Aug 2012 CALENDAR YEAR PERFORMANCE (%)
Jakob Tanzmeister
Fund reference
currency EUR
Share class
currency USD
USD
Fund ratings As at 31 May 2021
TM
Morningstar Category USD Moderate Allocation
Dividend History
Amount Record Date Payment Date Mth Dividend Yield Annualised yield
$0.4560 07 Apr 2021 15 Apr 2021 0.34 % 4.10 % 2016 2017 2018 2019 2020 YTD
$0.4600 07 May 2021 18 May 2021 0.33 % 4.07 % 6.65 8.59 -4.62 13.99 3.04 6.08
$0.4600 07 Jun 2021 15 Jun 2021 0.33 % 4.04 % 11.99 11.04 -3.23 18.62 9.97 4.53
RETURN (%)
CUMULATIVE ANNUALISED
1 month 3 months 1 year 3 years 5 years Launch
1.22 4.87 19.01 6.41 6.19 5.92
0.60 4.03 19.93 9.67 9.39 8.41
PERFORMANCE DISCLOSURES
Past performance is not a guide to current and future performance. The
value of your investments and any income from them may fall as well as PORTFOLIO ANALYSIS
rise and you may not get back the full amount you invested. Measurement 3 years 5 years
Source: J.P. Morgan Asset Management. Share class performance is shown Beta 0.90 0.91
based on the NAV (net asset value) of the share class with income (gross) Annualised volatility (%) 9.59 7.80
reinvested including actual ongoing charges excluding any entry and exit fees. Sharpe ratio 0.56 0.66
The return of your investment may change as a result of currency fluctuations if
your investment is made in a currency other than that used in the past
performance calculation.
Indices do not include fees or operating expenses and you cannot invest in
them.
The benchmark is for comparative purposes only unless specifically referenced
in the Sub
Sub--Funds' Investment Objective and Policy.
Dividend income shown is gross of any applicable tax.
See the material risks, general disclosures and definitions on pages 2 & 3.
PAGE 2 OF 3 | FACTSHEET | 31 MAY 2021 Class: JPM Global Income A (mth) - USD (hedged)
Holdings
TOP 10 Sector % of assets REGIONS (%)
RBC RTY Covered Call Note 07/30 Equity 1.0 55.6 United States 1.8 Japan
BC RTY Covered Call Note 06/21 Equity 1.0 20.2 Europe ex
ex--UK 4.5 Cash
UBS RTY Covered Call Note 08/31 Equity 1.0 Emerging
UBS RTY Covered Call Note 06/21 Equity 1.0 7.9
Markets
BC RTY Covered Call Note 06/21 Equity 1.0 4.9 United Kingdom
Prologis Equity 0.5 3.1 Canada
Taiwan Semiconductor Equity 0.5 2.0 Asia ex
ex--Japan
Samsung Electronics Equity 0.5
Coca
Coca--Cola Equity 0.4 ASSET ALLOCATION (%)
Roche Equity 0.4 25.9 US High Yield Non
Non--Agency
5.5
17.2 Global Equity Securitized
BOND QUALITY BREAKDOWN (%)
9.7 Preferred Equity Emerging
5.5
AAA: 1.3% Average duration: 5.4 yrs European High Markets Equity
AA: 1.7% 7.6 ELN Options
Yield 5.1
A: 1.0% 7.5 European Equity Overlay
BBB: 16.2% 5.9 Global REITs Emerging
2.2
Markets Debt
< BBB: 75.5%
3.4 Others
Non Rated: 4.3%
4.5 Cash
VALUE AT RISK (VAR) Fund Benchmark
VaR 6.30% 4.98%
VaR is a means of measuring the potential loss to a Sub
Sub--Fund due to market risk
and is expressed as the maximum potential loss at a 99% confidence level over
a one month time horizon. The holding period for the purpose of calculating
global exposure is one month.
Key risks
Investment risks Risks from the Sub
Sub--Fund
Fund’’s techniques and securities
The Sub
Sub--Fund is subject to Investment risks and Other associated risks
from the techniques and securities it uses to seek to achieve its objective. Techniques Securities
The table on the right explains how these risks relate to each other and Derivatives China - Investment grade debt
the Outcomes to the Shareholder that could affect an investment in Hedging Contingent convertible - Unrated debt
the Sub
Sub--Fund. bonds Emerging markets
Investors should also read Risk Descriptions in the Prospectus for a full Convertible securities Equities
description of each risk. Debt securities MBS/ABS
- Below investment REITs
grade debt
- Government debt
▼
Other associated risks Further risks the Sub
Sub--Fund is exposed to from its use
of the techniques and securities above
Credit Interest rate Market
Currency Liquidity
▼
Outcomes to the Shareholder Potential impact of the risks above
Loss Volatility Failure to meet the Sub-
Shareholders could lose Shares of the Sub
Sub--Fund Fund’s objective.
some or all of their will fluctuate in value.
money.
GENERAL DISCLOSURES liability in respect of any error or omission is accepted.
To the extent permitted by applicable law, we may record telephone calls and
Before investing, obtain and review the current prospectus, Key Investor monitor electronic communications to comply with our legal and regulatory
Information Document (KIID) and any applicable local offering obligations and internal policies. Personal data will be collected, stored and
document. These documents, as well as the annual and semi-annual processed by J.P. Morgan Asset Management in accordance with our EMEA
reports and the articles of incorporation, are available free from your Privacy Policy www.jpmorgan.com/emea
www.jpmorgan.com/emea--privacy privacy--policy
financial adviser, your J.P. Morgan Asset Management regional contact, For additional information on the subsub--fund
fund’’s target market please refer to the
the fund’s issuer (see below) or at www.jpmam.lu. Prospectus.
This material should not be considered as advice or an investment
recommendation. Fund holdings and performance are likely to have changed Top 10 holdings exclude derivative instruments, cash and cash equivalents.
since the report date. No provider of information presented here, including
Our primary aim is to maximise yield and as such the portfolio does not have a
index and ratings information, is liable for damages or losses of any type target of outperforming the benchmark. The Benchmark provides an
arising from use of their information. No warranty of accuracy is given and no indication of the risk profile of the fund.
PAGE 3 OF 3 | FACTSHEET | 31 MAY 2021 Class: JPM Global Income A (mth) - USD (hedged)
Non rated includes equities. any Fund or for any other purpose. Bloomberg Barclays Capital
Capital’’s only
relationship to the Licensee with respect to the Products is the licensing of
INFORMATION SOURCES certain trademarks and trade names of Bloomberg Barclays Capital and the
Fund information, including performance calculations and other data, is Bloomberg Barclays Capital indexes that are determined, composed and
provided by J.P. Morgan Asset Management (the marketing name for the calculated by Bloomberg Barclays Capital without regard to Licensee or the
asset management businesses of JPMorgan Chase & Co. and its affiliates Products.
worldwide). ISSUER
All data is as at the document date unless indicated otherwise.
© 2021 Morningstar. All Rights Reserved. The information contained herein: JPMorgan Asset Management (Europe) S.à r.l., 6, route de Trè
Trèves,
ves, LL--2633
(1) is proprietary to Morningstar; (2) may not be copied or distributed; and (3) Senningerberg, Luxembourg. B27900, corporate capital EUR 10.000.000.
is not warranted to be accurate, complete or timely. Neither Morningstar nor
its content providers are responsible for any damages or losses arising from DEFINITIONS
any use of this information.
Beta a measure of a fund
fund’’s sensitivity to market movements (as represented
by the fund
fund’’s benchmark). A beta of 1.10 suggests the fund could perform
10% better than the benchmark in up markets and 10% worse in down
Benchmark Source: MSCI. Neither MSCI nor any other party involved in or related markets, assuming all other factors remain constant.
to compiling, computing or creating the MSCI data makes any express or Annualised volatility (%) an absolute measure of volatility and measures the
implied warranties or representations with respect to such data (or the results extent to which returns vary up and down over a given period. High volatility
to be obtained by the use thereof), and all such parties hereby expressly means that the returns have been more variable over time. The measure is
disclaim all warranties of originality, accuracy, completeness, merchantability expressed as an annualised value.
or fitness for a particular purpose with respect to any of such data. Without Sharpe ratio measures the performance of an investment adjusting for the
limiting any of the foregoing, in no event shall MSCI, any of its affiliates or any amount of risk taken (compared a risk
risk--free investment). The higher the
third party involved, in or related to compiling, computing, or creating the Sharpe ratio the better the returns compared to the risk taken.
data have any liability for any direct, indirect, special, punitive, consequential or
any other damages (including lost profits) even if notified of the possibility of
such damages. No further distribution or dissemination of the MSCI data is
permitted without MSCI's express written consent.
Benchmark source: The Products are not sponsored, endorsed, sold or promoted
by Bloomberg Barclays Capital, and Bloomberg Barclays Capital makes no
warranty, express or implied, as to the results to be obtained by any person or
entity from the use of any index, any opening, intra
intra--day or closing value
therefor, or any data included therein or relating thereto, in connection with
