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JPM HIGHBRIDGE STATISTICAL MARKET NEUTRAL A GBP HDG - Fund overview

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Overview of JPM HIGHBRIDGE STATISTICAL MARKET NEUTRAL A GBP HDG

Seeks to consistently achieve attractive risk adjusted returns through allocations to alpha generating strategies, whilst maintaining a focus on capital preservation. Long and short positions are generated from the statistical arbitrage system’s four components. The fund's Investment universe is US equities with characteristics similar to the Russell 1000 Index. This fund attempts to neutralise market risk and may perform better in volatile and falling markets, whilst it could under-perform a strongly rising market.

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Fund summary

Sector	–
Product type	OFFSHORE FUND
Launched	July, 2008
Size	£368m
Yield	0.9%
Charging basis	–
Dividends paid	–
Bid price	7,517.00p

Fund Charges

Standard Initial charge	5.00%
Initial charge via Bestinvest	0.00%
Additional bid/offer spread	0.50%
Annual management charge	1.50%
Total expense ratio	1.90%
Reduction in yield (10yr)	1.95%

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Portfolio

jpm highbridge statistical market neutral a gbp hdg asset allocation illustration

Allocation		Proportion

	Equity	–
	High yield bonds	–
	Quality bonds	–
	Property	–
	Commodities	–
	Hedge	100%
	Fund cash	–

No data available.

View all performance data for JPM HIGHBRIDGE STATISTICAL MARKET NEUTRAL A GBP HDG

Investment process

Statistical arbitrage system’s four components are:-
1) Forecasting System - to identify investment opportunities.
2) Factor Model - This estimates security risk and common factor risk.
3)Optimiser - attempts to maximise risk adjusted returns.
4) Order Management system - efficiently executes trades by minimising market impact and transaction costs.

The value of your investments and the income from them can go down as well as up, and you can get back less than you originally invested. Past performance or any yields quoted should not be considered reliable indicators of future returns. Before investing in funds please check the specific risk factors on the key features document or refer to our risk warning notice as some funds can be high risk or complex; they may also have risks relating to the geographical area, industry sector and/or underlying assets in which they invest. Prevailing tax rates and relief are dependent on your individual circumstances and are subject to change.

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