JPMorgan Funds – Systematic Alpha Fund

Helping investors access alternative beta

The JPMF – Systematic Alpha Fund provides access to strategies often associated with hedge fund investments in a structure that offers daily liquidity, transparency and competitive fees.

Systematic exposure to alternative risk factors

The JPMF - Systematic Alpha Fund aims to capture the systematic components of hedge fund returns, often referred to as hedge fund beta. The fund provides exposure to strategies exploited by a broad spectrum of hedge funds, but it is important to note that this is not a hedge fund index replication or a fund of hedge funds. It is constructed to be beta neutral.


Fund highlights

  • Diversified alternatives exposure – captures returns from risk premia associated with different hedge fund styles within a single portfolio.
  • Lowly correlated sources of return – allocates to several alternative strategies including equity long/short, global macro, merger arbitrage and convertible bond arbitrage.
  • Risk-controlled return profile – seeks to produce absolute returns with a typical annualised volatility of 5%.
  • Low correlation to equity and fixed income – ideal for use as a portfolio diversifier and as a replacement for existing alternatives allocations.

VIDEO: Investment strategy. March 2013



Key Facts

  • ISIN: LU0406668003
  • Benchmark: BBA 1 Month EUR LIBOR
  • Fund Manager: Yazann Romahi / Katherine Santiago
  • Share class launch data: 1 July 2009
  • Share class currency: EUR