Manager Skill Review · Fund (strategy-level)
SEEGX — JPMorgan Large Cap Growth Fund
Strategy-level ERM3 read from the fund's reported holdings — the mandate-accurate view. The stock-selection residual — the return remaining after the model's specified market, sector, subsector, and style exposures — persists out of sample.
Large Growth · 62 holdings · eff. N 18 · top-10 60%
- Evidence
- N-PORT · registered-fund holdings
- Holdings as of
- 2026-05-31
- Filed
- 2026-08-14
- Model
- ERM3 v3.0
Summary Risk Profile
Return attribution vs risk decompositionJPMorgan Large Cap Growth Fund is a Large Growth strategy across 62 names (effective N 18, top-10 60%). JPMorgan Large Cap Growth Fund's +21.5% trailing return was led by market beta (+30.9% market); stock selection contributed +1.0%. About 5% of the trailing gross return came from stock selection versus buyable and style exposure — a exposure-driven signature (return-based, swings with the window).Beta to SPY 1.07 explains 88% of NAV variance; ERM3's multifactor model captures 96% · modeled-vs-reported NAV correlation 0.87 over 244 months.Evidence — not a recommendation.
Key
Cumulative return
trailing 12m · gross vs buyableStrategy-level read from the fund's reported holdings via the RiskModels ERM3 model. Figures are gross, holdings-derived, and within-mandate. Informational use only — not investment advice.