Fact sheet: JPM Liq $ Govt Liq

Fund information
Fund name
JPM Liq US Dollar Government Liquidity A NAV
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund manager
  • Christopher Mercysince 18/12/2008
Fund objective
The Sub-Fund seeks to achieve a return in the Reference Currency in line with prevailing moneymarket rates whilst aiming to preserve capital consistent with such rates and to maintain a highdegree of liquidity.
Benchmark
  • iMoneyNet Institutional Government Money Fund Index
Investment style
Liquidity
Investment method
Short Dated Bonds
Quick stats
1 Year return
0%
1 Year rank in sector
43/56
Sector
FO Currency - US Dollar
Yield
0%
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.55%
Fund size
£2,100m (£2,800m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
73
Top in this sector
Fund name1 Year
BlackRock ICSInt$UlStBd1%
Amundi Cash USD0.8%
CMI US Dollar Currency Reserve0.8%
Hume Caut MA $0.7%
Dimensional One Year Fxd Inc Pfl0.7%
...more in FO Currency - US Dollar

Performance snapshot

Holdings snapshot

  • USA98.1%
    Australia1.7%
    France0.2%
  • Government Agency Bonds44.8%
    Short Term Asset Backed30.8%
    Government Bonds24.4%
  • Money Market100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0%0%0%0%0%0.1%
Sector0.1%0.1%0.2%0.4%0.4%0.7%
Rank within sector38 / 5942 / 5944 / 5843 / 5637 / 5032 / 47
Quartile3rd3rd4th4th3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund0%0%0%0%0.1%
Sector0.3%0.1%-0%-0.1%0.4%
Rank within sector43 / 5628 / 5326 / 5019 / 4924 / 47
Quartile4th3rd3rd2nd3rd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
0.01
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.01
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
0.08
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-1.53
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.06
Price movement
52 week high10038.28
52 week low10037.28
Current bid price-
Current offer price-
Current mid price10038.28
Region
1USA98.1%
2Australia1.7%
3France0.2%
Industry sector
1Government Agency Bonds44.8%
2Short Term Asset Backed30.8%
3Government Bonds24.4%
Asset type
1Money Market100%
Individual holdings
1WELLS FARGO SECURITIES LLC (REPO) 0.50% OCT-03-201618.33%
2GOLDMAN SACHS & CO. (REPO) 0.50% OCT-03-201611.58%
3UNITED STATES OF AMER TREAS BILLS 0% TB 08/12/16 USD1005.79%
4UNITED STATES OF AMER TREAS NOTES 3.125% BDS 28/02/17 USD1003.24%
5UNITED STATES OF AMER TREAS NOTES 4.65% TB 15/11/16 USD10002.91%
6Federal Home Loan Banks JUL-21-20172.89%
7Federal Home Loan Banks MAR-27-20172.51%
8UNITED STATES OF AMER TREAS NOTES 3.125% TB 31/12/16 USD10001.94%
9UNITED STATES OF AMER TREAS NOTES 0.75% BDS 30/04/17 USD10001.93%
Management
Fund manager group
JP Morgan
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund objective
The Sub-Fund seeks to achieve a return in the Reference Currency in line with prevailing moneymarket rates whilst aiming to preserve capital consistent with such rates and to maintain a highdegree of liquidity.
Benchmark
  • iMoneyNet Institutional Government Money Fund Index
Investment style
Liquidity
Investment method
Short Dated Bonds
Fund manager
NameSinceBiography
Christopher Mercy18/12/2008Christopher Mercy joined J.P. Morgan in 1994. He is a Financial Risk Manager and member of the Columbus U.S. Fixed Income Money Market Team responsible for the trading and management of money market securities for both money market funds and separately managed accounts. Christopher has held the positions of senior portfolio manager and senior trader on the money market desk and municipal trader on the fixed income trading desk. He finished B.B.A., Finance, University of Texas, Arlington and M.B.A., Fisher College of Business, Ohio State University. He has 21 years of Industry Experience, 16 years of Firm Experience and 5 years of Fund Experience.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Bahrain, Switzerland, Chile, Cyprus, Germany, Denmark, Spain, Finland, France, United Kingdom, Greece, Ireland, Iceland, Italy, Jersey, Luxembourg, Netherlands, Norway, Offshore, Peru, Sweden
JPM Liq US Dollar Government Liquidity A
Initial charge-
Annual charge0.4%
Min single investment£50,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.55%
Total expense ratio (TER)0.55%
Bid price10038.28
Offer price10038.28
Mid price-
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeETM8
JPM Liq US Dollar Government Liquidity A NAV
Initial charge-
Annual charge0.4%
Min single investment£50,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.55%
Total expense ratio (TER)0.55%
Bid price-
Offer price-
Mid price10038.28
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeETM7
JPM Liq US Dollar Government Liquidity C
Initial charge-
Annual charge0.16%
Min single investment£10,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.21%
Total expense ratio (TER)0.21%
Bid price10065.31
Offer price10065.31
Mid price-
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE6D8
JPM Liq US Dollar Government Liquidity C Dis
Initial charge-
Annual charge0.16%
Min single investment£10,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.21%
Total expense ratio (TER)0.21%
Bid price1
Offer price1
Mid price-
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE1CK
JPM Liq US Dollar Government Liquidity C Dis NAV
Initial charge-
Annual charge0.16%
Min single investment£10,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.21%
Total expense ratio (TER)0.21%
Bid price-
Offer price-
Mid price1
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE1CL
JPM Liq US Dollar Government Liquidity C NAV
Initial charge-
Annual charge0.16%
Min single investment£10,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.21%
Total expense ratio (TER)0.21%
Bid price-
Offer price-
Mid price10065.31
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE6D9
JPM Liq US Dollar Government Liquidity Institutional
Initial charge-
Annual charge0.16%
Min single investment£10,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.21%
Total expense ratio (TER)0.21%
Bid price10011.06
Offer price10011.06
Mid price-
CurrencyUSD
Price updated27/07/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1CM
JPM Liq US Dollar Government Liquidity Institutional Dis
Initial charge-
Annual charge0.16%
Min single investment£10,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.21%
Total expense ratio (TER)0.21%
Bid price1
Offer price1
Mid price-
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE6E0
JPM Liq US Dollar Government Liquidity Institutional Dis NAV
Initial charge-
Annual charge0.16%
Min single investment£10,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.21%
Total expense ratio (TER)0.21%
Bid price-
Offer price-
Mid price1
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE6E1
JPM Liq US Dollar Government Liquidity Institutional NAV
Initial charge-
Annual charge0.16%
Min single investment£10,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.21%
Total expense ratio (TER)0.21%
Bid price-
Offer price-
Mid price10011.06
CurrencyUSD
Price updated27/07/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1CN
JPM Liq US Dollar Government Liquidity JPMorgan Dis
Initial charge-
Annual charge0.5%
Min single investment£10,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.59%
Total expense ratio (TER)0.59%
Bid price1
Offer price1
Mid price-
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFFVD
JPM Liq US Dollar Government Liquidity JPMorgan Dis NAV
Initial charge-
Annual charge0.5%
Min single investment£10,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.59%
Total expense ratio (TER)0.59%
Bid price-
Offer price-
Mid price1
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFFVE
Data provided by

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