Fact sheet: JPM Liq USD Treas Liq

Fund information
Fund name
JPM Liq US Dollar Treasury Liquidity D NAV USD
Fund manager company
JPMorgan Asset Mgmt (Europe) S
Fund type
Offshore Fund
Fund manager
  • John Tobinsince 22/10/2003
Fund objective
The Sub-Fund seeks to achieve a return in the Reference Currency in line with prevailing money market rates whilst aiming to preserve capital consistent with such rates and to maintain a high degree of liquidity.
Benchmark
  • iMoneynet Institutional US Treasury and Repo Money Fund Index
Investment style
Liquidity
Investment method
Short Dated Bonds
Quick stats
1 Year return
0%
1 Year rank in sector
47/56
Sector
FO Currency - US Dollar
Yield
0.2%
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.
0.65%
Fund size
£38,000m (£30,400m 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.
76
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Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0%0%0%0%0%0%
Sector-0%0%0.2%0.4%0.6%0.8%
Rank within sector45 / 5745 / 5747 / 5747 / 5641 / 4940 / 47
Quartile4th4th4th4th4th4th
Calendar performance
 YTD - 20172016201520142013
Fund0%----
Sector0.1%0.4%0.1%-0%-0.1%
Rank within sector45 / 5748 / 5436 / 5230 / 4831 / 47
Quartile4th4th3rd3rd3rd
Risk statistics
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.
-
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.
-
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
0.01
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.
0.09
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.
-2.18
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.
-
Price movement
52 week high10039.44
52 week low10037.29
Current bid price-
Current offer price-
Current mid price10039.48
Region
1USA65.7%
2France12.4%
3Germany9%
4Japan4.8%
5UK4.4%
6Canada3.2%
7Australia0.5%
Industry sector
1Government Bonds59.5%
2Short Term Asset Backed40.5%
Asset type
1Money Market100%
Individual holdings
1UNITED STATES OF AMER TREAS NOTES FRN 31/07/17 USD10014.08%
2UNITED STATES OF AMER TREAS NOTES FRN 30/04/17 USD1008.31%
3UNITED STATES OF AMER TREAS NOTES FRN 31/10/17 USD1005.74%
4BNP Paribas (Repo) MAY-09-20174.03%
5Deutsche Bank AG (Repo) 04/05/20174.03%
6Deutsche Bank AG (Repo) 04/03/20174.02%
7UNITED STATES OF AMER TREAS NOTES 1.875% TB 31/08/17 USD10003.18%
8Deutsche Bank AG (Repo) 04/04/20172.69%
9Deutsche Bank AG (Repo) 04/06/20172.69%
Management
Fund manager group
J.P. Morgan Asset Management
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 money market rates whilst aiming to preserve capital consistent with such rates and to maintain a high degree of liquidity.
Benchmark
  • iMoneynet Institutional US Treasury and Repo Money Fund Index
Investment style
Liquidity
Investment method
Short Dated Bonds
Fund manager
NameSinceBiography
John Tobin22/10/2003John Tobin, is the head of portfolio management and lead portfolio manager for the global liquidity business. An employee since 2001, John's team is responsible for the management of all liquidity strategies globally. John is also co-chair of the Global Cash Investment Policy Committee. Prior to joining the firm, he was a principal and senior portfolio manager at State Street Global Advisors for three years. Prior to that, John spent eight years at The Dreyfus Corporation trading money market securities.Education:B.B.A., Finance, Hofstra University
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, Belgium, Bahrain, Switzerland, Chile, Germany, Denmark, Spain, Finland, France, United Kingdom, Greece, Hungary, Ireland, Iceland, Italy, Jersey, Luxembourg, Netherlands, Norway, Offshore, Peru, Sweden
JPM Liq US Dollar Treasury Liquidity A NAV USD
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 price11453.71
CurrencyUSD
Price updated22/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJX42
JPM Liq US Dollar Treasury Liquidity A USD
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 price11453.71
Offer price11453.71
Mid price-
CurrencyUSD
Price updated22/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJX43
JPM Liq US Dollar Treasury Liquidity Agency NAV USD
Initial charge-
Annual charge0.2%
Min single investment£5,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price1
CurrencyUSD
Price updated22/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ034
JPM Liq US Dollar Treasury Liquidity Agency USD
Initial charge-
Annual charge0.2%
Min single investment£5,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.25%
Bid price1
Offer price1
Mid price-
CurrencyUSD
Price updated22/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ033
JPM Liq US Dollar Treasury Liquidity C Dis NAV USD
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 updated22/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE1CU
JPM Liq US Dollar Treasury Liquidity C Dis USD
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 updated22/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE1CV
JPM Liq US Dollar Treasury Liquidity C NAV USD
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 price10168.53
CurrencyUSD
Price updated22/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeCRE9
JPM Liq US Dollar Treasury Liquidity C USD
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 price10168.53
Offer price10168.53
Mid price-
CurrencyUSD
Price updated22/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeCRE8
JPM Liq US Dollar Treasury Liquidity D NAV USD
Initial charge-
Annual charge0.45%
Min single investment£10,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.65%
Total expense ratio (TER)0.65%
Bid price-
Offer price-
Mid price10039.48
CurrencyUSD
Price updated22/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeCRF1
JPM Liq US Dollar Treasury Liquidity D USD
Initial charge-
Annual charge0.45%
Min single investment£10,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.65%
Total expense ratio (TER)0.65%
Bid price10039.48
Offer price10039.48
Mid price-
CurrencyUSD
Price updated22/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeCRF0
JPM Liq US Dollar Treasury Liquidity Institutional Dis NAV USD
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 updated22/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ036
JPM Liq US Dollar Treasury Liquidity Institutional Dis USD
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 updated22/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ035
JPM Liq US Dollar Treasury Liquidity Institutional NAV USD
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 price10034.8
CurrencyUSD
Price updated22/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1CW
JPM Liq US Dollar Treasury Liquidity Institutional USD
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 price10034.8
Offer price10034.8
Mid price-
CurrencyUSD
Price updated22/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1CX
JPM Liq US Dollar Treasury Liquidity Morgan NAV USD
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 updated22/05/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeJ044
JPM Liq US Dollar Treasury Liquidity Morgan USD
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 updated22/05/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeJP68
JPM Liq US Dollar Treasury Liquidity Premier NAV USD
Initial charge-
Annual charge0.4%
Min single investment£1,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.45%
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price1
CurrencyUSD
Price updated22/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ038
JPM Liq US Dollar Treasury Liquidity Premier USD
Initial charge-
Annual charge0.4%
Min single investment£1,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.45%
Total expense ratio (TER)0.45%
Bid price1
Offer price1
Mid price-
CurrencyUSD
Price updated22/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ037
JPM Liq US Dollar Treasury Liquidity R Dis NAV USD
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)-
Bid price-
Offer price-
Mid price1
CurrencyUSD
Price updated22/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC03C
JPM Liq US Dollar Treasury Liquidity R Dis USD
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)-
Bid price1
Offer price1
Mid price-
CurrencyUSD
Price updated22/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC03D
JPM Liq US Dollar Treasury Liquidity R NAV USD
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)-
Bid price-
Offer price-
Mid price10026.4
CurrencyUSD
Price updated22/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC03A
JPM Liq US Dollar Treasury Liquidity R USD
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)-
Bid price10026.4
Offer price10026.4
Mid price-
CurrencyUSD
Price updated22/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC03B
JPM Liq US Dollar Treasury Liquidity Reserves Dis USD
Initial charge-
Annual charge0.7%
Min single investment£10,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.79%
Total expense ratio (TER)0.79%
Bid price1
Offer price1
Mid price-
CurrencyUSD
Price updated22/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ039
JPM Liq US Dollar Treasury Liquidity Reserves NAV USD
Initial charge-
Annual charge0.7%
Min single investment£10,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.79%
Total expense ratio (TER)0.79%
Bid price-
Offer price-
Mid price1
CurrencyUSD
Price updated22/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJV88
JPM Liq US Dollar Treasury Liquidity X Acc NAV USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.05%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10010.05
CurrencyUSD
Price updated17/10/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEA7L
JPM Liq US Dollar Treasury Liquidity X Acc USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.05%
Total expense ratio (TER)-
Bid price10010.05
Offer price10010.05
Mid price-
CurrencyUSD
Price updated17/10/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEA7M
JPM Liq US Dollar Treasury Liquidity X Dis USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.05%
Total expense ratio (TER)0.05%
Bid price1
Offer price1
Mid price-
CurrencyUSD
Price updated22/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ031
JPM Liq US Dollar Treasury Liquidity X NAV USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.05%
Total expense ratio (TER)0.05%
Bid price-
Offer price-
Mid price1
CurrencyUSD
Price updated22/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ032
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.