Fact sheet: Zurich JPM Stg Liq Pn

Fund information
Fund name
Zurich JPM Sterling Liquidity Pn CS1
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
  • Olivia Maguiresince 14/04/1996
Underlying fund
JPM Liq Stg Liq
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
  • 1-Week GBP Libid
Investment style
Liquidity
Investment method
Short Dated Bonds, Certificate of Deposit, Deposits
Quick stats
1 Year return
0.5%
1 Year rank in sector
23/241
Sector
PN Money Market
Yield
-
Fund size
£0m
Top in this sector
Fund name1 Year
Zurich BlackRock EurLiq Fst Pn19.3%
ReAssure HL FxIntPn Stf Pn7.4%
ReAssure HL FxIntPnStf LS Pn7.4%
Phoenix Fixed Int Individual Pn6.6%
Phoenix Prop Old Bldg Society Pn4.9%
...more in PN Money Market

Performance snapshot

Holdings snapshot

  • France24.5%
    Japan15%
    Netherlands10.2%
    Australia10.1%
    Canada8.8%
  • Others40.9%
    Time Deposits25.5%
    Certificates of Deposit23.6%
    Commercial Paper10%
  • Money Market100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0%0.1%0.2%0.5%--
Sector-0.1%-0.1%0.3%0.5%1%1.5%
Rank within sector16 / 24928 / 24624 / 24723 / 241--
Quartile1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund0.5%----
Sector0.5%0%0.4%0.2%0.3%
Rank within sector20 / 242----
Quartile1st
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.
-
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%.
-
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.
-
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.
-
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 high502.8
52 week low500.1
Current bid price-
Current offer price-
Current mid price502.8
Region
1France24.5%
2Japan15%
3Netherlands10.2%
4Australia10.1%
5Canada8.8%
6Germany8.5%
7UK6.6%
8USA5%
9Others4.8%
Industry sector
1Others40.9%
2Time Deposits25.5%
3Certificates of Deposit23.6%
4Commercial Paper10%
Asset type
1Money Market100%
Individual holdings
1BRED BANQUE POPULAIRE 0.22% SEP-01-20166.7%
2CREDIT AGRICOLE CIB (LONDON) 0.19% SEP-01-20166%
3BNP PARIBAS - LONDON BRANCH 0.21% SEP-02-20163%
4RABOBANK LONDON 0.20% SEP-01-20163%
5RABOBANK LONDON 0.20% SEP-02-20163%
6AGENCE CENTRALE DES ORGANISMES DE SECURI 0.24% SEP-12-20162.4%
7BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON 0.18% SEP-01-20162.4%
8ING BANK NV 0.17% SEP-01-20162.4%
9SVENSKA HANDELSBANKEN AB - LONDON 0.55% JAN-09-20172.2%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension 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
  • 1-Week GBP Libid
Investment style
Liquidity
Investment method
Short Dated Bonds, Certificate of Deposit, Deposits
Fund manager
NameSinceBiography
Olivia Maguire14/04/1996Present: Portfolio Manager: JPMorgan - since March 2004 – Present (Fund manager on the Global cash desk managing EUR and GBP AAA/Aaa money market liquidity funds) Experience: Project Manager: JPMorgan - 1998 – 2004 Education: UCD Michael Smurfit Graduate School of Business Master in Business Studies, Business Studies & Management of Information Systems 1997 – 1998 University College Dublin BComm, Commerce & Accounting 1994 – 1997 CFA Institute - CFA Charter, Awarded 2008
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich JPM Sterling Liquidity Pn CS1
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price502.8
CurrencyGBX
Price updated02/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeMWGL
Zurich JPM Sterling Liquidity Pn ZP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyGBX
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJLYM
Zurich JPM Sterling Liquidity Pn ZP Inet
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyGBX
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJLYN
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.