Fact sheet: JPM Liq $ Govt Liq

Fund information

Fund name
JPM Liq US Dollar Government Liquidity A NAV
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Christopher Mercy
since 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

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.23 %

1 Year rank in sector

43/57

Sector

FO Currency - US Dollar

Yield

0.52

Fund size

£ 3.1 b

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    96.5%
  • Australia
    1.9%
  • UK
    1.6%
  • Government Bonds
    56%
  • Short Term Asset Backed
    26.2%
  • Government Agency Bonds
    17.8%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.04 %0.2 %0.23 %0.25 %0.32 %
Sector0.09 %0.17 %0.47 %0.8 %0.75 %
Rank within sector42 / 5842 / 5743 / 5738 / 5232 / 46
Quartile th3 rd3 rd4 th3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.23 %0.01 %0.01 %0.01 %0.05 %
Sector0.33 %0.4 %0.08 %-0 %-0.09 %
Rank within sector42 / 5744 / 5428 / 5225 / 4817 / 46
Quartile th3 rd4 th3 rd3 rd2 nd

Risk statistics

Alpha0.05
Beta0.11
Sharpe-
Volatility0.04
Tracking error0.09
Information ratio-1.9
R-Squared0.05

Price movement

52 week high10061.42
52 week low10038.16
Current bid price0
Current offer price0
Current mid price10061.42

Holdings by region

  • 96.5% USA
  • 1.9% Australia
  • 1.6% UK

Holdings by sector

  • 56% Government Bonds
  • 26.2% Short Term Asset Backed
  • 17.8% Government Agency Bonds

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 20.45% Wells Fargo & Co. (Repo) 10/02/2017
  • 12.36% UNITED STATES OF AMER TREAS NOTES 0.750% TB 31/10/17 USD100
  • 6.14% UNITED STATES OF AMER TREAS NOTES 0.875% BDS 15/10/17 USD100
  • 6.13% UNITED STATES OF AMER TREAS BILLS 0% TB 12/10/17 USD100
  • 6.13% UNITED STATES OF AMER TREAS BILLS 0% TB 19/10/17 USD100
  • 6.13% UNITED STATES OF AMER TREAS BILLS 0% TB 26/10/17 USD100
  • 5.23% UNITED STATES OF AMER TREAS BILLS 0% TB 09/11/17 USD1
  • 4.09% Federal Home Loan Banks 08/01/2018
  • 4.09% UNITED STATES OF AMER TREAS NOTES FRN 31/01/18 USD1000
  • 2.45% UNITED STATES DEPARTMENT OF THE TREASURY