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

0.4 %

1 Year rank in sector

40/56

Sector

FO Currency - US Dollar

Yield

0.76

Fund size

£ 2.6 b

FE Risk score

88

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    93.7%
  • Australia
    4%
  • France
    2.3%
  • Government Agency Bonds
    35.7%
  • Government Bonds
    32.8%
  • Short Term Asset Backed
    31.5%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.06 %0.29 %0.4 %0.42 %0.48 %
Sector0.05 %0.31 %0.47 %1 %0.78 %
Rank within sector38 / 5837 / 5740 / 5636 / 5231 / 46
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20182017201620152014
Fund0.04 %0.36 %0.01 %0.01 %0.01 %
Sector0.03 %0.44 %0.4 %0.08 %-0 %
Rank within sector34 / 5840 / 5642 / 5328 / 5226 / 48
Quartile th3 rd3 rd4 th3 rd3 rd

Risk statistics

Alpha0.06
Beta0.21
Sharpe-
Volatility0.06
Tracking error0.09
Information ratio-1.92
R-Squared0.11

Price movement

52 week high10078.81
52 week low10038.64
Current bid price0
Current offer price0
Current mid price10078.81

Holdings by region

  • 93.7% USA
  • 4% Australia
  • 2.3% France

Holdings by sector

  • 35.7% Government Agency Bonds
  • 32.8% Government Bonds
  • 31.5% Short Term Asset Backed

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 19.91% Wells Fargo & Co. (Repo) 01/02/2018
  • 9.31% Bank of America Corporation (Repo) 01/02/2018
  • 5.95% UNITED STATES OF AMER TREAS BILLS 0% TB 05/04/18 USD100
  • 5.95% UNITED STATES OF AMER TREAS BILLS 0% TB 26/04/18 USD100
  • 3.98% Federal Home Loan Banks 08/01/2018
  • 3.98% UNITED STATES OF AMER TREAS NOTES 0.75% BDS 28/02/18 USD100
  • 3.98% UNITED STATES OF AMER TREAS NOTES FRN 31/01/18 USD1000
  • 3.97% Federal National Mortgage Association 02/26/2018
  • 3.97% Federal National Mortgage Association 02/27/2018
  • 3.97% UNITED STATES OF AMER TREAS BILLS 0% TB 08/03/18 USD100