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

0.29 %

1 Year rank in sector

42/58

Sector

FO Currency - US Dollar

Yield

0.57

Fund size

£ 2.9 b

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    98.4%
  • France
    1.6%
  • Government Agency Bonds
    44.6%
  • Government Bonds
    29.6%
  • Short Term Asset Backed
    25.8%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.05 %0.24 %0.29 %0.31 %0.37 %
Sector0.06 %0.26 %0.45 %0.86 %0.81 %
Rank within sector40 / 5942 / 5942 / 5838 / 5332 / 47
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.29 %0.01 %0.01 %0.01 %0.05 %
Sector0.39 %0.4 %0.08 %-0 %-0.09 %
Rank within sector42 / 5844 / 5528 / 5327 / 4919 / 47
Quartile th3 rd4 th3 rd3 rd2 nd

Risk statistics

Alpha0.04
Beta0.17
Sharpe-
Volatility0.05
Tracking error0.09
Information ratio-2.03
R-Squared0.12

Price movement

52 week high10067.13
52 week low10038.26
Current bid price0
Current offer price0
Current mid price10067.13

Holdings by region

  • 98.4% USA
  • 1.6% France

Holdings by sector

  • 44.6% Government Agency Bonds
  • 29.6% Government Bonds
  • 25.8% Short Term Asset Backed

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 17.91% Wells Fargo & Co. (Repo) 11/01/2017
  • 10.73% Federal National Mortgage Association 12/18/2017
  • 7.15% Federal National Mortgage Association 12/14/2017
  • 6.34% Bank of America Corporation (Repo) 11/01/2017
  • 5.36% FEDERAL NATIONAL MORTGAGE ASSOC 0% NTS 06/01/14 USD100
  • 5.34% UNITED STATES OF AMER TREAS BILLS 0% TB 05/04/18 USD100
  • 5.34% UNITED STATES OF AMER TREAS BILLS 0% TB 26/04/18 USD100
  • 5.21% Federal Home Loan Mortgage Corp. 01/09/2018
  • 4.58% UNITED STATES OF AMER TREAS BILLS 0% TB 09/11/17 USD1
  • 3.58% UNITED STATES OF AMER TREAS NOTES FRN 31/01/18 USD1000