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
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,Capital Protection Targeted
Investment method
Short Dated Bonds

Performance snapshot

Quick stats

1 Year return

0.12 %

1 Year rank in sector

43/57

Sector

FO Currency - US Dollar

Yield

0.5

Fund size

£ 2.8 b

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    94.2%
  • Australia
    3.3%
  • France
    2.5%
  • Government Agency Bonds
    42.1%
  • Short Term Asset Backed
    33.3%
  • Government Bonds
    24.6%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.04 %0.11 %0.12 %0.14 %0.21 %
Sector-0.01 %0.15 %0.39 %0.64 %0.76 %
Rank within sector40 / 5942 / 5843 / 5738 / 5334 / 47
Quartile th3 rd3 rd4 th3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.11 %0.01 %0.01 %0.01 %0.05 %
Sector0.17 %0.4 %0.08 %-0 %-0.09 %
Rank within sector42 / 5844 / 5527 / 5324 / 4917 / 47
Quartile th3 rd4 th3 rd2 nd2 nd

Risk statistics

Alpha0.04
Beta0.01
Sharpe-
Volatility0.02
Tracking error0.09
Information ratio-1.91
R-Squared0

Price movement

52 week high10049.88
52 week low10037.94
Current bid price0
Current offer price0
Current mid price10049.88

Holdings by region

  • 94.2% USA
  • 3.3% Australia
  • 2.5% France

Holdings by sector

  • 42.1% Government Agency Bonds
  • 33.3% Short Term Asset Backed
  • 24.6% Government Bonds

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 18.95% Wells Fargo & Co. (Repo) 07/03/2017
  • 9.48% UNITED STATES OF AMER TREAS NOTES FRN 31/07/17 USD100
  • 6.91% Federal National Mortgage Association 08/02/2017
  • 5.68% TREASURY NOTE (OTR) 0.625 09/30/2017
  • 5.67% Federal National Mortgage Association 10/02/2017
  • 5.67% UNITED STATES OF AMER TREAS BILLS 0% BDS 14/09/17 USD100
  • 4.73% UNITED STATES OF AMER TREAS BILLS 0% TB 07/09/17 USD100
  • 3.8% UNITED STATES OF AMER TREAS NOTES FRN 31/01/18 USD1000
  • 3.79% UNITED STATES OF AMER TREAS BILLS 0% TB 20/07/17 USD100
  • 3.47% Bank of America Corporation (Repo) 07/03/2017