Fact sheet: JPM Liq AUD Liq

Fund information

Fund name
JPM Liq Australian Dollar Liquidity A Acc NAV AUD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Aidan Shevlin
since 12/10/2010
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
Reserve Bank of Australia Interbank Overnight Cash Rate
Investment style
Liquidity
Investment method
None

Quick stats

1 Year return

1.21 %

1 Year rank in sector

6/23

Sector

FO Currency - Other

Yield

1.11

Fund size

£ 714.8 m

FE Risk score

93

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Australia
    16.2%
  • France
    12.9%
  • Japan
    11.3%
  • USA
    9.3%
  • China
    8.9%
  • Commercial Paper
    31.5%
  • Medium Dated Bonds
    31.2%
  • Certificates of Deposit
    20.6%
  • Others
    6.6%
  • Time Deposits
    5.3%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.09 %0.6 %1.21 %4.6 %9.3 %
Sector-0.15 %0.3 %0.45 %-0.06 %-0.1 %
Rank within sector4 / 247 / 236 / 233 / 212 / 20
Quartile th1 st2 nd2 nd1 st1 st

Calendar performance

YTD-20172016201520142013
Fund0.96 %1.42 %1.73 %2.06 %2.25 %
Sector0.72 %-0.05 %-0.67 %0.28 %-0.42 %
Rank within sector7 / 235 / 221 / 222 / 201 / 20
Quartile th2 nd1 st1 st1 st1 st

Risk statistics

Alpha1.53
Beta-0.02
Sharpe-
Volatility0.09
Tracking error0.58
Information ratio2.59
R-Squared0.01

Price movement

52 week high11831.5
52 week low11691.02
Current bid price0
Current offer price0
Current mid price11831.5

Holdings by region

  • 16.2% Australia
  • 12.9% France
  • 11.3% Japan
  • 9.3% USA
  • 8.9% China
  • 7.6% UK
  • 7.3% Switzerland
  • 5.9% Canada
  • 5.5% Singapore
  • 4.1% Netherlands

Holdings by sector

  • 31.5% Commercial Paper
  • 31.2% Medium Dated Bonds
  • 20.6% Certificates of Deposit
  • 6.6% Others
  • 5.3% Time Deposits
  • 4.8% Asset Backed Commercial Paper

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 9% HSBC Hong Kong 10/03/2017
  • 8.98% Australia and New Zealand Banking Group 10/03/2017
  • 7.01% CITIBANK N.A. (HONG KONG) 10/03/2017
  • 2.82% NESTLE HLDGS INC 3.75% NTS 18/01/18 AUD2000
  • 2.8% Republic of France 11/10/2017
  • 2.53% WESTPAC BANKING CORP FRN 24/01/18 AUD500000
  • 2.52% SUMITOMO MITSUI FINANCIAL GROUP INCORPOR 10/11/2017
  • 2.51% MetLife Inc. 12/08/2017
  • 2.24% AFRICAN DEVELOPMENT BANK FRN 31/05/18 AUD1000
  • 2.24% AGRICULTURAL BANK OF CHINA LIMITED 11/10/2017