Fact sheet: JPM Liq Euro Liquidity

Fund information

Fund name
JPM Liq Euro Liquidity Morgan flex Dis NAV
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Joe McConnell
since 01/01/1995
Fund objective
The Sub-Fund seeks to achieve a return inthe Reference Currency in line with prevailing money market rateswhilst aiming to preserve capital consistent with such rates and tomaintain a high degree of liquidity.
Benchmark
1W EUR LIBID
Investment style
Liquidity
Investment method
None

Quick stats

1 Year return

-0.36 %

1 Year rank in sector

20/51

Sector

FO Currency - Euro

Yield
-
Fund size

£ 16.8 b

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    26.9%
  • Japan
    12%
  • Germany
    7.9%
  • Netherlands
    7.2%
  • USA
    6.9%
  • Commercial Paper
    33.8%
  • Certificates of Deposit
    29%
  • Asset Backed Commercial Paper
    12.8%
  • Time Deposits
    8.3%
  • Short Term Asset Backed
    5.8%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.03 %-0.19 %-0.36 %-0.66 %-0.62 %
Sector-0.04 %-0.51 %-1.04 %-1.54 %-1.48 %
Rank within sector18 / 5321 / 5220 / 5122 / 4919 / 44
Quartile th2 nd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20182017201620152014
Fund0 %-0.36 %-0.24 %-0.05 %0.02 %
Sector-0.01 %-1.1 %-0.4 %-0.07 %0.15 %
Rank within sector6 / 5322 / 5123 / 4921 / 4627 / 46
Quartile th1 st2 nd2 nd2 nd3 rd

Risk statistics

Alpha-0.12
Beta0.18
Sharpe-
Volatility0.04
Tracking error0.14
Information ratio2.16
R-Squared0.55

Price movement

52 week high1
52 week low1
Current bid price0
Current offer price0
Current mid price1

Holdings by region

  • 26.9% France
  • 12% Japan
  • 7.9% Germany
  • 7.2% Netherlands
  • 6.9% USA
  • 6.4% Sweden
  • 6% China
  • 5.9% Belgium
  • 5.1% Eurozone
  • 4.4% Canada

Holdings by sector

  • 33.8% Commercial Paper
  • 29% Certificates of Deposit
  • 12.8% Asset Backed Commercial Paper
  • 8.3% Time Deposits
  • 5.8% Short Term Asset Backed
  • 5.2% Medium Dated Bonds
  • 5.1% Others

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 2.65% GROUP BPCE 01/02/2018
  • 1.76% BNP Paribas 01/02/2018
  • 1.23% LMA SA (Calyon)
  • 1.18% Cooperatieve Rabobank U.A 06/15/2018
  • 1.18% ING Bank NV
  • 1.18% ING Groep NV 03/27/2018
  • 1.18% MIZUHO BANK LTD/LONDON 0% BDS 29/01/18 EUR1
  • 1.18% Nordea Bank AB 06/11/2018
  • 1.18% Republic of France 01/03/2018
  • 1.18% SUMITOMO MITSUI FINANCIAL GROUP INCORPOR 01/05/2018