Fact sheet: JPM Liq Euro Liquidity

Fund information

Fund name
JPM Liq Euro Liquidity D NAV
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
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,Capital Protection Targeted
Investment method
None

Quick stats

1 Year return

-0.47 %

1 Year rank in sector

37/53

Sector

FO Currency - Euro

Yield
-
Fund size

£ 15.1 b

FE Risk score

71

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    26.5%
  • Japan
    11.3%
  • USA
    10.6%
  • China
    9.1%
  • Sweden
    9%
  • Commercial Paper
    35.5%
  • Certificates of Deposit
    30.4%
  • Others
    22.1%
  • Asset Backed Commercial Paper
    12%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.04 %-0.25 %-0.47 %-0.73 %-0.72 %
Sector-0.08 %-0.52 %-0.97 %-1 %-0.8 %
Rank within sector39 / 5638 / 5437 / 5333 / 5032 / 46
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.27 %-0.37 %-0.09 %0 %0.01 %
Sector-0.58 %-0.4 %-0.07 %0.15 %0.02 %
Rank within sector38 / 5439 / 5228 / 4833 / 4922 / 46
Quartile th3 rd3 rd3 rd3 rd2 nd

Risk statistics

Alpha-0.16
Beta0.25
Sharpe-
Volatility0.06
Tracking error0.13
Information ratio0.69
R-Squared0.5

Price movement

52 week high10229.13
52 week low10180.76
Current bid price0
Current offer price0
Current mid price10180.61

Holdings by region

  • 26.5% France
  • 11.3% Japan
  • 10.6% USA
  • 9.1% China
  • 9% Sweden
  • 8.3% Netherlands
  • 8.2% Germany
  • 5.7% Others
  • 4.5% Belgium
  • 3.5% Switzerland

Holdings by sector

  • 35.5% Commercial Paper
  • 30.4% Certificates of Deposit
  • 22.1% Others
  • 12% Asset Backed Commercial Paper

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 3.08% GROUP BPCE 07/03/2017
  • 2.12% BNP Paribas 07/03/2017
  • 2.06% BANK OF CHINA LIMITED 07/03/2017
  • 2.02% Nordea Bank AB 07/27/2017
  • 1.71% Svenska Handelsbanken AB
  • 1.4% INDUSTRIAL AND COMMERCIAL BANK OF CHINA 07/18/2017
  • 1.37% BNP Paribas 07/03/2017
  • 1.37% Coöperatieve Rabobank U.A AUG-22-2017
  • 1.37% FRANCE(GOVT OF) 0% BDS 05/07/17 EUR1 23S
  • 1.37% MITSUBISHI UFJ FINANCIAL GROUP INC. 07/03/2017