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(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

-0.51 %

1 Year rank in sector

37/52

Sector

FO Currency - Euro

Yield
-
Fund size

£ 13.5 b

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    30.2%
  • USA
    10.7%
  • Japan
    10.4%
  • China
    8.6%
  • Germany
    8.4%
  • Commercial Paper
    29.7%
  • Certificates of Deposit
    24.2%
  • Time Deposits
    15.9%
  • Asset Backed Commercial Paper
    13.7%
  • Short Term Asset Backed
    7.7%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.05 %-0.27 %-0.51 %-0.92 %-0.9 %
Sector-0.12 %-0.54 %-1.01 %-1.41 %-1.15 %
Rank within sector35 / 5335 / 5237 / 5233 / 4831 / 43
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.46 %-0.37 %-0.09 %0 %0.01 %
Sector-0.96 %-0.4 %-0.07 %0.15 %0.02 %
Rank within sector35 / 5239 / 5029 / 4632 / 4620 / 43
Quartile th3 rd4 th3 rd3 rd2 nd

Risk statistics

Alpha-0.19
Beta0.25
Sharpe-
Volatility0.06
Tracking error0.13
Information ratio1.1
R-Squared0.51

Price movement

52 week high10213.31
52 week low10161.76
Current bid price0
Current offer price0
Current mid price10161.76

Holdings by region

  • 30.2% France
  • 10.7% USA
  • 10.4% Japan
  • 8.6% China
  • 8.4% Germany
  • 8.1% Sweden
  • 5.6% Belgium
  • 4.5% Netherlands
  • 3.6% Eurozone
  • 3.1% Switzerland

Holdings by sector

  • 29.7% Commercial Paper
  • 24.2% Certificates of Deposit
  • 15.9% Time Deposits
  • 13.7% Asset Backed Commercial Paper
  • 7.7% Short Term Asset Backed
  • 4.2% Medium Dated Bonds
  • 3.6% Others
  • 0.7% Government Bonds
  • 0.3% Corporate Bonds

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 2.5% GROUP BPCE 11/01/2017
  • 2.15% AGENCE CENTRALE DES ORGANISMES 0% CD 31/10/17-07/11/17
  • 1.79% BNP Paribas 11/01/2017
  • 1.79% BNP Paribas 11/01/2017
  • 1.79% KBC GROUPE NV 11/01/2017
  • 1.79% Societe Generale 11/01/2017
  • 1.43% BNP Paribas 11/01/2017
  • 1.43% BNP Paribas 11/02/2017
  • 1.43% MITSUBISHI UFJ FINANCIAL GROUP INC. 11/01/2017
  • 1.43% SUMITOMO MITSUI FINANCIAL GROUP INCORPOR 01/05/2018