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

-0.5 %

1 Year rank in sector

38/54

Sector

FO Currency - Euro

Yield
-
Fund size

£ 13.8 b

FE Risk score

78

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    30%
  • Germany
    10.7%
  • China
    9.5%
  • Japan
    9.3%
  • USA
    7.8%
  • Commercial Paper
    29.9%
  • Certificates of Deposit
    27.9%
  • Time Deposits
    16.3%
  • Asset Backed Commercial Paper
    13.2%
  • Short Term Asset Backed
    4.9%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.04 %-0.26 %-0.5 %-0.86 %-0.85 %
Sector0.15 %-0.31 %-0.8 %-1.03 %-0.99 %
Rank within sector41 / 5639 / 5338 / 5434 / 4932 / 45
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.4 %-0.37 %-0.09 %0 %0.01 %
Sector-0.62 %-0.4 %-0.07 %0.15 %0.02 %
Rank within sector38 / 5440 / 5227 / 4733 / 4821 / 45
Quartile th3 rd4 th3 rd3 rd2 nd

Risk statistics

Alpha-0.18
Beta0.25
Sharpe-
Volatility0.06
Tracking error0.13
Information ratio0.99
R-Squared0.52

Price movement

52 week high10217.87
52 week low10167.19
Current bid price0
Current offer price0
Current mid price10167.19

Holdings by region

  • 30% France
  • 10.7% Germany
  • 9.5% China
  • 9.3% Japan
  • 7.8% USA
  • 6% Sweden
  • 5.8% Netherlands
  • 5.6% Belgium
  • 3.9% Switzerland
  • 3.5% Eurozone

Holdings by sector

  • 29.9% Commercial Paper
  • 27.9% Certificates of Deposit
  • 16.3% Time Deposits
  • 13.2% Asset Backed Commercial Paper
  • 4.9% Short Term Asset Backed
  • 3.8% Others
  • 3.6% Medium Dated Bonds
  • 0.4% Corporate Bonds

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 2.81% GROUP BPCE 10/02/2017
  • 2.46% BNP Paribas 10/02/2017
  • 1.97% CHINA CONSTRUCTION BANK CORPORATION 10/02/2017
  • 1.86% BANK OF CHINA LIMITED 10/02/2017
  • 1.41% Bank of Nova Scotia - (ScotiaBank) 10/02/2017
  • 1.41% BNP Paribas 10/02/2017
  • 1.41% BNP Paribas 10/03/2017
  • 1.41% DekaBank Deutsche Girozentrale 10/11/2017
  • 1.41% Societe Generale 10/02/2017
  • 1.41% SUMITOMO MITSUI FINANCIAL GROUP INCORPOR 01/05/2018