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
Investment method
None

Quick stats

1 Year return

-0.49 %

1 Year rank in sector

39/55

Sector

FO Currency - Euro

Yield
-
Fund size

£ 13.0 b

FE Risk score

77

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    28.2%
  • China
    11.5%
  • USA
    10.2%
  • Germany
    8.4%
  • Belgium
    6.9%
  • 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-0.05 %-0.26 %-0.49 %-0.83 %-0.81 %
Sector-0.1 %-0.57 %-1.01 %-1.23 %-1.16 %
Rank within sector43 / 5539 / 5439 / 5534 / 4932 / 45
Quartile th4 th3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.37 %-0.37 %-0.09 %0 %0.01 %
Sector-0.79 %-0.4 %-0.07 %0.15 %0.02 %
Rank within sector38 / 5540 / 5327 / 4732 / 4821 / 45
Quartile th3 rd4 th3 rd3 rd2 nd

Risk statistics

Alpha-0.17
Beta0.25
Sharpe-
Volatility0.06
Tracking error0.13
Information ratio0.93
R-Squared0.52

Price movement

52 week high10220.92
52 week low10170.79
Current bid price0
Current offer price0
Current mid price10170.79

Holdings by region

  • 28.2% France
  • 11.5% China
  • 10.2% USA
  • 8.4% Germany
  • 6.9% Belgium
  • 6.7% Netherlands
  • 6.4% Sweden
  • 6.2% Japan
  • 5.1% Switzerland
  • 3.8% 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

  • 3.4% GROUP BPCE 09/01/2017
  • 3.02% BANK OF CHINA LIMITED 09/01/2017
  • 3.02% CHINA CONSTRUCTION BANK CORPORATION 09/01/2017
  • 1.89% KBC GROUPE NV 09/01/2017
  • 1.81% BNP Paribas 09/01/2017
  • 1.51% BNP Paribas 09/01/2017
  • 1.49% Nordea Bank AB 01/05/2018
  • 1.48% Citigroup 09/01/2017
  • 1.33% INDUSTRIAL AND COMMERCIAL BANK OF CHINA 10/18/2017
  • 1.16% Coöperatieve Rabobank U.A OCT-23-2017