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

-0.48 %

1 Year rank in sector

38/54

Sector

FO Currency - Euro

Yield
-
Fund size

£ 14.4 b

FE Risk score

72

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    27%
  • Japan
    10.7%
  • USA
    10.3%
  • China
    8.1%
  • Netherlands
    8%
  • Commercial Paper
    31.9%
  • Certificates of Deposit
    29.1%
  • Time Deposits
    13.3%
  • Asset Backed Commercial Paper
    12.3%
  • Medium Dated Bonds
    4.5%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.04 %-0.25 %-0.48 %-0.78 %-0.76 %
Sector-0.09 %-0.53 %-0.95 %-1.1 %-0.99 %
Rank within sector38 / 5640 / 5438 / 5434 / 5032 / 46
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.32 %-0.37 %-0.09 %0 %0.01 %
Sector-0.69 %-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 ratio0.76
R-Squared0.51

Price movement

52 week high10225.13
52 week low10175.82
Current bid price0
Current offer price0
Current mid price10175.82

Holdings by region

  • 27% France
  • 10.7% Japan
  • 10.3% USA
  • 8.1% China
  • 8% Netherlands
  • 7.8% Sweden
  • 7% Germany
  • 5.9% Belgium
  • 4.6% Switzerland
  • 3.4% Eurozone

Holdings by sector

  • 31.9% Commercial Paper
  • 29.1% Certificates of Deposit
  • 13.3% Time Deposits
  • 12.3% Asset Backed Commercial Paper
  • 4.5% Medium Dated Bonds
  • 3.4% Others
  • 3.1% Government Bonds
  • 2.4% Short Term Asset Backed

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 2.59% BANK OF CHINA LIMITED 08/01/2017
  • 2.59% CHINA CONSTRUCTION BANK CORPORATION 08/01/2017
  • 2.22% GROUP BPCE 08/01/2017
  • 1.85% BNP Paribas 08/01/2017
  • 1.85% Svenska Handelsbanken AB
  • 1.48% Coöperatieve Rabobank U.A AUG-22-2017
  • 1.46% Nordea Bank AB 01/05/2018
  • 1.45% Citigroup 09/01/2017
  • 1.3% INDUSTRIAL AND COMMERCIAL BANK OF CHINA 10/18/2017
  • 1.13% Coöperatieve Rabobank U.A OCT-23-2017