Fact sheet: JPM Liq SG Dollar Liq

Fund information

Fund name
JPM Liq Singapore Dollar Liquidity Agency Dis NAV
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Aidan Shevlin
since 07/10/2009
Fund objective
The Sub-Fund seeks to achieve a return in the Reference Currency in line with prevailing money market rates whilst aiming to preserve capital consistent with such rates and to maintain a high degree of liquidity.
Benchmark
1 Week SGD Deposit
Investment style
Liquidity
Investment method
Short Dated Bonds

Quick stats

1 Year return

0.3 %

1 Year rank in sector

12/22

Sector

FO Currency - Other

Yield

0.55

Fund size

£ 649.2 m

FE Risk score

73

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Singapore
    39.5%
  • Australia
    12.5%
  • Netherlands
    11%
  • UK
    6.6%
  • Japan
    6.4%
  • Government Bonds
    30.8%
  • Commercial Paper
    19.1%
  • Time Deposits
    18.5%
  • Certificates of Deposit
    12.3%
  • Medium Dated Bonds
    11.4%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.03 %0.17 %0.3 %0.73 %0.75 %
Sector0.16 %0.51 %0.47 %-0.09 %0.46 %
Rank within sector11 / 2210 / 2212 / 228 / 2110 / 20
Quartile th2 nd2 nd3 rd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.17 %0.29 %0.26 %0.01 %0.01 %
Sector0.71 %-0.05 %-0.67 %0.28 %-0.42 %
Rank within sector11 / 2210 / 217 / 2111 / 2012 / 20
Quartile th2 nd2 nd2 nd3 rd3 rd

Risk statistics

Alpha0.23
Beta0.02
Sharpe-
Volatility0.04
Tracking error0.55
Information ratio0.52
R-Squared0.06

Price movement

52 week high1
52 week low1
Current bid price0
Current offer price0
Current mid price1

Holdings by region

  • 39.5% Singapore
  • 12.5% Australia
  • 11% Netherlands
  • 6.6% UK
  • 6.4% Japan
  • 5.5% USA
  • 5% Germany
  • 4.1% France
  • 3.5% China
  • 2.3% Norway

Holdings by sector

  • 30.8% Government Bonds
  • 19.1% Commercial Paper
  • 18.5% Time Deposits
  • 12.3% Certificates of Deposit
  • 11.4% Medium Dated Bonds
  • 5.4% Others
  • 2.5% Asset Backed Commercial Paper

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 8.99% ING 0.65 03 Jul 2017 07/03/2017
  • 4.07% AUSTRALIA (COMMONWEALTH BANK OF) FRN 23/08/17 SGD1000000
  • 4.07% Westpac Banking Corp. AUG-08-2017
  • 3.87% HONG KONG SAR OF THE PEOPLE'S REPUBLIC O 06/08/2018
  • 3.4% Germany (Federal Republic of) 07/10/2017
  • 3.26% MetLife Inc. 07/07/2017
  • 3.06% DNB ASA 07/03/2017
  • 3.06% HSBC 0.65 03 Jul 2017 07/03/2017
  • 3.05% DZ BANK AG JUL-25-2017
  • 3.05% REPUBLIC OF SINGAPORE 07/14/2017