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

0.31 %

1 Year rank in sector

11/22

Sector

FO Currency - Other

Yield

0.53

Fund size

£ 552.0 m

FE Risk score

76

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Singapore
    40.3%
  • Netherlands
    11.3%
  • UK
    11.2%
  • Australia
    9.1%
  • Japan
    7.6%
  • Commercial Paper
    25.2%
  • Government Bonds
    23.1%
  • Medium Dated Bonds
    20.2%
  • Certificates of Deposit
    13.2%
  • Time Deposits
    12%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.03 %0.19 %0.31 %0.79 %0.81 %
Sector0.14 %0.52 %0.54 %0.02 %0.05 %
Rank within sector12 / 2310 / 2211 / 227 / 2010 / 19
Quartile th3 rd2 nd2 nd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.23 %0.29 %0.26 %0.01 %0.01 %
Sector0.84 %-0.05 %-0.67 %0.28 %-0.42 %
Rank within sector11 / 229 / 218 / 2111 / 1913 / 19
Quartile th2 nd2 nd2 nd3 rd3 rd

Risk statistics

Alpha0.26
Beta0.02
Sharpe-
Volatility0.04
Tracking error0.55
Information ratio0.48
R-Squared0.11

Price movement

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

Holdings by region

  • 40.3% Singapore
  • 11.3% Netherlands
  • 11.2% UK
  • 9.1% Australia
  • 7.6% Japan
  • 5.7% Germany
  • 4.5% France
  • 3.4% Hong Kong
  • 2.5% USA
  • 2.2% China

Holdings by sector

  • 25.2% Commercial Paper
  • 23.1% Government Bonds
  • 20.2% Medium Dated Bonds
  • 13.2% Certificates of Deposit
  • 12% Time Deposits
  • 6.3% Asset Backed Commercial Paper

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 8.72% 08/01/2017
  • 8.69% 08/01/2017
  • 3.62% AUSTRALIA (COMMONWEALTH BANK OF) FRN 23/08/17 SGD1000000
  • 3.62% Westpac Banking Corp. AUG-08-2017
  • 3.44% HONG KONG SAR OF THE PEOPLE'S REPUBLIC O 06/08/2018
  • 2.97% Germany (Federal Republic of) 08/10/2017
  • 2.72% MONETARY AUTHORITY OF SINGAPORE 0% TB 04/08/17 SGD1000
  • 2.72% REPUBLIC OF SINGAPORE 08/11/2017
  • 2.72% Toyota Motor Corp. AUG-10-2017
  • 2.71% UNITED OVERSEAS BANK LIMITED 08/31/2017