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(s)
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

0.32 %

1 Year rank in sector

12/22

Sector

FO Currency - Other

Yield

0.56

Fund size

£ 576.3 m

FE Risk score

77

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Singapore
    42.1%
  • Netherlands
    11.4%
  • UK
    11.4%
  • Germany
    5.5%
  • Australia
    5.3%
  • 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 %0.18 %0.32 %0.82 %0.84 %
Sector-0.14 %0.24 %0.4 %-0.06 %-0.05 %
Rank within sector8 / 2312 / 2212 / 228 / 2011 / 19
Quartile th2 nd3 rd3 rd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.26 %0.29 %0.26 %0.01 %0.01 %
Sector0.7 %-0.05 %-0.67 %0.28 %-0.42 %
Rank within sector12 / 2210 / 218 / 2112 / 1913 / 19
Quartile th3 rd2 nd2 nd3 rd3 rd

Risk statistics

Alpha0.26
Beta0.02
Sharpe-
Volatility0.04
Tracking error0.55
Information ratio0.43
R-Squared0.09

Price movement

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

Holdings by region

  • 42.1% Singapore
  • 11.4% Netherlands
  • 11.4% UK
  • 5.5% Germany
  • 5.3% Australia
  • 4.8% Japan
  • 4.4% France
  • 3.6% Norway
  • 3.4% Hong Kong
  • 2.5% USA

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

  • 8.89% ING Bank NV (Hong Kong) 10/03/2017
  • 8.85% Standard Chartered Bank 10/03/2017
  • 4.34% HSBC Hong Kong 10/02/2017
  • 3.47% Westpac Banking Corp. 08/24/2018
  • 3.3% HONG KONG SAR OF THE PEOPLE'S REPUBLIC O 06/08/2018
  • 3.21% SMRT CAPITAL PTE LTD 1.388% BDS 16/10/17 SGD250000
  • 2.76% Germany (Federal Republic of) 10/10/2017
  • 2.6% DZ BANK AG 10/25/2017
  • 2.6% OVERSEA-CHINESE BANKING CORPORATION LIMI 10/04/2017
  • 2.6% REPUBLIC OF SINGAPORE 10/20/2017