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

0.38 %

1 Year rank in sector

12/23

Sector

FO Currency - Other

Yield

0.75

Fund size

£ 622.1 m

FE Risk score

77

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Singapore
    42.2%
  • Netherlands
    11.3%
  • UK
    10.6%
  • Germany
    7.5%
  • Australia
    5.8%
  • 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
Fund0.04 %0.21 %0.38 %0.93 %0.95 %
Sector0.06 %0.18 %0.7 %0.01 %-0.28 %
Rank within sector12 / 2312 / 2312 / 2310 / 2110 / 19
Quartile th3 rd3 rd3 rd2 nd3 rd

Calendar performance

YTD-20182017201620152014
Fund0 %0.38 %0.29 %0.26 %0.01 %
Sector0.14 %0.69 %-0.05 %-0.67 %0.28 %
Rank within sector16 / 2312 / 2310 / 218 / 2112 / 19
Quartile th3 rd3 rd2 nd2 nd3 rd

Risk statistics

Alpha0.31
Beta0.02
Sharpe-
Volatility0.03
Tracking error0.54
Information ratio0.59
R-Squared0.13

Price movement

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

Holdings by region

  • 42.2% Singapore
  • 11.3% Netherlands
  • 10.6% UK
  • 7.5% Germany
  • 5.8% Australia
  • 4.3% Switzerland
  • 4.1% France
  • 3.2% Hong Kong
  • 2.5% Japan
  • 2.5% Norway

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) 01/02/2018
  • 8.84% HSBC Hong Kong 01/02/2018
  • 5.95% Standard Chartered Bank (Hong Kong) 01/02/2018
  • 3.21% Westpac Banking Corp. 08/24/2018
  • 3.05% HONG KONG SAR OF THE PEOPLE'S REPUBLIC O 06/08/2018
  • 2.43% Germany (Federal Republic of) 01/10/2018
  • 2.41% MetLife Inc. 01/12/2018
  • 2.41% OVERSEA-CHINESE BANKING CORPORATION LIMI 01/05/2018
  • 2.41% REPUBLIC OF SINGAPORE 01/12/2018
  • 2.41% TEMASEK HOLDINGS (PRIVATE) LIMITED 01/11/2018