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

0.34 %

1 Year rank in sector

12/22

Sector

FO Currency - Other

Yield

0.61

Fund size

£ 576.3 m

FE Risk score

77

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Singapore
    42.1%
  • UK
    13.2%
  • Netherlands
    11.3%
  • Germany
    5.4%
  • Australia
    5.2%
  • 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 %0.34 %0.85 %0.88 %
Sector0 %0.26 %0.78 %-0.19 %0.14 %
Rank within sector9 / 2311 / 2212 / 228 / 2011 / 19
Quartile th2 nd2 nd3 rd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.3 %0.29 %0.26 %0.01 %0.01 %
Sector0.77 %-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

Alpha0.29
Beta0.03
Sharpe-
Volatility0.04
Tracking error0.54
Information ratio0.64
R-Squared0.16

Price movement

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

Holdings by region

  • 42.1% Singapore
  • 13.2% UK
  • 11.3% Netherlands
  • 5.4% Germany
  • 5.2% Australia
  • 4.7% Japan
  • 4.3% France
  • 3.3% Hong Kong
  • 2.6% Norway
  • 2.4% 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

  • 8.88% ING 0.8 01 Nov 2017 11/01/2017
  • 8.84% HSBC 0.77 01 Nov 2017 11/01/2017
  • 7.17% SCB 0.6 01 Nov 2017 11/01/2017
  • 3.33% Westpac Banking Corp. 08/24/2018
  • 3.17% HONG KONG SAR OF THE PEOPLE'S REPUBLIC O 06/08/2018
  • 2.6% Germany (Federal Republic of) 11/10/2017
  • 2.5% CREDIT AGRICOLE SA 11/24/2017
  • 2.5% MONETARY AUTHORITY OF SINGAPORE 0% TB 24/11/17 SGD1000
  • 2.5% SUMITOMO MITSUI FINANCIAL GROUP INCORPOR 11/17/2017
  • 2.5% UNITED OVERSEAS BANK LIMITED 11/30/2017