Fact sheet: JPM Liq Stg Gilt Liq

Fund information

Fund name
JPM Liq Sterling Gilt Liquidity A Acc NAV
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
Olivia Maguire
since 10/11/2008
Fund objective
The Sub-Fund seeks to achieve a return inthe Reference Currency in line with prevailing money market rateswhilst aiming to preserve capital consistent with such rates and tomaintain a high degree of liquidity.
Benchmark
Overnight GBP LIBID
Investment style
Liquidity
Investment method
Short Dated Bonds

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0 %

1 Year rank in sector

32/41

Sector

FO Currency - Sterling

Yield

0.02

Fund size

£ 109.2 m

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    75.7%
  • USA
    24.3%
  • Government Bonds
    66.9%
  • Short Term Asset Backed
    24.3%
  • Others
    8.8%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0 %0 %0 %0 %0 %
Sector-0 %0.02 %0.08 %1 %1.55 %
Rank within sector30 / 4231 / 4232 / 4132 / 3731 / 35
Quartile th3 rd3 rd4 th4 th4 th

Calendar performance

YTD-20182017201620152014
Fund0 %0 %0 %0 %0 %
Sector-0.01 %0.09 %0.29 %0.64 %0.28 %
Rank within sector29 / 4231 / 4133 / 3833 / 3632 / 36
Quartile th3 rd4 th4 th4 th4 th

Risk statistics

Alpha0
Beta-0
Sharpe-
Volatility0
Tracking error0.16
Information ratio-2.03
R-Squared0.01

Price movement

52 week high10018.01
52 week low10017.58
Current bid price0
Current offer price0
Current mid price10018.01

Holdings by region

  • 75.7% UK
  • 24.3% USA

Holdings by sector

  • 66.9% Government Bonds
  • 24.3% Short Term Asset Backed
  • 8.8% Others

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 19.15% National Australia Bank Ltd. 01/02/2018
  • 12.61% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 15/01/18 GBP1
  • 10.19% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 02/01/18 GBP1
  • 10.19% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 08/01/18 GBP1
  • 10.17% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 25/06/18 GBP1
  • 4.07% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 18/06/18 GBP1
  • 4.07% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 22/01/18 GBP1
  • 3.06% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 29/01/18 GBP1
  • 2.03% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 23/04/18 GBP1
  • 1.22% Bank of America Corporation 01/02/2018