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

33/42

Sector

FO Currency - Sterling

Yield

0.02

Fund size

£ 121.9 m

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

Top in sector

Holdings snapshot

  • UK
    68.1%
  • France
    19.3%
  • USA
    12.6%
  • Government Bonds
    60.2%
  • Short Term Asset Backed
    31.9%
  • Others
    7.9%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0 %0 %0 %0 %0 %
Sector0.01 %0.02 %0.11 %1.04 %1.69 %
Rank within sector27 / 4332 / 4333 / 4232 / 3731 / 35
Quartile th3 rd3 rd4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0 %0 %0 %0 %0 %
Sector0.08 %0.29 %0.64 %0.28 %0.34 %
Rank within sector31 / 4233 / 3833 / 3632 / 3630 / 35
Quartile th3 rd4 th4 th4 th4 th

Risk statistics

Alpha-
Beta-
Sharpe-
Volatility0
Tracking error0.16
Information ratio-2.13
R-Squared0

Price movement

52 week high10017.69
52 week low10017.58
Current bid price0
Current offer price0
Current mid price10017.69

Holdings by region

  • 68.1% UK
  • 19.3% France
  • 12.6% USA

Holdings by sector

  • 60.2% Government Bonds
  • 31.9% Short Term Asset Backed
  • 7.9% Others

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 19.28% BNP Paribas 11/01/2017
  • 16.66% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 29/01/18 GBP1
  • 12.62% Bank of America Corporation 11/01/2017
  • 9.82% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 15/01/18 GBP1
  • 7.93% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 02/01/18 GBP1
  • 7.93% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 08/01/18 GBP1
  • 7.14% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 12/03/18 GBP1
  • 3.17% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 22/01/18 GBP1
  • 2.77% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 05/03/18 GBP1
  • 1.58% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 23/04/18 GBP1