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
Nikol Miller
since 01/04/2010
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

Quick stats

1 Year return

-

1 Year rank in sector

33/42

Sector

FO Currency - Sterling

Yield
-
Fund size

£ 170.9 m

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

Top in sector

Holdings snapshot

  • UK
    72.8%
  • France
    19.9%
  • USA
    7.3%
  • Government Bonds
    67%
  • Short Term Asset Backed
    27.2%
  • Others
    5.8%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %0 %0 %0 %0 %
Sector-0.02 %0.03 %0.11 %1.08 %1.79 %
Rank within sector24 / 4230 / 4233 / 4232 / 3729 / 33
Quartile th3 rd3 rd4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0 %0 %0 %0 %0 %
Sector0.06 %0.29 %0.64 %0.28 %0.34 %
Rank within sector29 / 4233 / 3833 / 3632 / 3630 / 35
Quartile th3 rd4 th4 th4 th4 th

Risk statistics

Alpha-
Beta-
Sharpe-
Volatility0
Tracking error0.16
Information ratio-2.3
R-Squared0

Price movement

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

Holdings by region

  • 72.8% UK
  • 19.9% France
  • 7.3% USA

Holdings by sector

  • 67% Government Bonds
  • 27.2% Short Term Asset Backed
  • 5.8% Others

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 19.94% BNP Paribas 09/01/2017
  • 19.3% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 04/09/17 GBP1
  • 10.52% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 29/01/18 GBP1
  • 7.31% Citigroup 09/01/2017
  • 5.85% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 09/10/17 GBP1
  • 5.84% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 02/01/18 GBP1
  • 5.84% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 08/01/18 GBP1
  • 5.84% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 15/01/18 GBP1
  • 4.09% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 11/09/17 GBP1
  • 4.09% UK(GOVT OF) 0% T-BILL 25/09/17 GBP0.01