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

-

1 Year rank in sector

34/42

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

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0 %0 %0 %0 %0 %
Sector-0 %0.02 %0.11 %1.06 %1.76 %
Rank within sector29 / 4230 / 4234 / 4232 / 3730 / 34
Quartile th3 rd3 rd4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0 %0 %0 %0 %0 %
Sector0.07 %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-2.17
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

  • 14.71% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 02/10/17 GBP1
  • 13.75% Bank of America Corporation 10/02/2017
  • 13.23% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 29/01/18 GBP1
  • 11.03% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 09/10/17 GBP1
  • 9.1% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 15/01/18 GBP1
  • 7.35% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 02/01/18 GBP1
  • 7.35% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 08/01/18 GBP1
  • 6.61% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 12/03/18 GBP1
  • 3.68% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 30/10/17 GBP1
  • 3.31% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 23/10/17 GBP1