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

35/43

Sector

FO Currency - Sterling

Yield
-
Fund size

£ 150.6 m

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

Top in sector

Holdings snapshot

  • UK
    76.5%
  • USA
    20%
  • France
    3.5%
  • Government Bonds
    70.2%
  • Short Term Asset Backed
    23.5%
  • Others
    6.3%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %0 %0 %0 %0 %
Sector-0 %0.07 %0.16 %1.14 %1.86 %
Rank within sector23 / 4331 / 4335 / 4333 / 3828 / 33
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 sector30 / 4333 / 3933 / 3732 / 3731 / 37
Quartile th3 rd4 th4 th4 th4 th

Risk statistics

Alpha-
Beta-
Sharpe-
Volatility0
Tracking error0.16
Information ratio-2.36
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

  • 76.5% UK
  • 20% USA
  • 3.5% France

Holdings by sector

  • 70.2% Government Bonds
  • 23.5% Short Term Asset Backed
  • 6.3% Others

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 25.41% HM TREASURY UNITED KINGDOM DMO 0% GILT 10/07/17 GBP1
  • 13.27% HM TREASURY UNITED KINGDOM DMO 0% GILT 17/07/17 GBP1
  • 11.48% Bank of America Corporation 07/03/2017
  • 10.62% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 03/07/17 GBP1
  • 6.63% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 09/10/17 GBP1
  • 5.31% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 04/09/17 GBP1
  • 4.78% HM TREASURY UNITED KINGDOM DMO 0% GILT 31/07/17 GBP1
  • 4.65% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 11/09/17 GBP1
  • 4.65% UK(GOVT OF) 0% T-BILL 25/09/17 GBP0.01
  • 3.32% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 07/08/17 GBP1