Fact sheet: JPM Liq Stg Liq

Fund information

Fund name
JPM Liq Sterling Liquidity Agency Dis NAV GBP
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Olivia Maguire
since 15/04/1996
Fund objective
The Sub-Fund seeks to achieve a return in the Reference Currency in line with prevailing money market rates whilst aiming to preserve capital consistent with such rates and to maintain a high degree of liquidity.
Benchmark
1-Week GBP Libid
Investment style
Liquidity
Investment method
Short Dated Bonds

Performance snapshot

Quick stats

1 Year return

0.09 %

1 Year rank in sector

17/42

Sector

FO Currency - Sterling

Yield

0.07

Fund size

£ 12.1 b

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

Top in sector

Holdings snapshot

  • Japan
    20.7%
  • France
    17.6%
  • Netherlands
    10.8%
  • UK
    8.6%
  • China
    8.5%
  • Certificates of Deposit
    27.7%
  • Time Deposits
    25.1%
  • Commercial Paper
    18.4%
  • Medium Dated Bonds
    11.4%
  • Asset Backed Commercial Paper
    9.1%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.01 %0.04 %0.09 %0.51 %0.88 %
Sector-0.02 %0.03 %0.11 %1.08 %1.79 %
Rank within sector14 / 4218 / 4217 / 4221 / 3718 / 33
Quartile th2 nd2 nd2 nd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.05 %0.18 %0.2 %0.19 %0.17 %
Sector0.06 %0.29 %0.64 %0.28 %0.34 %
Rank within sector19 / 4219 / 3819 / 3619 / 3617 / 35
Quartile th2 nd2 nd3 rd3 rd2 nd

Risk statistics

Alpha0.15
Beta0.04
Sharpe-
Volatility0.02
Tracking error0.16
Information ratio-1.3
R-Squared0.09

Price movement

52 week high1
52 week low1
Current bid price0
Current offer price0
Current mid price1

Holdings by region

  • 20.7% Japan
  • 17.6% France
  • 10.8% Netherlands
  • 8.6% UK
  • 8.5% China
  • 6.6% Germany
  • 5.7% Australia
  • 5.3% USA
  • 5.2% Canada
  • 4.7% Sweden

Holdings by sector

  • 27.7% Certificates of Deposit
  • 25.1% Time Deposits
  • 18.4% Commercial Paper
  • 11.4% Medium Dated Bonds
  • 9.1% Asset Backed Commercial Paper
  • 3.2% Short Term Asset Backed
  • 2.9% Others
  • 2.2% Government Bonds

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 4.36% GROUP BPCE 09/01/2017
  • 3.99% MITSUBISHI UFJ FINANCIAL GROUP INC. 09/01/2017
  • 3.63% Cooperatieve Rabobank U.A 09/01/2017
  • 3.63% ING Groep NV 09/01/2017
  • 3.31% BANK OF CHINA LIMITED 09/01/2017
  • 2.9% Bank of America Corporation 09/01/2017
  • 2.18% SUMITOMO MITSUI TRUST HOLDINGS INC 09/01/2017
  • 2.14% REGENCY ASSETS LIMITED
  • 1.82% CREDIT AGRICOLE SA 09/01/2017
  • 1.47% Albion Capital Corporation S.A. (Mitsubishi UFJ)