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

0.12 %

1 Year rank in sector

19/42

Sector

FO Currency - Sterling

Yield

0.11

Fund size

£ 12.1 b

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

Top in sector

Holdings snapshot

  • France
    16.1%
  • Japan
    14.7%
  • UK
    13.2%
  • Australia
    10.2%
  • Netherlands
    9%
  • Certificates of Deposit
    23.5%
  • Commercial Paper
    20.7%
  • Time Deposits
    20.4%
  • Others
    18.8%
  • Asset Backed Commercial Paper
    11.1%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.01 %0.04 %0.12 %0.53 %0.92 %
Sector-0 %0.07 %0.17 %1.14 %1.87 %
Rank within sector20 / 4221 / 4219 / 4220 / 3717 / 32
Quartile th2 nd2 nd2 nd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.04 %0.18 %0.2 %0.19 %0.17 %
Sector0.07 %0.29 %0.64 %0.28 %0.34 %
Rank within sector21 / 4218 / 3818 / 3618 / 3617 / 36
Quartile th2 nd2 nd2 nd2 nd2 nd

Risk statistics

Alpha0.16
Beta0.04
Sharpe-
Volatility0.02
Tracking error0.16
Information ratio-1.32
R-Squared0.08

Price movement

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

Holdings by region

  • 16.1% France
  • 14.7% Japan
  • 13.2% UK
  • 10.2% Australia
  • 9% Netherlands
  • 6.6% Canada
  • 5.9% Sweden
  • 5.7% USA
  • 5.5% Germany
  • 5.3% China

Holdings by sector

  • 23.5% Certificates of Deposit
  • 20.7% Commercial Paper
  • 20.4% Time Deposits
  • 18.8% Others
  • 11.1% Asset Backed Commercial Paper
  • 2.9% Government Bonds
  • 2.6% Short Term Asset Backed

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 4.94% GROUP BPCE 07/03/2017
  • 4.12% HM TREASURY UNITED KINGDOM DMO 0% GILT 10/07/17 GBP1
  • 3.05% HM TREASURY UNITED KINGDOM DMO 0% GILT 17/07/17 GBP1
  • 2.84% Bank of America Corporation 07/03/2017
  • 2.43% HSBC Holdings PLC 07/14/2017
  • 2.39% Dutch State Treasury Agency
  • 1.85% OESTERREICHISCHE KONTROLLBANK AG 0% BDS 03/07/17 GBP1
  • 1.73% Albion Capital Corporation S.A. (Mitsubishi UFJ)
  • 1.65% SVENSKA HANDELSBANKEN 0.25% CT OF DEP 28/07/17 GBP1
  • 1.24% NORDEA BANK AB (LONDON)