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(s)
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.08 %

1 Year rank in sector

18/41

Sector

FO Currency - Sterling

Yield

0.25

Fund size

£ 12.7 b

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

Top in sector

Holdings snapshot

  • Japan
    23.7%
  • France
    19.7%
  • UK
    12.8%
  • Germany
    7.1%
  • China
    6.6%
  • Certificates of Deposit
    30.6%
  • Commercial Paper
    21.2%
  • Time Deposits
    18.9%
  • Medium Dated Bonds
    10.6%
  • Asset Backed Commercial Paper
    8.6%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.01 %0.04 %0.08 %0.47 %0.83 %
Sector-0 %0.02 %0.08 %1 %1.57 %
Rank within sector20 / 4218 / 4218 / 4121 / 3719 / 35
Quartile th2 nd2 nd2 nd3 rd3 rd

Calendar performance

YTD-20182017201620152014
Fund0 %0.08 %0.18 %0.2 %0.19 %
Sector-0.01 %0.09 %0.29 %0.64 %0.28 %
Rank within sector28 / 4218 / 4119 / 3819 / 3619 / 36
Quartile th3 rd2 nd2 nd3 rd3 rd

Risk statistics

Alpha0.14
Beta0.05
Sharpe-
Volatility0.02
Tracking error0.16
Information ratio-1.15
R-Squared0.12

Price movement

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

Holdings by region

  • 23.7% Japan
  • 19.7% France
  • 12.8% UK
  • 7.1% Germany
  • 6.6% China
  • 6% Canada
  • 5.1% USA
  • 4.4% Sweden
  • 4.3% Netherlands
  • 3.6% Australia

Holdings by sector

  • 30.6% Certificates of Deposit
  • 21.2% Commercial Paper
  • 18.9% Time Deposits
  • 10.6% Medium Dated Bonds
  • 8.6% Asset Backed Commercial Paper
  • 4% Government Bonds
  • 3.1% Others
  • 3% Short Term Asset Backed

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 4.64% GROUP BPCE 12/01/2017
  • 3.87% SUMITOMO MITSUI TRUST HOLDINGS INC 12/01/2017
  • 2.96% Bank of America Corporation 12/01/2017
  • 2.32% HSBC Holdings PLC 12/14/2017
  • 2.32% Mizuho Financial Group 12/01/2017
  • 2.32% SUMITOMO MITSUI FINANCIAL GROUP INCORPOR 12/01/2017
  • 1.6% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 29/01/18 GBP1
  • 1.55% Cooperatieve Rabobank U.A 12/01/2017
  • 1.55% ING Groep NV 12/01/2017
  • 1.55% ROYAL BANK OF CANADA FRN 12/10/18 GBP100000