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

19/42

Sector

FO Currency - Sterling

Yield

0.22

Fund size

£ 12.4 b

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

Top in sector

Holdings snapshot

  • Japan
    21.7%
  • France
    20.7%
  • UK
    11.4%
  • China
    7.1%
  • Germany
    7.1%
  • Certificates of Deposit
    29.3%
  • Time Deposits
    23.3%
  • Commercial Paper
    16.8%
  • Medium Dated Bonds
    10.2%
  • Asset Backed Commercial Paper
    9.6%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.01 %0.03 %0.08 %0.47 %0.83 %
Sector0.01 %0.02 %0.1 %1.03 %1.65 %
Rank within sector22 / 4316 / 4319 / 4221 / 3719 / 35
Quartile th3 rd2 nd2 nd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.07 %0.18 %0.2 %0.19 %0.17 %
Sector0.09 %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

Alpha0.14
Beta0.05
Sharpe-
Volatility0.02
Tracking error0.16
Information ratio-1.17
R-Squared0.12

Price movement

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

Holdings by region

  • 21.7% Japan
  • 20.7% France
  • 11.4% UK
  • 7.1% China
  • 7.1% Germany
  • 5.8% USA
  • 5.5% Netherlands
  • 5.2% Canada
  • 4.3% Australia
  • 2.8% Sweden

Holdings by sector

  • 29.3% Certificates of Deposit
  • 23.3% Time Deposits
  • 16.8% Commercial Paper
  • 10.2% Medium Dated Bonds
  • 9.6% Asset Backed Commercial Paper
  • 4.2% Government Bonds
  • 3.4% Short Term Asset Backed
  • 3.2% Others

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 4.85% GROUP BPCE 11/01/2017
  • 4.04% SUMITOMO MITSUI TRUST HOLDINGS INC 11/01/2017
  • 3.1% Bank of America Corporation 11/01/2017
  • 2.42% HSBC Holdings PLC 11/14/2017
  • 2.42% SUMITOMO MITSUI FINANCIAL GROUP INCORPOR 11/01/2017
  • 2.22% ING Groep NV 11/01/2017
  • 2.02% Cooperatieve Rabobank U.A 11/01/2017
  • 1.67% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 29/01/18 GBP1
  • 1.62% MITSUBISHI UFJ FINANCIAL GROUP INC. 11/01/2017
  • 1.62% ROYAL BANK OF CANADA FRN 12/10/18 GBP100000