Fact sheet: JPM Liq USD Liq

Fund information

Fund name
JPM Liq US Dollar Liquidity Morgan Dis NAV
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
John Tobin
since 12/01/1987
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 LIBID
Investment style
Liquidity
Investment method
Short Dated Bonds

Quick stats

1 Year return

0.32 %

1 Year rank in sector

37/57

Sector

FO Currency - US Dollar

Yield

0.81

Fund size

£ 86.2 b

FE Risk score

78

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    16.2%
  • Canada
    15%
  • France
    14.1%
  • China
    10.3%
  • Australia
    9.4%
  • Certificates of Deposit
    52.9%
  • Commercial Paper
    22%
  • Time Deposits
    16%
  • Asset Backed Commercial Paper
    5.7%
  • Short Term Asset Backed
    3%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.04 %0.22 %0.32 %0.34 %0.36 %
Sector0.03 %0.15 %0.45 %0.68 %0.78 %
Rank within sector42 / 5936 / 5837 / 5734 / 5330 / 47
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.24 %0.09 %0.01 %0.01 %0.01 %
Sector0.22 %0.4 %0.08 %-0 %-0.09 %
Rank within sector38 / 5838 / 5533 / 5328 / 4923 / 47
Quartile th3 rd3 rd3 rd3 rd2 nd

Risk statistics

Alpha0.08
Beta0.16
Sharpe-
Volatility0.05
Tracking error0.09
Information ratio-1.16
R-Squared0.09

Price movement

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

Holdings by region

  • 16.2% Japan
  • 15% Canada
  • 14.1% France
  • 10.3% China
  • 9.4% Australia
  • 8.1% Netherlands
  • 7.3% Sweden
  • 4.4% USA
  • 4.2% Germany
  • 3.4% Belgium

Holdings by sector

  • 52.9% Certificates of Deposit
  • 22% Commercial Paper
  • 16% Time Deposits
  • 5.7% Asset Backed Commercial Paper
  • 3% Short Term Asset Backed
  • 0.4% Corporate Bonds

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 1.74% Skandinaviska Enskilda Banken 08/01/2017
  • 1.67% DNB ASA 08/01/2017
  • 1.48% ABN AMRO GROUP N.V. 08/07/2017
  • 1.32% CHINA CONSTRUCTION BANK CORPORATION 08/01/2017
  • 1.28% Nordea Bank AB 08/01/2017
  • 1.07% BNP Paribas 08/01/2017
  • 1.07% Credit Mutuel-CIC 08/01/2017
  • 1.05% Skandinaviska Enskilda Banken 08/01/2017
  • 1.04% Cooperatieve Rabobank U.A 08/01/2017
  • 0.9% BANK OF CHINA LIMITED 08/03/2017