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(s)
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

0.43 %

1 Year rank in sector

38/58

Sector

FO Currency - US Dollar

Yield

0.83

Fund size

£ 97.8 b

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    18.6%
  • Japan
    13.7%
  • Sweden
    9.9%
  • Netherlands
    9.7%
  • Canada
    9%
  • Certificates of Deposit
    42.4%
  • Time Deposits
    26.3%
  • Commercial Paper
    23.8%
  • Asset Backed Commercial Paper
    5.8%
  • Short Term Asset Backed
    1.7%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.05 %0.27 %0.43 %0.48 %0.5 %
Sector0.04 %0.25 %0.43 %0.86 %0.8 %
Rank within sector37 / 5938 / 5938 / 5835 / 5330 / 47
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.39 %0.09 %0.01 %0.01 %0.01 %
Sector0.38 %0.4 %0.08 %-0 %-0.09 %
Rank within sector38 / 5838 / 5533 / 5330 / 4924 / 47
Quartile th3 rd3 rd3 rd3 rd3 rd

Risk statistics

Alpha0.08
Beta0.28
Sharpe-
Volatility0.06
Tracking error0.09
Information ratio-1.34
R-Squared0.21

Price movement

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

Holdings by region

  • 18.6% France
  • 13.7% Japan
  • 9.9% Sweden
  • 9.7% Netherlands
  • 9% Canada
  • 8.1% Australia
  • 7.7% China
  • 7.6% Germany
  • 3.1% Belgium
  • 2.9% USA

Holdings by sector

  • 42.4% Certificates of Deposit
  • 26.3% Time Deposits
  • 23.8% Commercial Paper
  • 5.8% Asset Backed Commercial Paper
  • 1.7% Short Term Asset Backed

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 2.32% DNB ASA 11/01/2017
  • 2.31% Nordea Bank AB 11/01/2017
  • 2.02% Swedbank AB 11/02/2017
  • 1.94% DZ BANK AG 11/01/2017
  • 1.5% CREDIT AGRICOLE SA 11/01/2017
  • 1.28% CHINA CONSTRUCTION BANK CORPORATION 11/01/2017
  • 1.21% Credit Mutuel-CIC 11/01/2017
  • 1.14% Skandinaviska Enskilda Banken 11/01/2017
  • 0.97% Nordea Bank AB 11/01/2017
  • 0.93% GROUP BPCE 11/01/2017