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

0.49 %

1 Year rank in sector

37/56

Sector

FO Currency - US Dollar

Yield

1.03

Fund size

£ 91.9 b

FE Risk score

87

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    18.8%
  • France
    15.3%
  • Canada
    14.7%
  • Australia
    9.5%
  • Germany
    7.9%
  • Certificates of Deposit
    46%
  • Commercial Paper
    27.9%
  • Time Deposits
    15.8%
  • Asset Backed Commercial Paper
    5.2%
  • Government Agency Bonds
    5.1%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.05 %0.29 %0.49 %0.58 %0.6 %
Sector0.02 %0.29 %0.44 %0.98 %0.78 %
Rank within sector40 / 5838 / 5737 / 5634 / 5230 / 46
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20182017201620152014
Fund0 %0.49 %0.09 %0.01 %0.01 %
Sector0.02 %0.44 %0.4 %0.08 %-0 %
Rank within sector43 / 5836 / 5637 / 5332 / 5229 / 48
Quartile th3 rd3 rd3 rd3 rd3 rd

Risk statistics

Alpha0.1
Beta0.3
Sharpe-
Volatility0.07
Tracking error0.09
Information ratio-1.28
R-Squared0.18

Price movement

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

Holdings by region

  • 18.8% Japan
  • 15.3% France
  • 14.7% Canada
  • 9.5% Australia
  • 7.9% Germany
  • 7.9% Netherlands
  • 7.2% China
  • 5.1% Sweden
  • 3.5% Belgium
  • 3.3% USA

Holdings by sector

  • 46% Certificates of Deposit
  • 27.9% Commercial Paper
  • 15.8% Time Deposits
  • 5.2% Asset Backed Commercial Paper
  • 5.1% Government Agency Bonds

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 1.87% Nordea Bank AB 01/02/2018
  • 1.6% AUSTRALIA AND NEW ZEALAND BANKING GROUP 01/03/2018
  • 1.32% Societe Generale 01/03/2018
  • 1.1% Bank of Nova Scotia - (ScotiaBank) 01/02/2018
  • 1.1% Canadian Imperial Bank of Commerce 01/02/2018
  • 1.08% Royal Bank of Canada 01/02/2018
  • 1.07% MITSUBISHI UFJ FINANCIAL GROUP INC. 01/02/2018
  • 0.93% Societe Generale 01/02/2018
  • 0.88% KREDITANSTALT FUER WIEDERAUFBAU KFW 0% BDS 04/01/18 USD1
  • 0.87% KBC GROUPE NV 03/12/2018