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

0.24 %

1 Year rank in sector

38/57

Sector

FO Currency - US Dollar

Yield

0.81

Fund size

£ 93.7 b

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    14.5%
  • Japan
    13.2%
  • Netherlands
    12.6%
  • Canada
    11.7%
  • China
    9.8%
  • Certificates of Deposit
    50.6%
  • Time Deposits
    23.3%
  • Commercial Paper
    18.2%
  • Others
    7.9%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %0.16 %0.24 %0.26 %0.27 %
Sector-0 %0.16 %0.4 %0.65 %0.75 %
Rank within sector49 / 5939 / 5838 / 5736 / 5231 / 47
Quartile th4 th3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.16 %0.09 %0.01 %0.01 %0.01 %
Sector0.18 %0.4 %0.08 %-0 %-0.09 %
Rank within sector41 / 5838 / 5533 / 5328 / 4923 / 47
Quartile th3 rd3 rd3 rd3 rd2 nd

Risk statistics

Alpha0.05
Beta0.17
Sharpe-
Volatility0.04
Tracking error0.08
Information ratio-1.52
R-Squared0.15

Price movement

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

Holdings by region

  • 14.5% France
  • 13.2% Japan
  • 12.6% Netherlands
  • 11.7% Canada
  • 9.8% China
  • 9.7% Sweden
  • 8.3% Australia
  • 8.3% Others
  • 4.5% Germany
  • 4.1% USA

Holdings by sector

  • 50.6% Certificates of Deposit
  • 23.3% Time Deposits
  • 18.2% Commercial Paper
  • 7.9% Others

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 1.35% Svenska Handelsbanken 07/03/2017
  • 1.18% Nordea Bank AB 07/03/2017
  • 1.04% CHINA CONSTRUCTION BANK CORPORATION 07/03/2017
  • 1.03% Societe Generale 07/03/2017
  • 1% BANK OF CHINA LIMITED 08/03/2017
  • 1% Cooperatieve Rabobank U.A 07/03/2017
  • 0.95% INDUSTRIAL AND COMMERCIAL BANK OF CHINA 07/03/2017
  • 0.95% Societe Generale 07/05/2017
  • 0.83% Australia and New Zealand Banking Group 07/06/2017
  • 0.83% CP GOVERNMENT OF NET