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

0.4 %

1 Year rank in sector

36/58

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
    16.3%
  • Japan
    15.9%
  • Canada
    14.3%
  • China
    10.5%
  • Australia
    8%
  • Certificates of Deposit
    48.7%
  • Commercial Paper
    22.8%
  • Time Deposits
    21%
  • Asset Backed Commercial Paper
    5.3%
  • Short Term Asset Backed
    1.9%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.04 %0.25 %0.4 %0.44 %0.45 %
Sector0.08 %0.18 %0.46 %0.79 %0.75 %
Rank within sector40 / 5938 / 5836 / 5835 / 5330 / 47
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.34 %0.09 %0.01 %0.01 %0.01 %
Sector0.32 %0.4 %0.08 %-0 %-0.09 %
Rank within sector38 / 5838 / 5533 / 5328 / 4923 / 47
Quartile th3 rd3 rd3 rd3 rd2 nd

Risk statistics

Alpha0.09
Beta0.16
Sharpe-
Volatility0.06
Tracking error0.09
Information ratio-1.31
R-Squared0.07

Price movement

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

Holdings by region

  • 16.3% France
  • 15.9% Japan
  • 14.3% Canada
  • 10.5% China
  • 8% Australia
  • 7.4% Netherlands
  • 7.2% Sweden
  • 6.6% Germany
  • 3.2% Belgium
  • 3% USA

Holdings by sector

  • 48.7% Certificates of Deposit
  • 22.8% Commercial Paper
  • 21% Time Deposits
  • 5.3% Asset Backed Commercial Paper
  • 1.9% Short Term Asset Backed
  • 0.3% Corporate Bonds

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 3.29% Swedbank AB 10/02/2017
  • 2% CHINA CONSTRUCTION BANK CORPORATION 10/02/2017
  • 1.14% GROUP BPCE 10/02/2017
  • 1.1% Cooperatieve Rabobank U.A 10/02/2017
  • 0.99% DZ BANK AG 10/02/2017
  • 0.98% BNP Paribas 10/02/2017
  • 0.88% BNP Paribas 10/02/2017
  • 0.83% INDUSTRIAL AND COMMERCIAL BANK OF CHINA 10/02/2017
  • 0.82% INDUSTRIAL AND COMMERCIAL BANK OF CHINA 10/02/2017
  • 0.82% Societe Generale 10/04/2017