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

0.36 %

1 Year rank in sector

37/57

Sector

FO Currency - US Dollar

Yield

0.83

Fund size

£ 94.9 b

FE Risk score

82

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    13.9%
  • France
    13.4%
  • Canada
    13.1%
  • Netherlands
    11.3%
  • China
    8.3%
  • 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
Fund0.05 %0.24 %0.36 %0.39 %0.41 %
Sector0.04 %0.18 %0.44 %0.72 %0.72 %
Rank within sector37 / 5838 / 5737 / 5735 / 5230 / 46
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.3 %0.09 %0.01 %0.01 %0.01 %
Sector0.25 %0.4 %0.08 %-0 %-0.09 %
Rank within sector38 / 5738 / 5433 / 5228 / 4823 / 46
Quartile th3 rd3 rd3 rd3 rd2 nd

Risk statistics

Alpha0.08
Beta0.2
Sharpe-
Volatility0.05
Tracking error0.09
Information ratio-1.14
R-Squared0.11

Price movement

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

Holdings by region

  • 13.9% Japan
  • 13.4% France
  • 13.1% Canada
  • 11.3% Netherlands
  • 8.3% China
  • 8% Australia
  • 7.4% Sweden
  • 6.7% Germany
  • 4.1% Belgium
  • 3.4% 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

  • 2.44% DNB ASA 09/01/2017
  • 2.32% Swedbank AB 09/06/2017
  • 1.88% Nordea Bank AB 09/01/2017
  • 1.47% ABN AMRO GROUP N.V. 09/01/2017
  • 1.27% CHINA CONSTRUCTION BANK CORPORATION 09/01/2017
  • 1.06% Canadian Imperial Bank of Commerce 09/01/2017
  • 1.06% DZ BANK AG 09/01/2017
  • 1.04% Cooperatieve Rabobank U.A 09/01/2017
  • 0.85% BNP Paribas 09/01/2017
  • 0.85% Societe Generale 09/06/2017