Fact sheet: JPM Liq USD Treas Liq

Fund information

Fund name
JPM Liq US Dollar Treasury Liquidity Morgan NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
John Tobin
since 22/10/2003
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
iMoneynet Institutional US Treasury and Repo Money Fund Index
Investment style
Liquidity
Investment method
Short Dated Bonds

Quick stats

1 Year return

0.12 %

1 Year rank in sector

47/58

Sector

FO Currency - US Dollar

Yield

0.48

Fund size

£ 36.1 b

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    45.2%
  • France
    16.5%
  • Germany
    15.2%
  • UK
    14.4%
  • Canada
    4.3%
  • Short Term Asset Backed
    60.9%
  • Government Bonds
    39.1%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.03 %0.12 %0.12 %0.12 %0.12 %
Sector0.08 %0.18 %0.46 %0.79 %0.75 %
Rank within sector49 / 5947 / 5847 / 5843 / 5339 / 47
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0.12 %0 %0 %0 %0 %
Sector0.32 %0.4 %0.08 %-0 %-0.09 %
Rank within sector46 / 5848 / 5538 / 5332 / 4931 / 47
Quartile th4 th4 th3 rd3 rd3 rd

Risk statistics

Alpha0.03
Beta0.01
Sharpe-
Volatility0.03
Tracking error0.09
Information ratio-2.36
R-Squared0

Price movement

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

Holdings by region

  • 45.2% USA
  • 16.5% France
  • 15.2% Germany
  • 14.4% UK
  • 4.3% Canada
  • 3.8% Japan
  • 0.6% Australia

Holdings by sector

  • 60.9% Short Term Asset Backed
  • 39.1% Government Bonds

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 7.21% UNITED STATES OF AMER TREAS NOTES FRN 30/04/18 USD100
  • 5.97% UNITED STATES OF AMER TREAS NOTES FRN 31/10/17 USD100
  • 5.14% BNP Paribas (Repo) 10/02/2017
  • 4.61% UNITED STATES DEPARTMENT OF THE TREASURY
  • 4.19% BNP Paribas (Repo) 12/08/2017
  • 4.19% Deutsche Bank AG (Repo) 10/02/2017
  • 4.19% Royal Bank of Scotland Group PLC (Repo) 10/02/2017
  • 4.19% Societe Generale (Repo) 10/30/2017
  • 3.49% UNITED STATES OF AMER TREAS BILLS 0% TB 12/10/17 USD100
  • 3.48% UNITED STATES OF AMER TREAS BILLS 0% TB 21/12/17 USD100