Fact sheet: JPM Mangd Resrv

Fund information

Fund name
JPM Managed Reserves A NAV USD
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager(s)
David Martucci
since 10/06/2010
Fund objective
To achieve a return in excess of US money markets by investing primarily in USD denominated short-term debt securities.
Benchmark
BofA Merrill Lynch US 3-Month Treasury Bill Index
Investment style
None
Investment method
Short Dated Bonds

Quick stats

1 Year return

0.99 %

1 Year rank in sector

11/58

Sector

FO Currency - US Dollar

Yield
-
Fund size

£ 3.3 b

FE Risk score

1

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    55.73%
  • Canada
    8.57%
  • Japan
    5.58%
  • UK
    5.28%
  • France
    4.89%
  • Corporate Bonds
    66.5%
  • Money Market
    20.3%
  • Asset/Mortgage-Backed Securities
    9.5%
  • Government Bonds
    3.6%
  • Fixed Interest
    0.1%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.09 %0.55 %0.99 %1.9 %2.54 %
Sector0.08 %0.18 %0.46 %0.79 %0.75 %
Rank within sector14 / 5910 / 5811 / 587 / 535 / 47
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Calendar performance

YTD-20172016201520142013
Fund0.9 %0.79 %0.23 %0.21 %0.32 %
Sector0.32 %0.4 %0.08 %-0 %-0.09 %
Rank within sector9 / 588 / 556 / 534 / 492 / 47
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Risk statistics

Alpha0.59
Beta0.11
Sharpe-0
Volatility0.18
Tracking error0.2
Information ratio1.87
R-Squared0

Price movement

52 week high10353.17
52 week low10251.7
Current bid price0
Current offer price0
Current mid price10353.67

Holdings by region

  • 55.73% USA
  • 8.57% Canada
  • 5.58% Japan
  • 5.28% UK
  • 4.89% France
  • 4.09% Australia
  • 3.29% Luxembourg
  • 3.19% Sweden
  • 2.79% Netherlands
  • 2.49% Switzerland

Holdings by sector

  • 66.5% Corporate Bonds
  • 20.3% Money Market
  • 9.5% Asset/Mortgage-Backed Securities
  • 3.6% Government Bonds
  • 0.1% Fixed Interest

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 2.7% US TREASURY 1.21% 30/04/18
  • 1.4% WORLD OMNI AUTO RECEIVABLES 1.51% 17/08/20
  • 1.1% BANK OF CHINA 1.45% 21/09/17
  • 1.1% DAI-ICHI LIFE HOLDINGS 1.52% 08/06/18
  • 1.1% PRINCIPAL FINANCIAL GROUP 1.82% 22/02/19
  • 1% COMMONWEALTH BANK OF AUSTRALIA 1.58% 12/03/18
  • 1% CREDIT AGRICOLE 1.71% 03/06/19
  • 1% NATIONAL RURAL UTILITIES COOPERATIVE FINANCE 1.59% 05/04/19
  • 1% NEW YORK LIFE INSURANCE 1.59% 12/04/19
  • 1% WELLS FARGO 1.45% 22/01/18