Fact sheet: BlackRock ICS InstUS Treas

Fund information
Fund name
BlackRock ICS Institutional US Treasury Dis USD
Fund manager company
BlackRock Inv Mgt (Dublin) Ltd
Fund type
OEIC
Fund manager
  • Joseph Markowskisince 29/09/2008
Fund objective
The Institutional US Treasury Fund (“the Fund”) seeks a moderate level of current income as is consistent with the liquidity and stability of principal.
Benchmark
  • Citigroup One-Month Treasury Bill Index
Investment style
Liquidity
Investment method
Short Dated Bonds
Quick stats
1 Year return
0.1%
1 Year rank in sector
32/56
Sector
FO Currency - US Dollar
Yield
0.2%
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.2%
Fund size
£7,939m (£4,704m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
66
Top in this sector
Fund name1 Year
Hume Caut MA $1%
BlackRock ICSInt$UlStBd0.9%
CMI US Dollar Currency Reserve0.7%
Dimensional One Year Fxd Inc Pfl0.7%
Amundi Cash USD0.7%
...more in FO Currency - US Dollar

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0%0%0.1%0.1%0.1%0.2%
Sector0%0.1%0.2%0.3%0.3%0.6%
Rank within sector33 / 6033 / 5933 / 5732 / 5631 / 5231 / 50
Quartile3rd3rd3rd3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund0.1%0%0%0%0%
Sector0.2%0.1%-0%-0.1%0.4%
Rank within sector32 / 5728 / 5422 / 5221 / 5129 / 50
Quartile3rd3rd2nd2nd3rd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
0.03
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.06
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
0.01
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
0.08
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-0.98
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.17
Price movement
52 week high1
52 week low1
Current bid price-
Current offer price-
Current mid price1
Region
1USA99.99%
Industry sector
1Government Bonds52.27%
2Money Market47.72%
Asset type
1Global Government Fixed Interest52.27%
2Money Market47.72%
Individual holdings
1TREASURY FLOATING RATE NOTE10.69%
2US TREASURY FRN5.51%
3UNITED STATES TREASURY NOTE/BOND3.55%
4TREASURY BILL3.24%
5UNITED 3.125% 10/162.97%
6UNITED 0.875% 01/172.95%
7TREASURY BILL2.02%
8TREASURY FLOATING RATE NOTE1.86%
9TREASURY NOTE1.83%
Management
Fund manager group
BlackRock
Fund manager company
BlackRock Inv Mgt (Dublin) Ltd
Fund type
OEIC
Fund objective
The Institutional US Treasury Fund (“the Fund”) seeks a moderate level of current income as is consistent with the liquidity and stability of principal.
Benchmark
  • Citigroup One-Month Treasury Bill Index
Investment style
Liquidity
Investment method
Short Dated Bonds
Fund manager
NameSinceBiography
Joseph Markowski29/09/2008Joseph Markowski, Director and portfolio manager, is a member of BlackRock's Cash Management Group. He is responsible for managing government and treasury money market portfolios. Prior to moving to his current role in 2008, Mr. Markowski was a member of BlackRock's Fixed Income Portfolio Management Group. In this role, he was responsible for financing the firm's leveraged funds and alternative products. Mr. Markowski joined BlackRock in 1993 as a member of the Global Client Group, where he was responsible for marketing and sales support for the firm's institutional liquidity business. Mr. Markowski earned a BS degree in finance from Drexel University in 1994.
Compliance
Transparent for Austrian Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Guernsey, Isle of Man, Ireland, Iceland, Italy, Luxembourg, Monaco, Netherlands, Norway, Offshore, Singapore
BlackRock ICS Institutional US Treasury
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.03%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1
CurrencyUSD
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code0OC8
BlackRock ICS Institutional US Treasury Acc USD
Initial charge-
Annual charge0.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100.2899
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0T21
BlackRock ICS Institutional US Treasury Dis USD
Initial charge-
Annual charge0.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1
CurrencyUSD
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeELJ1
BlackRock ICS Institutional US Treasury Heritage Acc USD
Initial charge-
Annual charge0.13%
Min single investment£750,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.13%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMUIV
BlackRock ICS Institutional US Treasury Heritage Dis
Initial charge-
Annual charge0.13%
Min single investment£750,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.13%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1
CurrencyUSD
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJCYY
BlackRock ICS Institutional US Treasury Premier Acc USD
Initial charge-
Annual charge0.1%
Min single investment£1,000,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100.2638
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJNMF
BlackRock ICS Institutional US Treasury Premier Dis
Initial charge-
Annual charge0.1%
Min single investment£1,000,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1
CurrencyUSD
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code11GO
BlackRock ICS Institutional US Treasury Select Dis
Initial charge-
Annual charge0.15%
Min single investment£250,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1
CurrencyUSD
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code11GI
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.