Fact sheet: Deutsche Man Str Ul Sh F I

Fund information
Fund name
Deutsche Managed Sterling Ultra Short Fixed Income Reserved
Fund manager company
Deutsche Global Liquidity
Fund type
OEIC
Fund manager
No data available.
Fund objective
To provide a high level of current income while preserving capital by investing in a diversified portfolio of Sterling denominated short-term debt and debt related instruments.
Benchmark
  • 3 Months LIBID
Investment style
Capital Protection Targeted,Liquidity
Investment method
Short Dated Bonds
Quick stats
1 Year return
0.1%
1 Year rank in sector
26/42
Sector
FO Currency - Sterling
Yield
-
Fund size
£21m
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.
2
Top in this sector
Fund name1 Year
Hume Caut MA Stg2.1%
Payden & Rygel Sterling Rsrv1.2%
Aberdeen Liq(L)USDurStg0.9%
Insight ILF GBP Liquidity Plus0.8%
BlackRock ICS InstStgUl SBd0.6%
...more in FO Currency - Sterling

Performance snapshot

Holdings snapshot

  • No data available.
  • Medium Dated Bonds64%
    Floating Rate Notes32.4%
    Commercial Paper2.3%
    Money Market1.3%
  • Money Market100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0%-0%0.1%0.1%--
Sector0%0%0.1%0.5%1.2%2.2%
Rank within sector7 / 4640 / 4620 / 4426 / 42--
Quartile1st4th2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund-0%----
Sector0.3%0.6%0.3%0.3%0.6%
Rank within sector38 / 42----
Quartile4th
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high10111.08
52 week low9997.1
Current bid price-
Current offer price-
Current mid price10010.06
Region
No data available.
Industry sector
1Medium Dated Bonds63.95%
2Floating Rate Notes32.38%
3Commercial Paper2.33%
4Money Market1.34%
Asset type
1Money Market100%
Individual holdings
1GOLDMAN SACHS GROUP INC 6.125% SNR NTS 14/2/17 GBP10004.81%
2ASIF III JERSEY 5.38% 14/10/20164.73%
3ING BANK NV 3.875% BDS 23/12/16 GBP10004.73%
4BNP PARIBAS 3.5% MTN 07/12/16 GBP10004.72%
5KFW 3.75% 07/09/20164.7%
6AGENCE FRANCAISE DE DEVELOPPEMENT 0.75% BDS 31/03/17 GBP20004.67%
7VOLKSWAGEN FINANCIAL SERVICES 1.25% NTS 15/12/16 GBP10004.67%
8BMW US CAPITAL 0.84% 06/02/20173.73%
9BASF 5.88% 31/03/20172.91%
Management
Fund manager group
Deutsche Global Liquidity
Fund manager company
Deutsche Global Liquidity
Fund type
OEIC
Fund objective
To provide a high level of current income while preserving capital by investing in a diversified portfolio of Sterling denominated short-term debt and debt related instruments.
Benchmark
  • 3 Months LIBID
Investment style
Capital Protection Targeted,Liquidity
Investment method
Short Dated Bonds
Fund manager
No data available.
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Ireland, Offshore
Deutsche Managed Sterling Ultra Short Fixed Income Accumulate
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10061.77
CurrencyGBP
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN4IU
Deutsche Managed Sterling Ultra Short Fixed Income Reserved
Initial charge-
Annual charge0.15%
Min single investment£50,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10010.06
CurrencyGBP
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMOVY
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.