Fact sheet: GS Euro Liquid Reserves

Fund information
Fund name
GS Euro Liquid Reserves Administration
Fund manager company
Goldman Sachs
Fund type
No data available.
Fund manager
  • Team Managedsince 01/02/1999
Fund objective
The Fund seeks to maximise current income while maintaining liquidity and preserving capital. The Fund will invest in a diversified range of high quality securities, all of which are due to be paid within 397 days of being purchased. The average time to the maturity date (meaning date of interest rate change or principal repayment, if earlier) of all such securities will be up to 60 days and the average time until the full principal must be repaid on all securities will be up to 120 days.
Benchmark
  • ICE Libor EUR 1 Week
Investment style
Liquidity
Investment method
None
Quick stats
1 Year return
-0.3%
1 Year rank in sector
38/57
Sector
FO Currency - Euro
Yield
-0.4%
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.
0.45%
Fund size
£9,489m (£12,298m 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.
61
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Fund name1 Year
Amundi Abs Euro Taux Court2.4%
BNP Paribas Sht Tm Eurpn Secrtn1.1%
DB Platinum IV Dync Csh0.8%
Petercam L Liq EUR&FRN0.8%
Amundi 12 M0.7%
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Performance snapshot

Holdings snapshot

  • France30.8%
    Japan14.1%
    USA11.5%
    Belgium8.3%
    Germany6.7%
  • Commercial Paper34.6%
    Certificates of Deposit20.2%
    Asset Backed Commercial Paper13%
    Time Deposits12.8%
    Money Market8.4%
  • Money Market98.8%
    Dutch Fixed Interest0.5%
    Australian Fixed Interest0.4%
    French Government Fixed Interest0.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0%-0.1%-0.2%-0.3%-0.3%-0.1%
Sector-0.1%-0.2%-0.2%-0.2%-0.1%0.3%
Rank within sector32 / 5940 / 5841 / 5838 / 5735 / 5427 / 43
Quartile3rd3rd3rd3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund-0.2%-0.1%0%0%0%
Sector-0.2%-0.1%0.1%0%0.3%
Rank within sector40 / 5828 / 5435 / 5328 / 5028 / 45
Quartile3rd3rd3rd3rd3rd
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.
-0.09
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.
0.13
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%.
0.04
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.
0.11
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.
-1
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.
0.13
Price movement
52 week high1
52 week low1
Current bid price-
Current offer price-
Current mid price1
Region
1France30.77%
2Japan14.14%
3USA11.47%
4Belgium8.28%
5Germany6.67%
6Netherlands6%
7Sweden4.83%
8UK4.7%
9Qatar3.47%
Industry sector
1Commercial Paper34.58%
2Certificates of Deposit20.18%
3Asset Backed Commercial Paper12.96%
4Time Deposits12.8%
5Money Market8.38%
6Commercial Paper4.85%
7Asset/Mortgage-Backed Securities3.99%
8Money Market0.82%
9Certificates of Deposit0.51%
Asset type
1Money Market98.75%
2Dutch Fixed Interest0.51%
3Australian Fixed Interest0.42%
4French Government Fixed Interest0.32%
Individual holdings
No data available.
Management
Fund manager group
Goldman Sachs
Fund manager company
Goldman Sachs
Fund type
No data available.
Fund objective
The Fund seeks to maximise current income while maintaining liquidity and preserving capital. The Fund will invest in a diversified range of high quality securities, all of which are due to be paid within 397 days of being purchased. The average time to the maturity date (meaning date of interest rate change or principal repayment, if earlier) of all such securities will be up to 60 days and the average time until the full principal must be repaid on all securities will be up to 120 days.
Benchmark
  • ICE Libor EUR 1 Week
Investment style
Liquidity
Investment method
None
Fund manager
NameSinceBiography
Team Managed01/02/1999
Compliance
Transparent for Austrian Tax, Transparent for German Tax, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Germany, Spain, Finland, France, United Kingdom, Greece, Ireland, Italy, Luxembourg, Netherlands, Offshore, Peru, Singapore, Sweden
GS Euro Liquid Reserves Administration
Initial charge-
Annual charge0.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.45%
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price1
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeGE17
GS Euro Liquid Reserves Administration Acc
Initial charge-
Annual charge0.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.45%
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price12081.39
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGK73
GS Euro Liquid Reserves Institutional
Initial charge-
Annual charge0.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price1
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeGE16
GS Euro Liquid Reserves Institutional Acc
Initial charge-
Annual charge0.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price12399.48
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGK74
GS Euro Liquid Reserves Institutional T Acc
Initial charge-
Annual charge0.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price9975.21
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJE3O
GS Euro Liquid Reserves M +
Initial charge-
Annual charge0.1%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price1
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeGP88
GS Euro Liquid Reserves M + Acc
Initial charge-
Annual charge0.1%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price10498.39
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ9V2
GS Euro Liquid Reserves Preferred
Initial charge-
Annual charge0.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.3%
Total expense ratio (TER)0.3%
Bid price-
Offer price-
Mid price1
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeGE18
GS Euro Liquid Reserves Preferred Acc
Initial charge-
Annual charge0.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.3%
Total expense ratio (TER)0.3%
Bid price-
Offer price-
Mid price12267.77
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGK75
GS Euro Liquid Reserves R
Initial charge-
Annual charge0.15%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price1
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJE3N
GS Euro Liquid Reserves R Acc
Initial charge-
Annual charge0.15%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price9975.91
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF7HJ
GS Euro Liquid Reserves Value
Initial charge-
Annual charge0.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price1
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ9V1
GS Euro Liquid Reserves X
Initial charge-
Annual charge-
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.05%
Total expense ratio (TER)0.05%
Bid price-
Offer price-
Mid price1
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ9V3
Data provided by

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