Fact sheet: GS Euro Liquid Reserves

Fund information
Fund name
GS Euro Liquid Reserves Administration
Fund manager company
Goldman Sachs Asset Management
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,Capital Protection Targeted
Investment method
None
Quick stats
1 Year return
-0.4%
1 Year rank in sector
38/54
Sector
FO Currency - Euro
Yield
-0.5%
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
£11,788m (£9,240m 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.
70
Top in this sector
Fund name1 Year
Carmignac PtfCapCbe2.7%
BNP Paribas Sht Tm Eurpn Secrtn1.2%
Amundi Abs Euro Taux Court1.2%
DPAM L Liq EUR&FRN1%
Hume Caut MA €0.8%
...more in FO Currency - Euro

Performance snapshot

Holdings snapshot

  • France24.8%
    Japan18.7%
    USA10.2%
    Sweden6.6%
    Belgium6.3%
  • Certificates of Deposit31.8%
    Commercial Paper30.6%
    Time Deposits7.5%
    Asset Backed Commercial Paper7%
    Money Market6.5%
  • Money Market98.5%
    Dutch Fixed Interest1.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0%-0.1%-0.2%-0.4%-0.6%-0.6%
Sector-0.1%-0.3%-0.5%-0.7%-0.7%-0.5%
Rank within sector33 / 5531 / 5537 / 5538 / 5432 / 5031 / 46
Quartile3rd3rd3rd3rd3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund-0.1%-0.4%-0.1%0%0%
Sector-0.3%-0.4%-0.1%0.1%0%
Rank within sector31 / 5539 / 5324 / 4831 / 4924 / 46
Quartile3rd3rd2nd3rd3rd
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.
-0.13
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.
0.23
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%.
0.05
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.
0.12
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.
0.25
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.
0.39
Price movement
52 week high1
52 week low1
Current bid price-
Current offer price-
Current mid price1
Region
1France24.76%
2Japan18.69%
3USA10.21%
4Sweden6.61%
5Belgium6.32%
6EU5.55%
7United Arab Emirates4.95%
8Netherlands4.91%
9Germany4.1%
Industry sector
1Certificates of Deposit31.79%
2Commercial Paper30.59%
3Time Deposits7.47%
4Asset Backed Commercial Paper7%
5Money Market6.49%
6Commercial Paper6.46%
7Money Market5.55%
8Asset/Mortgage-Backed Securities2.69%
9Certificates of Deposit1.28%
Asset type
1Money Market98.5%
2Dutch Fixed Interest1.5%
Individual holdings
No data available.
Management
Fund manager group
Goldman Sachs
Fund manager company
Goldman Sachs Asset Management
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,Capital Protection Targeted
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, MAS Unrestricted Scheme
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)0.1%
Bid price-
Offer price-
Mid price1
CurrencyEUR
Price updated27/04/2017
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)0.1%
Bid price-
Offer price-
Mid price12048.41
CurrencyEUR
Price updated27/04/2017
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)0.1%
Bid price-
Offer price-
Mid price1
CurrencyEUR
Price updated27/04/2017
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)0.1%
Bid price-
Offer price-
Mid price12365.63
CurrencyEUR
Price updated27/04/2017
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)0.1%
Bid price-
Offer price-
Mid price9947.99
CurrencyEUR
Price updated27/04/2017
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)0.1%
Bid price-
Offer price-
Mid price1
CurrencyEUR
Price updated27/04/2017
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)0.1%
Bid price-
Offer price-
Mid price10469.71
CurrencyEUR
Price updated27/04/2017
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)0.1%
Bid price-
Offer price-
Mid price1
CurrencyEUR
Price updated27/04/2017
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)0.1%
Bid price-
Offer price-
Mid price12234.28
CurrencyEUR
Price updated27/04/2017
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)0.1%
Bid price-
Offer price-
Mid price1
CurrencyEUR
Price updated27/04/2017
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)0.1%
Bid price-
Offer price-
Mid price9948.68
CurrencyEUR
Price updated27/04/2017
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)0.15%
Bid price-
Offer price-
Mid price1
CurrencyEUR
Price updated27/04/2017
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)0.03%
Bid price-
Offer price-
Mid price1
CurrencyEUR
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ9V3
GS Euro Liquid Reserves X Acc
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)0.03%
Bid price-
Offer price-
Mid price9992.6
CurrencyEUR
Price updated27/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBNJT
Data provided by

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