Fact sheet: GS Yen Liquid Reserves

Fund information
Fund name
GS Yen Liquid Reserves Institutional Acc
Fund manager company
Goldman Sachs
Fund type
No data available.
Fund manager
  • Team Managedsince 01/05/2007
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
  • JPY 1w LIBOR
Investment style
Liquidity
Investment method
Short Dated Bonds
Quick stats
1 Year return
-0.4%
1 Year rank in sector
17/25
Sector
FO Currency - Other
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.
0.2%
Fund size
£84,444m (£90,410m 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.
106
Top in this sector
Fund name1 Year
Nomura C104.6%
Investec EmrgMktsSrtDrt3.2%
UBS (L)MnMk-AUD1.6%
JPM Liq AUD Liq1.5%
FF AusDoCa1.2%
...more in FO Currency - Other

Performance snapshot

Holdings snapshot

  • Japan82.9%
    France9.7%
    Germany7.4%
  • Government Bills64.5%
    Time Deposits17.1%
    Money Market14.9%
    Government Bonds3.5%
  • Japanese Government Fixed Interest68%
    Money Market32%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.1%-0.2%-0.3%-0.4%-0.5%-0.5%
Sector0%0.1%0%0.6%-0.1%1%
Rank within sector18 / 2420 / 2519 / 2517 / 2517 / 2417 / 24
Quartile3rd4th4th3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund-0.4%-0.1%-0%0%0%
Sector0.3%-0.7%0.3%-0.4%1.5%
Rank within sector18 / 2513 / 2516 / 2416 / 2419 / 24
Quartile3rd3rd3rd3rd4th
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.
-0.16
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
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%.
0.06
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.
0.66
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.
-0.33
Price movement
52 week high10079.8
52 week low10057.3
Current bid price-
Current offer price-
Current mid price10057.19
Region
1Japan82.91%
2France9.68%
3Germany7.42%
Industry sector
1Government Bills64.47%
2Time Deposits17.09%
3Money Market14.95%
4Government Bonds3.49%
Asset type
1Japanese Government Fixed Interest67.96%
2Money Market32.04%
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
  • JPY 1w LIBOR
Investment style
Liquidity
Investment method
Short Dated Bonds
Fund manager
NameSinceBiography
Team Managed01/05/2007
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, Singapore, Sweden
GS Yen Liquid Reserves F Acc
Initial charge-
Annual charge0.2%
Min single investment£100,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price9974.63
CurrencyJPY
Price updated13/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFMRQ
GS Yen Liquid Reserves Institutional
Initial charge-
Annual charge0.2%
Min single investment£100,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price10000
CurrencyJPY
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code0Z9A
GS Yen Liquid Reserves Institutional Acc
Initial charge-
Annual charge0.2%
Min single investment£100,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price10057.19
CurrencyJPY
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0YXE
GS Yen Liquid Reserves R Acc
Initial charge-
Annual charge0.15%
Min single investment£100,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10005.05
CurrencyJPY
Price updated30/11/2014
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF92F
GS Yen Liquid Reserves R Dis
Initial charge-
Annual charge0.15%
Min single investment£100,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.15%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10000
CurrencyJPY
Price updated01/12/2014
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF92E
GS Yen Liquid Reserves X
Initial charge-
Annual charge-
Min single investment£100,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price10000
CurrencyJPY
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeG6YW
GS Yen Liquid Reserves X Acc
Initial charge-
Annual charge-
Min single investment£100,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9984.52
CurrencyJPY
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE7OH
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