Fact sheet: Schroder ISF USD Lq

Fund information
Fund name
Schroder ISF US Dollar Liquidity A Acc NAV EUR
Fund manager company
Schroder Investmt Mgt(LUX)S.A.
Fund type
Offshore Fund
Fund managers
  • Lisa Hornbysince 14/04/2013
Fund objective
To provide liquidity and current income, to the extent consistent with the preservation of capital, through investment in high quality short-term debt securities that are denominated in USD, provided that (i) at the time of acquisition, the average initial or residual maturity of all such securities held in the portfolio does not exceed 12 months, taking into account any financial instruments connected therewith, or (ii) the terms and conditions governing those securities provide that the applicable interest rate is adjusted at least annually on the basis of market conditions.
Benchmark
  • 3 Month Libor in EUR
Investment style
Liquidity
Investment method
Short Dated Bonds
Quick stats
1 Year return
1%
1 Year rank in sector
1/56
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.
0.29%
Fund size
£638m (£666m 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.
74
Top in this sector
Fund name1 Year
Schroder ISF USD Lq1%
BlackRock ICSInt$UlStBd1%
Hume Caut MA $0.8%
Amundi Cash USD0.8%
CMI US Dollar Currency Reserve0.8%
...more in FO Currency - US Dollar

Performance snapshot

Holdings snapshot

  • USA78.7%
    Canada8.4%
    Germany3.1%
    UK3.1%
    Not Specified2.9%
  • Government Bonds49%
    Others41.6%
    Mortgage & Secured Bonds5.7%
    Industrials2.6%
    Fixed Interest1.1%
  • US Fixed Interest51.6%
    Global Short Maturity Fixed Interest38.7%
    Canadian Fixed Interest5.7%
    Money Market2.7%
    Supranational Fixed Interest1.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3%4.8%6%1%28.1%25%
Sector0.1%0.1%0.2%0.4%0.4%0.7%
Rank within sector1 / 591 / 591 / 581 / 561 / 501 / 47
Quartile1st1st1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund1.7%11.5%13.8%-4.4%-1.7%
Sector0.3%0.1%-0%-0.1%0.4%
Rank within sector1 / 561 / 531 / 5049 / 4947 / 47
Quartile1st1st1st4th4th
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.
11.03
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.
-12.69
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.
0.64
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%.
8.26
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.
8.27
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.
1.04
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.
0.02
Price movement
52 week high117.02
52 week low106.82
Current bid price-
Current offer price-
Current mid price115.11
Region
1USA78.74%
2Canada8.4%
3Germany3.13%
4UK3.11%
5Not Specified2.85%
6Sweden2.66%
7International1.1%
Industry sector
1Government Bonds48.97%
2Others41.58%
3Mortgage & Secured Bonds5.74%
4Industrials2.6%
5Fixed Interest1.1%
Asset type
1US Fixed Interest51.57%
2Global Short Maturity Fixed Interest38.73%
3Canadian Fixed Interest5.74%
4Money Market2.74%
5Supranational Fixed Interest1.1%
6Others0.11%
Individual holdings
1UNITED STATES OF AMER TREAS BILLS 0% TB 08/12/16 USD10011.75%
2UNITED STATES OF AMER TREAS NOTES 2.75% TB 31/12/17 USD1008.09%
3UNITED STATES OF AMER TREAS NOTES 0.75% BDS 30/04/17 USD10005.5%
4UNITED STATES OF AMER TREAS BILLS 0% BDS 25/11/16 USD1004.7%
5UNITED STATES OF AMER TREAS NOTES 0.875% NTS 15/08/17 USD10003.93%
6UNITED STATES OF AMER TREAS NOTES 1% NTS 15/09/18 USD10003.93%
7UNITED STATES OF AMER TREAS BILLS 0% TB 19/01/17 USD10003.92%
8CAISSE CENTRALE DESJARDINS 1.6% BDS 06/03/17 USD1000 144A3.7%
9UNITED STATES OF AMER TREAS NOTES 2.75% NTS 30/11/16 USD10003.18%
Management
Fund manager group
Schroders
Fund manager company
Schroder Investmt Mgt(LUX)S.A.
Fund type
Offshore Fund
Fund objective
To provide liquidity and current income, to the extent consistent with the preservation of capital, through investment in high quality short-term debt securities that are denominated in USD, provided that (i) at the time of acquisition, the average initial or residual maturity of all such securities held in the portfolio does not exceed 12 months, taking into account any financial instruments connected therewith, or (ii) the terms and conditions governing those securities provide that the applicable interest rate is adjusted at least annually on the basis of market conditions.
Benchmark
  • 3 Month Libor in EUR
Investment style
Liquidity
Investment method
Short Dated Bonds
Fund managers
NameSinceBiography
Lisa Hornby14/04/2013Joined Schroders in 2010. Career commenced in 2007 at Barclays Capital as a Securitized Products P&L Analyst. CFA charterholder. BA Economics, Rutgers University.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Bulgaria, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Gibraltar, Greece, Hong Kong, Hungary, Italy, Republic Of Korea, Luxembourg, Macau, Netherlands, Norway, Offshore, Poland, Portugal, Singapore, Sweden, Taiwan - Province Of China
Schroder ISF US Dollar Liquidity A Acc EUR
Initial charge-
Annual charge0.2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.29%
Total expense ratio (TER)0.29%
Bid price115.1064
Offer price115.1064
Mid price-
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFP1J
Schroder ISF US Dollar Liquidity A Acc NAV EUR
Initial charge-
Annual charge0.2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.29%
Total expense ratio (TER)0.29%
Bid price-
Offer price-
Mid price115.1064
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFP1K
Schroder ISF US Dollar Liquidity A Acc NAV USD
Initial charge-
Annual charge0.2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.29%
Total expense ratio (TER)0.29%
Bid price-
Offer price-
Mid price105.0626
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE3F5
Schroder ISF US Dollar Liquidity A Acc USD
Initial charge-
Annual charge0.2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.29%
Total expense ratio (TER)0.29%
Bid price105.0626
Offer price105.0626
Mid price-
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBQ18
Schroder ISF US Dollar Liquidity A1 Acc NAV USD
Initial charge-
Annual charge0.2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.29%
Total expense ratio (TER)0.29%
Bid price-
Offer price-
Mid price101.7952
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE3F6
Schroder ISF US Dollar Liquidity A1 Acc USD
Initial charge-
Annual charge0.2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.29%
Total expense ratio (TER)0.29%
Bid price101.7952
Offer price101.7952
Mid price-
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBQ19
Schroder ISF US Dollar Liquidity B Acc EUR
Initial charge-
Annual charge0.2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.29%
Total expense ratio (TER)0.29%
Bid price115.0985
Offer price115.0985
Mid price-
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFP1L
Schroder ISF US Dollar Liquidity B Acc NAV EUR
Initial charge-
Annual charge0.2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.29%
Total expense ratio (TER)0.29%
Bid price-
Offer price-
Mid price115.0985
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFP1M
Schroder ISF US Dollar Liquidity B Acc NAV USD
Initial charge-
Annual charge0.2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.29%
Total expense ratio (TER)0.29%
Bid price-
Offer price-
Mid price104.3929
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE3F7
Schroder ISF US Dollar Liquidity B Acc USD
Initial charge-
Annual charge0.2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.29%
Total expense ratio (TER)0.29%
Bid price104.3929
Offer price104.3929
Mid price-
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBQ20
Schroder ISF US Dollar Liquidity C Acc NAV USD
Initial charge-
Annual charge0.2%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)0.27%
Total expense ratio (TER)0.27%
Bid price-
Offer price-
Mid price108.2509
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE3F9
Schroder ISF US Dollar Liquidity C Acc USD
Initial charge-
Annual charge0.2%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)0.27%
Total expense ratio (TER)0.27%
Bid price108.2509
Offer price108.2509
Mid price-
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBQ25
Schroder ISF US Dollar Liquidity C EUR
Initial charge-
Annual charge0.2%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)0.27%
Total expense ratio (TER)0.27%
Bid price115.1531
Offer price115.1531
Mid price-
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ4J7
Schroder ISF US Dollar Liquidity C NAV EUR
Initial charge-
Annual charge0.2%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)0.27%
Total expense ratio (TER)0.27%
Bid price-
Offer price-
Mid price115.1531
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ4J8
Schroder ISF US Dollar Liquidity I Acc NAV USD
Initial charge-
Annual charge-
Min single investment£5,000,000
Min regular saving£2,500,000
Available in ISANo
Ongoing charge (OCF)0.06%
Total expense ratio (TER)0.06%
Bid price-
Offer price-
Mid price111.8514
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE3G0
Schroder ISF US Dollar Liquidity I Acc USD
Initial charge-
Annual charge-
Min single investment£5,000,000
Min regular saving£2,500,000
Available in ISANo
Ongoing charge (OCF)0.06%
Total expense ratio (TER)0.06%
Bid price111.8514
Offer price111.8514
Mid price-
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeUV72
Data provided by

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