Fact sheet: Schroder ISF USD Lq

Fund information
Fund name
Schroder ISF US Dollar Liquidity I Acc USD
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
0.6%
1 Year rank in sector
-
Sector
FO Currency - US Dollar
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.
0.06%
Fund size
£724m (£640m 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.
75
Top in this sector
Fund name1 Year
UBS IrlSlctMnMrkt$79%
Hume Caut MA $3.4%
BlackRock ICSInt$UlStBd1.1%
Pictet ShortTm MnyMkt $0.9%
Amundi Cash USD0.9%
...more in FO Currency - US Dollar

Performance snapshot

Holdings snapshot

  • USA73.3%
    Canada14.1%
    UK5.5%
    Sweden3.4%
    Norway3.4%
  • Others47.9%
    Government Bonds44.7%
    Mortgage & Secured Bonds5.1%
    Industrials2.3%
  • Global Short Maturity Fixed Interest47.7%
    US Fixed Interest47%
    Canadian Fixed Interest5.1%
    Money Market0.2%
    Others0%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.1%0.2%0.3%0.6%1.1%1.4%
Sector0.1%0.1%0.3%0.5%0.5%0.8%
Rank within sector------
Quartile
Calendar performance
 YTD - 20172016201520142013
Fund0.1%0.5%0.3%0.2%0.1%
Sector0.1%0.4%0.1%-0%-0.1%
Rank within sector-----
Quartile
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.
0.36
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%.
0.12
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.
0.15
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.
1.35
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 high112.04
52 week low111.39
Current bid price112.05
Current offer price112.05
Current mid price-
Region
1USA73.34%
2Canada14.06%
3UK5.51%
4Sweden3.44%
5Norway3.44%
6Not Specified0.22%
Industry sector
1Others47.93%
2Government Bonds44.7%
3Mortgage & Secured Bonds5.07%
4Industrials2.29%
Asset type
1Global Short Maturity Fixed Interest47.71%
2US Fixed Interest46.99%
3Canadian Fixed Interest5.07%
4Money Market0.2%
5Others0.02%
6Alternative Investment Strategies0%
Individual holdings
1UNITED STATES OF AMER TREAS NOTES 0.75% BDS 31/10/18 USD1008.94%
2UNITED STATES OF AMER TREAS NOTES 2.75% TB 31/12/17 USD1007.05%
3UNITED STATES OF AMER TREAS BILLS 0% TB 13/07/17 USD1005.51%
4UNITED STATES OF AMER TREAS NOTES 0.875% BDS 15/10/18 USD1005.11%
5UNITED STATES OF AMER TREAS NOTES 0.75% BDS 30/04/17 USD10004.85%
6UNITED STATES OF AMER TREAS NOTES 0.875% NTS 15/08/17 USD10003.47%
7UNITED STATES OF AMER TREAS NOTES 1% NTS 15/09/18 USD10003.46%
8APPLE3.45%
9DANSKE CORP.3.45%
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 price117.6793
Offer price117.6793
Mid price-
CurrencyEUR
Price updated22/02/2017
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 price117.6793
CurrencyEUR
Price updated22/02/2017
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 price105.1963
CurrencyUSD
Price updated22/02/2017
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 price105.1963
Offer price105.1963
Mid price-
CurrencyUSD
Price updated22/02/2017
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 price101.9248
CurrencyUSD
Price updated22/02/2017
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 price101.9248
Offer price101.9248
Mid price-
CurrencyUSD
Price updated22/02/2017
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 price117.6717
Offer price117.6717
Mid price-
CurrencyEUR
Price updated22/02/2017
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 price117.6717
CurrencyEUR
Price updated22/02/2017
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 price104.5258
CurrencyUSD
Price updated22/02/2017
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 price104.5258
Offer price104.5258
Mid price-
CurrencyUSD
Price updated22/02/2017
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 price108.3931
CurrencyUSD
Price updated22/02/2017
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 price108.3931
Offer price108.3931
Mid price-
CurrencyUSD
Price updated22/02/2017
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 price117.7324
Offer price117.7324
Mid price-
CurrencyEUR
Price updated22/02/2017
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 price117.7324
CurrencyEUR
Price updated22/02/2017
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 price112.0478
CurrencyUSD
Price updated22/02/2017
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 price112.0478
Offer price112.0478
Mid price-
CurrencyUSD
Price updated22/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeUV72
Data provided by

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