Fact sheet: Western Asset USD Liquidity

Fund information
Fund name
Western Asset US Dollar Liquidity D
Fund manager company
Western Asset Liquidity Fd plc
Fund type
No data available.
Fund manager
  • Western Asset Management Cosince 01/04/1996
Fund objective
The investment objective of the Fund is to aim to maintain capital value while seeking to produce a return to the investor in line with money market rates. The Fund seeks to provide current income while maintaining liquidity and a stable Net Asset Value of $1.00 per Share.
Benchmark
  • No Specified Index
Investment style
Liquidity
Investment method
Certificate of Deposit, Deposits
Quick stats
1 Year return
0.3%
1 Year rank in sector
18/56
Sector
FO Currency - US Dollar
Yield
0.7%
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.
0.11%
Fund size
£2,142m (£2,318m 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.
64
Top in this sector
Fund name1 Year
Hume Caut MA $1%
BlackRock ICSInt$UlStBd0.9%
CMI US Dollar Currency Reserve0.7%
Dimensional One Year Fxd Inc Pfl0.7%
Amundi Cash USD0.7%
...more in FO Currency - US Dollar

Performance snapshot

Holdings snapshot

  • Money Market100%
  • Commercial Paper43.8%
    Certificates of Deposit33.7%
    Cash Deposits20.4%
    Floating Rate Notes2.1%
  • Money Market100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0%0.1%0.2%0.3%0.4%0.6%
Sector0%0.1%0.2%0.3%0.3%0.6%
Rank within sector21 / 6019 / 5919 / 5718 / 5617 / 5219 / 50
Quartile2nd2nd2nd2nd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund0.2%0.1%0%0.1%0.1%
Sector0.2%0.1%-0%-0.1%0.4%
Rank within sector18 / 5713 / 5417 / 5218 / 5116 / 50
Quartile2nd1st2nd2nd2nd
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.
0.1
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.
0.18
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%.
0.03
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.
0.07
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.
0.06
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.
0.2
Price movement
52 week high1
52 week low1
Current bid price-
Current offer price-
Current mid price1
Region
1Money Market100%
Industry sector
1Commercial Paper43.8%
2Certificates of Deposit33.7%
3Cash Deposits20.4%
4Floating Rate Notes2.1%
Asset type
1Money Market100%
Individual holdings
No data available.
Management
Fund manager group
Western Asset Liquidity
Fund manager company
Western Asset Liquidity Fd plc
Fund type
No data available.
Fund objective
The investment objective of the Fund is to aim to maintain capital value while seeking to produce a return to the investor in line with money market rates. The Fund seeks to provide current income while maintaining liquidity and a stable Net Asset Value of $1.00 per Share.
Benchmark
  • No Specified Index
Investment style
Liquidity
Investment method
Certificate of Deposit, Deposits
Fund manager
NameSinceBiography
Western Asset Management Co01/04/1996Western Asset Management focuses primarily on the management of fixed income portfolios, taking a fundamental approach to money management that is continually fine-tuned and adapted to changing conditions. When making investment decisions, Western Asset focuses on areas such as sector allocation, issue selection, duration weighting and maturity.
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Bahrain, Germany, Spain, France, United Kingdom, Hong Kong, Ireland, Luxembourg, Offshore
Western Asset US Dollar Liquidity C
Initial charge-
Annual charge-
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.11%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price134.14
CurrencyUSD
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeCY49
Western Asset US Dollar Liquidity D
Initial charge-
Annual charge-
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.11%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1
CurrencyUSD
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeCY50
Western Asset US Dollar Liquidity S
Initial charge-
Annual charge-
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1
CurrencyUSD
Price updated29/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeCY51
Western Asset US Dollar Liquidity WA
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.04%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1
CurrencyUSD
Price updated20/10/2011
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVL5
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.