Fact sheet: Aberdeen Liquidity (L) Euro

Fund information

Fund name
Aberdeen Liquidity (Lux) Euro J2
Fund company manager
Aberdeen Global Services S.A.
Fund type
SIB
Fund manager(s)
Money Markets Team
since 23/07/1990
Fund objective
The Fund's investment objective is to preserve capital and a stable value whilst maintaining high liquidity and achieving returns. To achieve this objective, the assets of the Fund are invested with the principle of risk diversification predominantly in Euro denominated Money Market Instruments and in deposits with credit institutions, including but not limited to, fixed-term deposits at financial institutions, certificates of deposit, commercial paper, medium-term notes, short-term treasury bills and call and notice accounts. Cash and cash equivalents may be held on an ancillary basis. The Fund is intended to be managed as a short-term money market fund as defined by CESR and/or ESMA from time to time. In addition, the Investment Manager will seek to obtain and maintain an AAAm or equivalent rating assigned by at least one ratings agency.
Benchmark
LIBID EURO 7 Day
Investment style
Liquidity
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-0.38 %

1 Year rank in sector

26/54

Sector

FO Currency - Euro

Yield

-0.0044

Fund size

£ 730.0 m

FE Risk score

78

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    19.44%
  • Japan
    18.57%
  • France
    17.54%
  • United Arab Emirates
    9.86%
  • Netherlands
    7.44%
  • Money Market
    38.1%
  • A
    32.01%
  • AA-
    15.72%
  • A+
    13.06%
  • AA
    0.68%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.04 %-0.2 %-0.38 %-0.62 %-0.43 %
Sector-0.03 %-0.49 %-0.98 %-1.21 %-1.13 %
Rank within sector27 / 5624 / 5326 / 5421 / 4919 / 45
Quartile th2 nd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund-0.31 %-0.29 %-0.03 %0.11 %0.06 %
Sector-0.8 %-0.4 %-0.07 %0.15 %0.02 %
Rank within sector25 / 5427 / 5214 / 4721 / 4813 / 45
Quartile th2 nd3 rd2 nd2 nd2 nd

Risk statistics

Alpha-0.11
Beta0.2
Sharpe-
Volatility0.05
Tracking error0.14
Information ratio1.56
R-Squared0.48

Price movement

52 week high1080.7894
52 week low1076.6848
Current bid price0
Current offer price0
Current mid price1076.672

Holdings by region

  • 19.44% UK
  • 18.57% Japan
  • 17.54% France
  • 9.86% United Arab Emirates
  • 7.44% Netherlands
  • 5.93% Sweden
  • 4.91% Germany
  • 4.75% USA
  • 3.92% Switzerland
  • 2.47% Finland

Holdings by sector

  • 38.1% Money Market
  • 32.01% A
  • 15.72% AA-
  • 13.06% A+
  • 0.68% AA
  • 0.43% AAA

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 9.9% NATL BK ABU DHA FD -.46PCT 29SEP17 2OCT17 EUR
  • 9.9% SUMITOMO MITSUI FD -.47PCT 29SEP17 2OCT17 EUR
  • 6.1% BANQUE NATIONALE FD -.5PCT 29SEP17 2OCT17 EUR
  • 2.4% CREDIT AGRICOLE SA/LONDON SR UNSECURED 10/17
  • 2.1% COOPERATIEVE RABOBK FRN 0.251PCT 12OCT17 EUR
  • 1.8% GLAXOSMITHKLINE CAPITAL 5.625% NTS 13/12/17 EUR50000
  • 1.6% GE CAP EURO FD 5.375% GTD 16/01/18 EUR
  • 1.6% GE CAPITAL EUROPEAN FUNDING UN COMPANY GUAR R
  • 1.6% MITSUBISHI UFJ TRU CD ZCP 15SEP17 15NOV17 EUR
  • 1.6% MOTABILITY OPERATIONS GROUP PLC 3.75% NTS 29/11/17 EUR100000