Fact sheet: BlackRock GF Eu Reserve

Fund information

Fund name
BlackRock GF Euro Reserve D2
Fund company manager
BlackRock (Luxembourg) S.A.
Fund type
SIB
Fund manager(s)
Bea Rodriguez
since 31/01/2014
Fund objective
The Fund aims to maximise income on your investment whilst maintaining capital and ensuring that the underlying assets in which the Fund invests can easily be bought or sold in the market. The Fund invests at least 90% of its total assets in fixed income securities denominated in Euro.
Benchmark
1W EUR LIBID
Investment style
None
Investment method
Short Dated Bonds

Quick stats

1 Year return

-0.46 %

1 Year rank in sector

31/54

Sector

FO Currency - Euro

Yield
-
Fund size

£ 121.4 m

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Commercial Paper
    32.91%
  • Asset Backed Commercial Paper
    25.28%
  • Certificates of Deposit
    22.07%
  • Floating Rate Notes
    9.33%
  • Investment Companies
    8.56%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.04 %-0.24 %-0.46 %-0.74 %-0.69 %
Sector-0.06 %-0.53 %-1.02 %-1.25 %-1.18 %
Rank within sector32 / 5629 / 5331 / 5427 / 4925 / 45
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.38 %-0.28 %-0.07 %0.07 %0.01 %
Sector-0.83 %-0.4 %-0.07 %0.15 %0.02 %
Rank within sector32 / 5425 / 5224 / 4723 / 4818 / 45
Quartile th3 rd2 nd3 rd2 nd2 nd

Risk statistics

Alpha-0.14
Beta0.26
Sharpe-
Volatility0.06
Tracking error0.13
Information ratio1.28
R-Squared0.46

Price movement

52 week high74.23
52 week low73.89
Current bid price0
Current offer price0
Current mid price73.89

Holdings by region

-

Holdings by sector

  • 32.91% Commercial Paper
  • 25.28% Asset Backed Commercial Paper
  • 22.07% Certificates of Deposit
  • 9.33% Floating Rate Notes
  • 8.56% Investment Companies
  • 1.86% Others

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 8.85% COOPERATIEVE RABOBANK UA MTN 0.231 02/19/2018
  • 8.56% INSTITUTIONAL CASH SERIES EURO ASSETS LIQUIDITY AGENCY DIS
  • 7.63% SVENSKA HANDELSBANKEN
  • 6.02% BANQUE FEDERATIVE DU CREDIT MUTUEL
  • 4.82% COLLATERALIZED COMMERCIAL PAPER II
  • 4.82% HONEYWELL INTERNATIONAL INC
  • 4.82% OP CORPORATE BANK PLC
  • 4.81% NORINCHUKIN BANK (NEW YORK BRANCH)
  • 4.81% ANTALIS
  • 4.81% MANAGED AND ENHANCED TAP MAGENTA F