Fact sheet: BlackRock ICS Inst€Gov Lq

Fund information

Fund name
BlackRock ICS Institutional Euro Government Liquidity Core Dis
Fund company manager
BlackRock Inv Mgt (Dublin) Ltd
Fund type
SIB
Fund manager(s)
Dan Foran
since 10/12/2008
Fund objective
The Institutional Euro Government Liquidity Fund (“the Fund”) seeks a moderate level of current income as is consistent with the liquidity and stability of principal.
Benchmark
Overnight Euro LIBID
Investment style
Liquidity
Investment method
Short Dated Bonds

Quick stats

1 Year return

-0.54 %

1 Year rank in sector

41/52

Sector

FO Currency - Euro

Yield

-0.75

Fund size

£ 377.9 m

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Germany
    39.5%
  • France
    30.25%
  • Eurozone
    28.88%
  • Netherlands
    1.38%
  • Government Bonds
    31.63%
  • Fixed Interest
    31.24%
  • Money Market
    28.88%
  • Commercial Paper
    8.25%
  • Money Market
    37.13%
  • Global Government Fixed Interest
    31.63%
  • Global Fixed Interest
    31.24%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.05 %-0.27 %-0.54 %-1.01 %-1.01 %
Sector-0.11 %-0.53 %-1.01 %-1.41 %-1.15 %
Rank within sector39 / 5336 / 5141 / 5236 / 4833 / 43
Quartile th3 rd3 rd4 th3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund-0.48 %-0.4 %-0.13 %0 %0 %
Sector-0.96 %-0.4 %-0.07 %0.15 %0.02 %
Rank within sector41 / 5241 / 5032 / 4633 / 4624 / 43
Quartile th4 th4 th3 rd3 rd3 rd

Risk statistics

Alpha-0.21
Beta0.26
Sharpe-
Volatility0.06
Tracking error0.13
Information ratio0.87
R-Squared0.52

Price movement

52 week high1
52 week low1
Current bid price0
Current offer price0
Current mid price1

Holdings by region

  • 39.5% Germany
  • 30.25% France
  • 28.88% Eurozone
  • 1.38% Netherlands

Holdings by sector

  • 31.63% Government Bonds
  • 31.24% Fixed Interest
  • 28.88% Money Market
  • 8.25% Commercial Paper

Holdings by asset type

  • 37.13% Money Market
  • 31.63% Global Government Fixed Interest
  • 31.24% Global Fixed Interest

Individual holdings

  • 13.75% FRANCE(GOVT OF) 0% UNSEC TB 08/11/17 EUR1
  • 13.75% TRI-PARTY SOCIETE GENERALE PARIS 1-NOV-17
  • 9.63% FMS WERTMANAGEMENT 0% BDS 01/02/18 USD100000
  • 8.25% FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 17-NOV-17
  • 8.25% FRANCE (REPUBLIC OF) REGS 15-NOV-17
  • 8.25% TRI-PARTY MERRILL LYNCH INTERNATIO 1-NOV-17
  • 8.01% KFW 30-NOV-17
  • 7.23% FMS WERTMANAGEMENT ANSTALT DES OEF MTN 23-MAY-18
  • 6.88% SCOTIABANK SUB NOTES TR FLTG RATE NTS 01/11/17 CAD1000
  • 5.5% FRANCE(GOVT OF) 0% BDS 01/11/17 EUR1000