Fact sheet: CMI Euro Currency Reserve

Fund information

Fund name
CMI Euro Currency Reserve DC1
Fund company manager
Lemanik Asset Management S.A
Fund type
SIB
Fund manager(s)
Duncan Thomson
since 30/10/2009
Fund objective
The Sub-Fund aims to provide highly competitive gross rates of return by investing in Euro denominated shortterm securities and instruments. The base currency of this Sub-Fund is Euro.
Benchmark
LIBOR EUR 3 month
Investment style
None
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-0.22 %

1 Year rank in sector

21/54

Sector

FO Currency - Euro

Yield

0.652

Fund size

£ 190.4 m

FE Risk score

82

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Fixed Interest
    68.66%
  • Money Market
    22.36%
  • Others
    8.96%
  • Equities
    0.02%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.02 %-0.15 %-0.22 %-0.28 %-0.65 %
Sector-0.51 %-0.98 %-1.45 %-1.68 %-1.63 %
Rank within sector20 / 5618 / 5321 / 5417 / 4924 / 45
Quartile th2 nd2 nd2 nd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.19 %0 %0 %-0.2 %-0.21 %
Sector-1.28 %-0.4 %-0.07 %0.15 %0.02 %
Rank within sector19 / 54 / / 44 / 4839 / 45
Quartile th2 nd th th4 th4 th

Risk statistics

Alpha-0.11
Beta-0.03
Sharpe-
Volatility0.13
Tracking error0.22
Information ratio1.46
R-Squared0

Price movement

52 week high24.436
52 week low24.364
Current bid price0
Current offer price0
Current mid price24.373

Holdings by region

-

Holdings by sector

  • 68.66% Fixed Interest
  • 22.36% Money Market
  • 8.96% Others
  • 0.02% Equities

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 4.87% SWEDBANK AB FRN2019-03-11
  • 3.93% QATAR NAT B 0% 17-05.04.18 CD2018-04-05
  • 2.81% OP CORPORATE BK 1.25%2018-05-14
  • 2.72% COCA COLA FRN2019-09-09
  • 2.51% COVENTRY BUILDING SOCIETY 2.25% BDS 04/12/17 EUR1000
  • 2.47% ROYAL BANK OF CANADA FRN 22/10/18 EUR100000
  • 2.46% ABBEY NATL TRSY SV FRN2018-02-19
  • 2.46% KBC BK 0% 17-15.01.18 CD2018-01-31
  • 2.46% MITS UFJ TR 0% 17-15.11.17 CD2017-11-30
  • 2.46% NATL AUSTRALIA BK FRN2018-01-24