Fact sheet: CMI Sterling Currency Reserve

Fund information

Fund name
CMI Sterling 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 Sterling denominated short term securities and instruments. The base currency of this Sub-Fund is Sterling.
Benchmark
LIBOR GBP 3 month
Investment style
None
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.55 %

1 Year rank in sector

1/42

Sector

FO Currency - Sterling

Yield

0.959

Fund size

£ 48.5 m

FE Risk score

2

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Money Market
    51.86%
  • Fixed Interest
    47.01%
  • Others
    1.13%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.02 %0.18 %0.55 %2 %2.75 %
Sector0.01 %0.02 %0.1 %1.03 %1.66 %
Rank within sector14 / 431 / 431 / 422 / 375 / 35
Quartile th2 nd1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund0.49 %0 %0 %0.37 %0.37 %
Sector0.09 %0.29 %0.64 %0.28 %0.34 %
Rank within sector1 / 42 / / 10 / 368 / 35
Quartile th1 st th th2 nd1 st

Risk statistics

Alpha0.71
Beta-0.13
Sharpe-0
Volatility0.34
Tracking error0.38
Information ratio0.83
R-Squared0

Price movement

52 week high4.934
52 week low4.905
Current bid price0
Current offer price0
Current mid price4.933

Holdings by region

  • 100% Money Market

Holdings by sector

  • 51.86% Money Market
  • 47.01% Fixed Interest
  • 1.13% Others

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 7.39% ABERDEEN LIQDTY (LUX) STERLING Z-3
  • 4.09% ANZ BK NEW ZEAL FRN2019-02-11
  • 4.08% BK OF NOVA SCOTIA FRN2018-08-07
  • 4.07% ING BK NV FRN2017-11-27
  • 3.06% SOCIETE GENERALE 0.74% CT OF DEP 31/01/18 GBP1
  • 2.1% NATIONAL AUSTRALIA BANK 3.625% MTN 08/11/17 GBP1000
  • 2.05% NATIONAL AUSTRALIA BANK FRN 01/03/19 GBP100000
  • 2.04% COMMONWEALTH BANK OF AUSTRALIA FRN 26/10/18 GBP100000
  • 2.04% FIRST ABU DHABI BK FRN2018-02-02
  • 2.04% ROYAL BK OF CANADA FRN2019-03-11