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

0.49 %

1 Year rank in sector

1/42

Sector

FO Currency - Sterling

Yield

0.959

Fund size

£ 48.9 m

FE Risk score

2

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Money Market
    49.98%
  • Fixed Interest
    48.4%
  • Others
    1.62%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.02 %0.18 %0.49 %2.02 %2.69 %
Sector-0 %-0 %0.06 %0.97 %1.4 %
Rank within sector15 / 444 / 431 / 421 / 385 / 36
Quartile th2 nd1 st1 st1 st1 st

Calendar performance

YTD-20182017201620152014
Fund0.06 %0.51 %0 %0 %0.37 %
Sector-0.01 %0.09 %0.29 %0.64 %0.28 %
Rank within sector4 / 441 / 42 / / 9 / 37
Quartile th1 st1 st th th1 st

Risk statistics

Alpha0.71
Beta-0.12
Sharpe-0
Volatility0.34
Tracking error0.38
Information ratio0.88
R-Squared0

Price movement

52 week high4.938
52 week low4.913
Current bid price0
Current offer price0
Current mid price4.937

Holdings by region

  • 100% Money Market

Holdings by sector

  • 49.98% Money Market
  • 48.4% Fixed Interest
  • 1.62% Others

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 6.73% ABERDEEN LIQDTY (LUX) STERLING Z-3
  • 4.12% ANZ BK NEW ZEAL FRN2019-02-11
  • 4.1% BK OF NOVA SCOTIA FRN2018-08-07
  • 3.09% SOCIETE GENERALE 0.74% CT OF DEP 31/01/18 GBP1
  • 2.06% COMMONWEALTH BANK OF AUSTRALIA FRN 26/10/18 GBP100000
  • 2.06% FIRST ABU DHABI BK FRN2018-02-02
  • 2.06% GS INTL 0.855% 17-11.05.18 CD2018-05-11
  • 2.06% LLOYDS BK FRN2019-01-14
  • 2.06% NATIONAL AUSTRALIA BANK FRN 01/03/19 GBP100000
  • 2.06% ROYAL BK OF CANADA FRN2019-03-11