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

0.43 %

1 Year rank in sector

2/41

Sector

FO Currency - Sterling

Yield

0.959

Fund size

£ 47.6 m

FE Risk score

2

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Money Market
    51.67%
  • Fixed Interest
    44.06%
  • Others
    4.27%
  • Money Market
    49.16%
  • Global Fixed Interest
    46.65%
  • Others
    4.19%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.04 %0.22 %0.43 %2.12 %2.77 %
Sector0.03 %0.08 %0.11 %0.98 %1.36 %
Rank within sector9 / 436 / 412 / 411 / 384 / 35
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20182017201620152014
Fund0.22 %0.51 %0 %0 %0.37 %
Sector0.09 %0.09 %0.29 %0.64 %0.28 %
Rank within sector4 / 421 / 40 / / 9 / 35
Quartile th1 st1 st th th2 nd

Risk statistics

Alpha0.74
Beta-0.12
Sharpe-0
Volatility0.33
Tracking error0.38
Information ratio0.99
R-Squared0

Price movement

52 week high4.945
52 week low4.924
Current bid price0
Current offer price0
Current mid price4.945

Holdings by region

  • 100% Money Market

Holdings by sector

  • 51.67% Money Market
  • 44.06% Fixed Interest
  • 4.27% Others

Holdings by asset type

  • 49.16% Money Market
  • 46.65% Global Fixed Interest
  • 4.19% Others

Individual holdings

  • 4.17% ANZ BANK NEW ZEALAND LIMITED FRN SNR SEC
  • 4.16% BANK OF NOVA SCOTIA FRN UNSUB CVD BDS
  • 3.42% ABERDEEN LIQDTY (LUX) STERLING Z-3
  • 2.22% AUSNET SERVICES 7.125% SNR MTN
  • 2.09% COMMONWEALTH BANK OF AUSTRALIA FRN SNR
  • 2.09% GS INTL 0.855% 17-11.05.18 CD2018-05-11
  • 2.09% NATIONAL AUSTRALIA BANK LIMITED FRN SNR
  • 2.08% LLOYDS BANK PLC FRN UNSUB CVD BDS
  • 2.08% ROYAL BANK OF CANADA FRN UNSUB MTN CVD