Fact sheet: CMI US Dollar Currency Reserve

Fund information

Fund name
CMI US Dollar 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 US Dollar denominated short-term securities and instruments. The base currency of this Sub-Fund is US dollars.
Benchmark
BBA LIBOR USD 3 Months
Investment style
None
Investment method
Short Dated Bonds

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

1.2 %

1 Year rank in sector

8/58

Sector

FO Currency - US Dollar

Yield
-
Fund size

£ 32.2 m

FE Risk score

88

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Money Market
    49.24%
  • Fixed Interest
    47.54%
  • Others
    3.22%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.1 %0.65 %1.2 %2.01 %1.66 %
Sector0.06 %0.26 %0.46 %0.87 %0.82 %
Rank within sector8 / 596 / 598 / 586 / 5311 / 47
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund1.1 %0.86 %0.12 %-0.29 %-0.13 %
Sector0.39 %0.4 %0.08 %-0 %-0.09 %
Rank within sector8 / 586 / 5512 / 5346 / 4940 / 47
Quartile th1 st1 st1 st4 th4 th

Risk statistics

Alpha0.4
Beta0.85
Sharpe-
Volatility0.17
Tracking error0.15
Information ratio2.36
R-Squared0.23

Price movement

52 week high9.852
52 week low9.735
Current bid price0
Current offer price0
Current mid price9.852

Holdings by region

  • 100% Money Market

Holdings by sector

  • 49.24% Money Market
  • 47.54% Fixed Interest
  • 3.22% Others

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 6.22% ACOSS 0% 17-10.10.17 CP2017-10-10
  • 4.66% FMS WERTMAN 0% 17-10.10.17 CP2017-10-10
  • 3.22% TOYOTA MOTOR CREDIT CORP FRN 12/01/18 USD2000
  • 3.13% NORDEA BANK AB FRN 29/05/20 USD200000 REG S
  • 3.13% QUALCOMM INC FRN 20/05/19 USD2000
  • 3.13% ROYAL BANK OF CANADA FRN 29/07/19 GBP1000
  • 3.13% SUMITOMO MITSUI BANKING CP NY 1.75% NTS 16/01/18 USD1000
  • 3.12% AGENCE FRANCAISE DEV 1.55522%2019-07-11
  • 3.12% NATL AUSTRALIA BK LTD REGS FRN2019-05-14
  • 3.1% KIWIBANK 0% 17-30.11.17 CP2017-11-30