Fact sheet: DPAM L Liq EUR&FRN

Fund information

Fund name
DPAM L Liquidity EUR & FRN F
Fund company manager
Degroof Petercam Asset Mgt SA
Fund type
SIB
Fund manager(s)
Steven Decoster
since 01/04/2011
Peter De Coensel
since 01/01/2016
Fund objective
The fund invests (without any sectoral or geographical restrictions) in money market instruments, fixed or floating rate bonds and/or debt securities (including perpetual notes and/or structured products), principally denominated in euros with a residual term at the time of acquisition not exceeding 12 months and/or whose interest rate is adjusted at least once a year. The majority of these securities or, failing this, the issuers, must have a minimum rating of BBB-/Baa3 ('investment grade') on the scale used by ratings agencies S&P and Moody's.
Benchmark
EONIA Total Return Index
Investment style
Liquidity
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.36 %

1 Year rank in sector

3/50

Sector

FO Currency - Euro

Yield
-
Fund size

£ 35.4 m

FE Risk score

66

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Floating Rate Notes
    88.9%
  • Asset/Mortgage-Backed Securities
    10.9%
  • Money Market
    0.2%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.06 %0.1 %0.36 %1.66 %8.7 %
Sector-0.1 %-0.51 %-1.05 %-1.66 %-1.57 %
Rank within sector48 / 554 / 523 / 501 / 491 / 43
Quartile th4 th1 st1 st1 st1 st

Calendar performance

YTD-20182017201620152014
Fund-0.03 %0.74 %0.7 %0.56 %2.46 %
Sector-0.11 %-1.1 %-0.4 %-0.07 %0.15 %
Rank within sector7 / 541 / 523 / 502 / 471 / 47
Quartile th1 st1 st1 st1 st1 st

Risk statistics

Alpha0.77
Beta0.28
Sharpe-0
Volatility0.4
Tracking error0.42
Information ratio2.76
R-Squared0.01

Price movement

52 week high352.75
52 week low351.18
Current bid price0
Current offer price0
Current mid price352.43

Holdings by region

  • 100% Money Market

Holdings by sector

  • 88.9% Floating Rate Notes
  • 10.9% Asset/Mortgage-Backed Securities
  • 0.2% Money Market

Holdings by asset type

  • 100% Money Market

Individual holdings

-