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
Steven Decoster
since 01/04/2011
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
Mixed

Performance snapshot

Quick stats

1 Year return

0.78 %

1 Year rank in sector

2/55

Sector

FO Currency - Euro

Yield
-
Fund size

£ 14.8 m

FE Risk score

77

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Floating Rate Notes
    84%
  • Asset/Mortgage-Backed Securities
    14.4%
  • Money Market
    1.6%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.07 %0.29 %0.78 %1.86 %13.76 %
Sector-0.09 %-0.55 %-0.98 %-1.2 %-1.11 %
Rank within sector1 / 553 / 542 / 552 / 491 / 45
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund0.69 %0.7 %0.56 %2.46 %5.72 %
Sector-0.77 %-0.4 %-0.07 %0.15 %0.02 %
Rank within sector2 / 554 / 531 / 471 / 481 / 45
Quartile th1 st1 st1 st1 st1 st

Risk statistics

Alpha0.66
Beta0.07
Sharpe-0
Volatility0.42
Tracking error0.45
Information ratio2.28
R-Squared0

Price movement

52 week high352.33
52 week low349.67
Current bid price0
Current offer price0
Current mid price352.33

Holdings by region

  • 100% Money Market

Holdings by sector

  • 84% Floating Rate Notes
  • 14.4% Asset/Mortgage-Backed Securities
  • 1.6% Money Market

Holdings by asset type

  • 100% Money Market

Individual holdings

-