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

-0.76 %

1 Year rank in sector

47/52

Sector

FO Currency - Euro

Yield
-
Fund size

£ 123.0 m

FE Risk score

62

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Floating Rate Notes
    93.9%
  • Asset/Mortgage-Backed Securities
    5.2%
  • Money Market
    0.9%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.48 %-1 %-0.76 %0.35 %6.03 %
Sector-0.07 %-0.33 %-0.87 %-1.85 %-1.64 %
Rank within sector53 / 5553 / 5447 / 524 / 491 / 45
Quartile th4 th4 th4 th1 st1 st

Calendar performance

YTD-20182017201620152014
Fund-0.98 %0.74 %0.7 %0.56 %2.46 %
Sector-0.28 %-1.1 %-0.4 %-0.07 %0.15 %
Rank within sector53 / 541 / 513 / 492 / 471 / 47
Quartile th4 th1 st1 st1 st1 st

Risk statistics

Alpha0.33
Beta0.4
Sharpe-0
Volatility0.54
Tracking error0.55
Information ratio1.31
R-Squared0.01

Price movement

52 week high352.75
52 week low348.77
Current bid price0
Current offer price0
Current mid price349.09

Holdings by region

  • 100% Money Market

Holdings by sector

  • 93.9% Floating Rate Notes
  • 5.2% Asset/Mortgage-Backed Securities
  • 0.9% Money Market

Holdings by asset type

  • 100% Money Market

Individual holdings

-