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)
Peter De Coensel
since 01/01/2016
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.72 %

1 Year rank in sector

3/52

Sector

FO Currency - Euro

Yield
-
Fund size

£ 17.8 m

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Floating Rate Notes
    87%
  • Asset/Mortgage-Backed Securities
    12.7%
  • Money Market
    0.3%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.01 %0.25 %0.72 %1.95 %11.21 %
Sector-0.12 %-0.54 %-1.01 %-1.41 %-1.15 %
Rank within sector6 / 533 / 523 / 522 / 481 / 43
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund0.75 %0.7 %0.56 %2.46 %5.72 %
Sector-0.96 %-0.4 %-0.07 %0.15 %0.02 %
Rank within sector2 / 523 / 502 / 461 / 461 / 43
Quartile th1 st1 st1 st1 st1 st

Risk statistics

Alpha0.69
Beta0.06
Sharpe-0
Volatility0.41
Tracking error0.44
Information ratio2.53
R-Squared0

Price movement

52 week high352.71
52 week low349.85
Current bid price0
Current offer price0
Current mid price352.55

Holdings by region

  • 100% Money Market

Holdings by sector

  • 87% Floating Rate Notes
  • 12.7% Asset/Mortgage-Backed Securities
  • 0.3% Money Market

Holdings by asset type

  • 100% Money Market

Individual holdings

-