Fact sheet: Euro Liquidity

Fund information

Fund name
Euro Liquidity 1 EUR
Fund company manager
Standard Life Investment
Fund type
SIB
Fund manager
Gordon Lowson
since 01/07/2014
Fund objective
The Euro Liquidity Fund aims to maximise current income, consistent with the preservation of principal and liquidity by investing in a diversified portfolio of high quality Euro denominated short term debt and debt related instruments. The fund invests mainly in a portfolio of money market instruments and invests not only in bank and building society deposits but also in a variety of other money market instruments such as Certificates of Deposits (CDs), Floating Rate Notes (FRNs).
Benchmark
Euro 7-day LIBID
Investment style
Liquidity,Capital Protection Targeted
Investment method
Deposits

Quick stats

1 Year return

-0.48 %

1 Year rank in sector

36/53

Sector

FO Currency - Euro

Yield

-0.5205

Fund size

£ 1.5 b

FE Risk score

75

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Cash Deposits
    29.07%
  • Certificates of Deposit
    25.92%
  • Commercial Paper
    24.25%
  • Floating Rate Notes
    14.07%
  • Fixed Interest Deposit
    2.64%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.04 %-0.25 %-0.47 %-0.8 %-0.62 %
Sector-0.08 %-0.53 %-1 %-1.03 %-0.78 %
Rank within sector32 / 5637 / 5436 / 5335 / 5029 / 46
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.28 %-0.36 %-0.16 %0.06 %0.05 %
Sector-0.61 %-0.4 %-0.07 %0.15 %0.02 %
Rank within sector37 / 5437 / 5233 / 4824 / 4914 / 46
Quartile th3 rd3 rd3 rd2 nd2 nd

Risk statistics

Alpha-0.18
Beta0.24
Sharpe-
Volatility0.05
Tracking error0.13
Information ratio0.55
R-Squared0.54

Price movement

52 week high1
52 week low1
Current bid price0
Current offer price0
Current mid price1

Holdings by region

  • 100% Money Market

Holdings by sector

  • 29.07% Cash Deposits
  • 25.92% Certificates of Deposit
  • 24.25% Commercial Paper
  • 14.07% Floating Rate Notes
  • 2.64% Fixed Interest Deposit
  • 2.59% Asset Backed Commercial Paper
  • 1.46% Call Deposit

Holdings by asset type

  • 100% Money Market

Individual holdings

-