Fact sheet: Euro Liquidity

Fund information

Fund name
Euro Liquidity 1 EUR
Fund company manager
Standard Life Investment
Fund type
SIB
Fund manager(s)
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). The fund is actively managed by our investment team, who will select money market instruments to try to take advantage of opportunities they have identified. The fund is a "Short-Term Money Market Fund" as defined by the European Securities and Markets Authority.
Benchmark
Euro 7-day LIBID
Investment style
Liquidity
Investment method
Deposits

Quick stats

1 Year return

-0.51 %

1 Year rank in sector

36/52

Sector

FO Currency - Euro

Yield

-0.5326

Fund size

£ 1.5 b

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Commercial Paper
    34.73%
  • Cash Deposits
    26.9%
  • Certificates of Deposit
    24.76%
  • Floating Rate Notes
    9.59%
  • Asset Backed Commercial Paper
    2.2%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.04 %-0.26 %-0.51 %-1.04 %-0.94 %
Sector-0.1 %-0.57 %-1.09 %-1.6 %-1.53 %
Rank within sector26 / 5336 / 5336 / 5237 / 4931 / 44
Quartile th2 nd3 rd3 rd4 th3 rd

Calendar performance

YTD-20182017201620152014
Fund-0.02 %-0.51 %-0.36 %-0.16 %0.06 %
Sector-0.04 %-1.1 %-0.4 %-0.07 %0.15 %
Rank within sector29 / 5435 / 5238 / 5035 / 4623 / 46
Quartile th3 rd3 rd4 th4 th2 nd

Risk statistics

Alpha-0.23
Beta0.21
Sharpe-
Volatility0.05
Tracking error0.14
Information ratio1.34
R-Squared0.59

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

  • 34.73% Commercial Paper
  • 26.9% Cash Deposits
  • 24.76% Certificates of Deposit
  • 9.59% Floating Rate Notes
  • 2.2% Asset Backed Commercial Paper
  • 1.44% Call Deposit
  • 0.38% Fixed Interest Deposit

Holdings by asset type

  • 100% Money Market

Individual holdings

-