Fact sheet: Fidelity Inst Liquidity CAD

Fund information

Fund name
Fidelity Institutional Liquidity CAD A Acc
Fund company manager
Fidelity (FIL Inv Mgt IRL Ltd)
Fund type
SIB
Fund manager
Timothy Foster
since 22/07/1998
Fund objective
The Fidelity Institutional Liquidity Fund PLC has four existing funds: The USD Fund, the Sterling Fund, the Euro Fund and the CAD Fund (“the Fund”). Each Fund’s investment objective is to invest in a diversified range of short-term instruments with the aim of maintaining capital value and liquidity whilst producing a return to the investor in line with money market rates. The weighted average maturity is expected not to exceed 60 days.
Benchmark
CAD 1 week overnight indexed swap rate
Investment style
None
Investment method
None

Performance snapshot

Quick stats

1 Year return

0.46 %

1 Year rank in sector

10/22

Sector

FO Currency - Other

Yield

0.55

Fund size

£ 37.8 m

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Canada
    70.92%
  • France
    8.17%
  • Netherlands
    6.61%
  • Switzerland
    3.96%
  • UK
    3.96%
  • AAA
    54.82%
  • A+
    21.15%
  • Others
    16.1%
  • AA
    7.93%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.04 %0.23 %0.46 %1.72 %3.59 %
Sector0.09 %0.57 %0.41 %-0.06 %0.26 %
Rank within sector9 / 229 / 2210 / 226 / 206 / 20
Quartile th2 nd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.26 %0.45 %0.6 %0.89 %0.92 %
Sector0.69 %-0.05 %-0.67 %0.28 %-0.42 %
Rank within sector9 / 227 / 215 / 217 / 209 / 20
Quartile th2 nd2 nd1 st2 nd2 nd

Risk statistics

Alpha0.58
Beta-0.02
Sharpe-
Volatility0.05
Tracking error0.58
Information ratio1.1
R-Squared0.06

Price movement

52 week high15423.92
52 week low15353.4
Current bid price0
Current offer price0
Current mid price15423.92

Holdings by region

  • 70.92% Canada
  • 8.17% France
  • 6.61% Netherlands
  • 3.96% Switzerland
  • 3.96% UK
  • 3.73% International
  • 2.64% USA

Holdings by sector

  • 54.82% AAA
  • 21.15% A+
  • 16.1% Others
  • 7.93% AA

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 9.25% CANADA(GOVT OF) 0% BDS 01/06/17 CAD1
  • 7.93% CANADA(GOVT OF) 0% BDS 29/06/17 CAD1
  • 7.92% CANADA GOVT TREAS BILLS CDS 0% 08/10/2017
  • 5.31% CANADA(GOVT OF) 1.25% BDS 01/08/17 CAD1000
  • 3.96% CANADA GOVT TREAS BILLS CDS 0% 08/24/2017
  • 3.96% CANADA GOVT TREAS BILLS CDS 0% 09/21/2017
  • 3.79% NORDIC INVST MTN 5.15% 7/26/17
  • 3.32% CANADA(GOVT OF) 1.5% BDS 01/09/17 CAD1000
  • 3.3% CANADA (GOVERNMENT OF) 07/13/2017
  • 3.3% CANADA GOVT TREAS BILLS CDS 0% 09/07/2017