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

0.48 %

1 Year rank in sector

9/21

Sector

FO Currency - Other

Yield

0.64

Fund size

£ 37.8 m

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Canada
    72.18%
  • Netherlands
    8.61%
  • France
    8.48%
  • UK
    3.97%
  • International
    3.71%
  • Government Bills
    44.94%
  • Cash Deposits
    22.6%
  • Time Deposits
    13.77%
  • Fixed Interest
    8.61%
  • Media
    7.04%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.05 %0.24 %0.48 %1.7 %3.57 %
Sector0.04 %0.37 %0.29 %-0.07 %0.25 %
Rank within sector7 / 228 / 219 / 215 / 205 / 19
Quartile th2 nd2 nd2 nd1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund0.31 %0.45 %0.6 %0.89 %0.92 %
Sector0.7 %-0.05 %-0.67 %0.28 %-0.42 %
Rank within sector8 / 216 / 205 / 206 / 199 / 19
Quartile th2 nd2 nd1 st2 nd2 nd

Risk statistics

Alpha0.57
Beta-0.02
Sharpe-
Volatility0.05
Tracking error0.58
Information ratio0.99
R-Squared0.06

Price movement

52 week high15431.79
52 week low15359.35
Current bid price0
Current offer price0
Current mid price15431.79

Holdings by region

  • 72.18% Canada
  • 8.61% Netherlands
  • 8.48% France
  • 3.97% UK
  • 3.71% International
  • 3.04% Japan

Holdings by sector

  • 44.94% Government Bills
  • 22.6% Cash Deposits
  • 13.77% Time Deposits
  • 8.61% Fixed Interest
  • 7.04% Media
  • 3.04% Commercial Paper

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 19.14% CANADA GOVT TREAS BILLS CDS 0% 09/07/2017
  • 7.92% CANADA GOVT TREAS BILLS CDS 0% 08/10/2017
  • 6.61% CANADA GOVT TREAS BILLS CDS 0% 07/05/2017
  • 5.32% CANADA(GOVT OF) 1.25% BDS 01/08/17 CAD1000
  • 3.96% CANADA GOVT TREAS BILLS CDS 0% 09/21/2017
  • 3.96% CANADA(GOVT OF) 0% TB 24/08/17 CAD1000
  • 3.79% NORDIC INVST MTN 5.15% 7/26/17
  • 3.37% COOPERATIEVE RABOBANK UA 2.25% MTN 20/11/17 CAD1000
  • 3.32% CANADA(GOVT OF) 1.5% BDS 01/09/17 CAD1000
  • 3.3% CANADA (GOVERNMENT OF) 07/13/2017