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(s)
Beatrice Rodriguez
since 22/07/1998
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.64 %

1 Year rank in sector

10/22

Sector

FO Currency - Other

Yield

0.91

Fund size

£ 36.6 m

FE Risk score

93

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Canada
    62.06%
  • France
    17.77%
  • Netherlands
    8.76%
  • Japan
    7.6%
  • Switzerland
    3.81%
  • Government Bills
    38.94%
  • Cash Deposits
    31.98%
  • Time Deposits
    13.37%
  • Commercial Paper
    12.29%
  • Corporate Bonds
    3.42%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.07 %0.41 %0.64 %1.69 %3.54 %
Sector0.18 %0.34 %0.83 %-0.06 %-0.14 %
Rank within sector10 / 2310 / 2210 / 227 / 216 / 19
Quartile th2 nd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20182017201620152014
Fund0.04 %0.63 %0.45 %0.6 %0.89 %
Sector0.27 %0.69 %-0.05 %-0.67 %0.28 %
Rank within sector10 / 2310 / 228 / 215 / 217 / 19
Quartile th2 nd2 nd2 nd1 st2 nd

Risk statistics

Alpha0.56
Beta-0.03
Sharpe-
Volatility0.05
Tracking error0.57
Information ratio1
R-Squared0.11

Price movement

52 week high15486.33
52 week low15387.39
Current bid price0
Current offer price0
Current mid price15486.33

Holdings by region

  • 62.06% Canada
  • 17.77% France
  • 8.76% Netherlands
  • 7.6% Japan
  • 3.81% Switzerland

Holdings by sector

  • 38.94% Government Bills
  • 31.98% Cash Deposits
  • 13.37% Time Deposits
  • 12.29% Commercial Paper
  • 3.42% Corporate Bonds

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 19.14% CANADA GOVT TREAS BILLS CDS 0% 12/14/2017
  • 11.61% CANADA(GOVT OF) 0% TB 11/01/18 CAD1000
  • 4.1% CANADA GOVT TREAS BILLS CDS 0% 12/28/2017
  • 2.06% CANADA(GOVT OF) 1.25% BDS 01/03/18 CAD1000
  • 2.05% CANADA GOVT TREAS BILLS CDS 0% 02/22/2018
  • 1.37% CANADA (GOVERNMENT OF)
  • 1.37% CANADA(GOVT OF) 1.25% NTS 01/02/18 CAD1000
  • 0.68% CANADA (GOVERNMENT OF) 02/08/2018