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

0.6 %

1 Year rank in sector

10/22

Sector

FO Currency - Other

Yield

0.9

Fund size

£ 33.9 m

FE Risk score

92

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
    33.96%
  • Time Deposits
    23.35%
  • Cash Deposits
    19.22%
  • Commercial Paper
    11.41%
  • Fixed Interest
    8.88%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.07 %0.37 %0.6 %1.68 %3.54 %
Sector0.12 %0.19 %0.72 %0.16 %-0.11 %
Rank within sector10 / 239 / 2210 / 227 / 216 / 19
Quartile th2 nd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.58 %0.45 %0.6 %0.89 %0.92 %
Sector0.81 %-0.05 %-0.67 %0.28 %-0.42 %
Rank within sector10 / 228 / 215 / 217 / 198 / 19
Quartile th2 nd2 nd1 st2 nd2 nd

Risk statistics

Alpha0.56
Beta-0.03
Sharpe-
Volatility0.05
Tracking error0.57
Information ratio1.01
R-Squared0.11

Price movement

52 week high15472.58
52 week low15380.55
Current bid price0
Current offer price0
Current mid price15472.97

Holdings by region

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

Holdings by sector

  • 33.96% Government Bills
  • 23.35% Time Deposits
  • 19.22% Cash Deposits
  • 11.41% Commercial Paper
  • 8.88% Fixed Interest
  • 3.18% Media

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 17.74% CANADA GOVT TREAS BILLS CDS 0% 12/14/2017
  • 8.89% CANADA(GOVT OF) 0.25% BDS 01/11/17 CAD1000
  • 7.08% CANADA(GOVT OF) 0% TB 02/11/17 CAD1000
  • 4.43% CANADA GOVERNMENT 0% TB 11/01/18 CAD1000
  • 3.93% CANADA(GOVT OF) 0% TB 30/11/17 CAD1000
  • 3.24% COOPERATIEVE RABOBANK UA 2.25% MTN 20/11/17 CAD1000
  • 0.63% CANADA GOVT TREAS BILLS CDS 0% 12/28/2017
  • 0.13% CANADA(GOVT OF) 0% TB 16/11/17 CAD1000