Fact sheet: GS Euro Liquid Reserves

Fund information

Fund name
GS Euro Liquid Reserves Administration
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 01/02/1999
Fund objective
The Fund seeks to maximise current income while maintaining liquidity and preserving capital. The Fund will invest in a diversified range of high quality securities, all of which are due to be paid within 397 days of being purchased. The average time to the maturity date (meaning date of interest rate change or principal repayment, if earlier) of all such securities will be up to 60 days and the average time until the full principal must be repaid on all securities will be up to 120 days.
Benchmark
ICE Libor EUR 1 Week
Investment style
Liquidity
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-0.5 %

1 Year rank in sector

33/52

Sector

FO Currency - Euro

Yield

-0.513

Fund size

£ 9.4 b

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    20.4%
  • Japan
    17.24%
  • USA
    15.71%
  • Sweden
    7.7%
  • Belgium
    6.7%
  • Certificates of Deposit
    28.16%
  • Commercial Paper
    26%
  • Time Deposits
    16.11%
  • Asset Backed Commercial Paper
    13.05%
  • Money Market
    5.06%
  • Money Market
    95.42%
  • Dutch Fixed Interest
    2.3%
  • Spanish Fixed Interest
    1.02%
  • Belgian Government Fixed Interest
    0.52%
  • Danish Fixed Interest
    0.27%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.05 %-0.26 %-0.5 %-0.95 %-0.94 %
Sector-0.12 %-0.57 %-1.09 %-1.59 %-1.54 %
Rank within sector37 / 5436 / 5333 / 5236 / 4930 / 44
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20182017201620152014
Fund-0.03 %-0.49 %-0.37 %-0.07 %0.01 %
Sector-0.06 %-1.1 %-0.4 %-0.07 %0.15 %
Rank within sector30 / 5432 / 5239 / 5025 / 4631 / 46
Quartile th3 rd3 rd4 th3 rd3 rd

Risk statistics

Alpha-0.19
Beta0.23
Sharpe-
Volatility0.06
Tracking error0.14
Information ratio1.59
R-Squared0.48

Price movement

52 week high1
52 week low1
Current bid price0
Current offer price0
Current mid price1

Holdings by region

  • 20.4% France
  • 17.24% Japan
  • 15.71% USA
  • 7.7% Sweden
  • 6.7% Belgium
  • 5.35% Germany
  • 4.87% United Arab Emirates
  • 4.34% Netherlands
  • 3.8% Switzerland
  • 3.13% Canada

Holdings by sector

  • 28.16% Certificates of Deposit
  • 26% Commercial Paper
  • 16.11% Time Deposits
  • 13.05% Asset Backed Commercial Paper
  • 5.06% Money Market
  • 4.95% Commercial Paper
  • 2.78% Floating Rate Notes
  • 2.59% Medium Dated Bonds
  • 0.52% Asset/Mortgage-Backed Securities
  • 0.52% Government Guaranteed

Holdings by asset type

  • 95.42% Money Market
  • 2.3% Dutch Fixed Interest
  • 1.02% Spanish Fixed Interest
  • 0.52% Belgian Government Fixed Interest
  • 0.27% Danish Fixed Interest
  • 0.26% US Fixed Interest
  • 0.21% French Fixed Interest

Individual holdings

-