Fact sheet: GS Sterling Govt Liq Res

Fund information

Fund name
GS Sterling Government Liquid Reserves Administration
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 20/01/2009
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
Overnight GBP LIBID
Investment style
Liquidity
Investment method
Short Dated Bonds

Quick stats

1 Year return

0.04 %

1 Year rank in sector

27/42

Sector

FO Currency - Sterling

Yield

0.036

Fund size

£ 162.2 m

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    81.42%
  • France
    12.95%
  • Germany
    3.94%
  • Canada
    1.7%
  • Government Bonds
    35.76%
  • Money Market
    26.48%
  • Government Bills
    19.18%
  • Commercial Paper
    12.95%
  • Fixed Interest
    3.94%
  • UK Gilts
    54.94%
  • Money Market
    41.13%
  • German Fixed Interest
    3.94%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %0.02 %0.04 %0.15 %0.22 %
Sector0.01 %0.03 %0.11 %1.06 %1.74 %
Rank within sector22 / 4225 / 4227 / 4229 / 3727 / 34
Quartile th3 rd3 rd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0.03 %0.05 %0.06 %0.04 %0.04 %
Sector0.07 %0.29 %0.64 %0.28 %0.34 %
Rank within sector26 / 4229 / 3830 / 3629 / 3627 / 35
Quartile th3 rd4 th4 th4 th4 th

Risk statistics

Alpha0.05
Beta0.01
Sharpe-
Volatility0
Tracking error0.16
Information ratio-1.87
R-Squared0.04

Price movement

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

Holdings by region

  • 81.42% UK
  • 12.95% France
  • 3.94% Germany
  • 1.7% Canada

Holdings by sector

  • 35.76% Government Bonds
  • 26.48% Money Market
  • 19.18% Government Bills
  • 12.95% Commercial Paper
  • 3.94% Fixed Interest
  • 1.7% Money Market

Holdings by asset type

  • 54.94% UK Gilts
  • 41.13% Money Market
  • 3.94% German Fixed Interest

Individual holdings

-