Fact sheet: GS Stg Liquid Reserves

Fund information

Fund name
GS Sterling Liquid Reserves Select Acc
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 06/06/2000
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
7 Day LIBID
Investment style
Liquidity
Investment method
None

Quick stats

1 Year return

0.01 %

1 Year rank in sector

30/42

Sector

FO Currency - Sterling

Yield

0.006

Fund size

£ 10.7 b

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

Top in sector

Holdings snapshot

  • France
    21.67%
  • Japan
    18.28%
  • UK
    10.27%
  • Netherlands
    7.19%
  • Sweden
    6.9%
  • Certificates of Deposit
    26.6%
  • Commercial Paper
    22.03%
  • Time Deposits
    15.28%
  • Asset Backed Commercial Paper
    11.37%
  • Commercial Paper
    5.24%
  • Money Market
    95.08%
  • Dutch Fixed Interest
    2.34%
  • UK Gilts
    2.22%
  • Australian Fixed Interest
    0.23%
  • German Fixed Interest
    0.12%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %0 %0.01 %0.26 %0.42 %
Sector0.01 %0.03 %0.11 %1.06 %1.75 %
Rank within sector29 / 4227 / 4230 / 4226 / 3724 / 34
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.01 %0.1 %0.13 %0.09 %0.07 %
Sector0.07 %0.29 %0.64 %0.28 %0.34 %
Rank within sector27 / 4225 / 3823 / 3627 / 3624 / 35
Quartile th3 rd3 rd3 rd3 rd3 rd

Risk statistics

Alpha0.07
Beta0.04
Sharpe-
Volatility0.02
Tracking error0.16
Information ratio-1.68
R-Squared0.11

Price movement

52 week high10469.36
52 week low10468.72
Current bid price0
Current offer price0
Current mid price10469.36

Holdings by region

  • 21.67% France
  • 18.28% Japan
  • 10.27% UK
  • 7.19% Netherlands
  • 6.9% Sweden
  • 6.02% Germany
  • 4.95% United Arab Emirates
  • 4.09% Canada
  • 3.82% USA
  • 3.09% Belgium

Holdings by sector

  • 26.6% Certificates of Deposit
  • 22.03% Commercial Paper
  • 15.28% Time Deposits
  • 11.37% Asset Backed Commercial Paper
  • 5.24% Commercial Paper
  • 4.78% Floating Rate Notes
  • 4.68% Certificates of Deposit
  • 4.53% Money Market
  • 2.22% Government Bonds
  • 1.75% Money Market

Holdings by asset type

  • 95.08% Money Market
  • 2.34% Dutch Fixed Interest
  • 2.22% UK Gilts
  • 0.23% Australian Fixed Interest
  • 0.12% German Fixed Interest

Individual holdings

-