Fact sheet: GS US$ Liq Res

Fund information

Fund name
GS US$ Liquid Reserves Administration
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 01/08/1996
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
1-Week USD Libid
Investment style
Liquidity
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.88 %

1 Year rank in sector

19/56

Sector

FO Currency - US Dollar

Yield

1.175

Fund size

£ 43.6 b

FE Risk score

88

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    15.12%
  • France
    14.09%
  • Canada
    12.91%
  • Australia
    9.4%
  • Sweden
    7.73%
  • Floating Rate Notes
    29.98%
  • Time Deposits
    20.66%
  • Certificates of Deposit
    13.62%
  • Asset Backed Commercial Paper
    12.6%
  • Commercial Paper
    11.65%
  • Money Market
    94.09%
  • Swiss Fixed Interest
    2.15%
  • Dutch Fixed Interest
    2.06%
  • Spanish Fixed Interest
    0.49%
  • US Fixed Interest
    0.32%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.1 %0.5 %0.88 %1.17 %1.19 %
Sector0.03 %0.29 %0.44 %0.98 %0.79 %
Rank within sector16 / 5816 / 5719 / 5620 / 5218 / 46
Quartile th2 nd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20182017201620152014
Fund0.06 %0.85 %0.26 %0.01 %0.01 %
Sector0.02 %0.44 %0.4 %0.08 %-0 %
Rank within sector20 / 5820 / 5625 / 5330 / 5230 / 48
Quartile th2 nd2 nd2 nd3 rd3 rd

Risk statistics

Alpha0.2
Beta0.54
Sharpe-
Volatility0.11
Tracking error0.11
Information ratio0.58
R-Squared0.22

Price movement

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

Holdings by region

  • 15.12% Japan
  • 14.09% France
  • 12.91% Canada
  • 9.4% Australia
  • 7.73% Sweden
  • 7.36% USA
  • 7.31% Singapore
  • 6.69% Netherlands
  • 3.92% Germany
  • 3.02% Switzerland

Holdings by sector

  • 29.98% Floating Rate Notes
  • 20.66% Time Deposits
  • 13.62% Certificates of Deposit
  • 12.6% Asset Backed Commercial Paper
  • 11.65% Commercial Paper
  • 6.61% Money Market
  • 2.6% Asset/Mortgage-Backed Securities
  • 2.08% Medium Dated Bonds
  • 0.18% Government Bonds
  • 0.01% Cash & Cash Equivalents

Holdings by asset type

  • 94.09% Money Market
  • 2.15% Swiss Fixed Interest
  • 2.06% Dutch Fixed Interest
  • 0.49% Spanish Fixed Interest
  • 0.32% US Fixed Interest
  • 0.3% Swedish Fixed Interest
  • 0.18% US Government Fixed Interest
  • 0.17% Canadian Fixed Interest
  • 0.13% Japanese Fixed Interest
  • 0.1% Australian Fixed Interest

Individual holdings

-