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
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

Quick stats

1 Year return

0.58 %

1 Year rank in sector

22/57

Sector

FO Currency - US Dollar

Yield

0.951

Fund size

£ 42.3 b

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Canada
    13.13%
  • France
    11.59%
  • Sweden
    11.46%
  • Japan
    11.36%
  • Australia
    9.4%
  • Floating Rate Notes
    35.84%
  • Time Deposits
    27.27%
  • Certificates of Deposit
    11.14%
  • Money Market
    8.01%
  • Asset Backed Commercial Paper
    7.89%
  • Money Market
    97.56%
  • Dutch Fixed Interest
    1.58%
  • Spanish Fixed Interest
    0.44%
  • Australian Fixed Interest
    0.2%
  • Swiss Fixed Interest
    0.17%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.08 %0.38 %0.59 %0.68 %0.69 %
Sector-0.01 %0.15 %0.4 %0.64 %0.75 %
Rank within sector19 / 5920 / 5822 / 5723 / 5221 / 47
Quartile th2 nd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.41 %0.26 %0.01 %0.01 %0.01 %
Sector0.17 %0.4 %0.08 %-0 %-0.09 %
Rank within sector20 / 5825 / 5531 / 5329 / 4926 / 47
Quartile th2 nd2 nd3 rd3 rd3 rd

Risk statistics

Alpha0.12
Beta0.4
Sharpe-
Volatility0.08
Tracking error0.09
Information ratio-0.02
R-Squared0.2

Price movement

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

Holdings by region

  • 13.13% Canada
  • 11.59% France
  • 11.46% Sweden
  • 11.36% Japan
  • 9.4% Australia
  • 8.52% Singapore
  • 7.99% USA
  • 6.87% Netherlands
  • 5.08% UK
  • 3.48% Germany

Holdings by sector

  • 35.84% Floating Rate Notes
  • 27.27% Time Deposits
  • 11.14% Certificates of Deposit
  • 8.01% Money Market
  • 7.89% Asset Backed Commercial Paper
  • 5.99% Commercial Paper
  • 3.56% Asset/Mortgage-Backed Securities
  • 0.3% Medium Dated Bonds

Holdings by asset type

  • 97.56% Money Market
  • 1.58% Dutch Fixed Interest
  • 0.44% Spanish Fixed Interest
  • 0.2% Australian Fixed Interest
  • 0.17% Swiss Fixed Interest
  • 0.05% US Fixed Interest
  • 0.01% Canadian Fixed Interest

Individual holdings

-