Fact sheet: GS US$ Treas Liq Res

Fund information

Fund name
GS US$ Treasury Liquid Reserves Super Administration Acc
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 03/04/2008
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
US Generic Govt 1 month Yield
Investment style
Liquidity
Investment method
Short Dated Bonds

Quick stats

1 Year return

0.14 %

1 Year rank in sector

46/57

Sector

FO Currency - US Dollar

Yield

0.387

Fund size

£ 25.5 b

FE Risk score

87

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    100%
  • Money Market
    50.7%
  • Floating Rate Notes
    39.67%
  • Government Bonds
    7.04%
  • Government Bonds
    2.58%
  • Money Market
    90.37%
  • US Government Fixed Interest
    9.63%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.03 %0.13 %0.14 %0.15 %0.17 %
Sector0.09 %0.17 %0.47 %0.8 %0.75 %
Rank within sector48 / 5846 / 5746 / 5741 / 5235 / 46
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Calendar performance

YTD-20172016201520142013
Fund0.14 %0.01 %0.01 %0.01 %0.01 %
Sector0.33 %0.4 %0.08 %-0 %-0.09 %
Rank within sector45 / 5745 / 5432 / 5227 / 4825 / 46
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Risk statistics

Alpha0.03
Beta0.07
Sharpe-
Volatility0.03
Tracking error0.09
Information ratio-2.29
R-Squared0.04

Price movement

52 week high10022.6
52 week low10008.39
Current bid price0
Current offer price0
Current mid price10022.6

Holdings by region

  • 100% USA

Holdings by sector

  • 50.7% Money Market
  • 39.67% Floating Rate Notes
  • 7.04% Government Bonds
  • 2.58% Government Bonds

Holdings by asset type

  • 90.37% Money Market
  • 9.63% US Government Fixed Interest

Individual holdings

-