Fact sheet: GS Yen Liquid Reserves

Fund information

Fund name
GS Yen Liquid Reserves Institutional Acc
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager
Team Managed
since 01/05/2007
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
JPY 1w LIBOR
Investment style
Liquidity
Investment method
Short Dated Bonds

Performance snapshot

Quick stats

1 Year return

-0.7 %

1 Year rank in sector

19/22

Sector

FO Currency - Other

Yield

-0.234

Fund size

£ 75.1 b

FE Risk score

112

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    83.54%
  • France
    16.46%
  • Government Bills
    66.74%
  • Money Market
    16.8%
  • Time Deposits
    16.46%
  • Japanese Government Fixed Interest
    66.74%
  • Money Market
    33.26%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.04 %-0.33 %-0.7 %-1.12 %-1.12 %
Sector0.18 %0.53 %0.44 %-0.09 %0.43 %
Rank within sector18 / 2219 / 2219 / 2213 / 2114 / 20
Quartile th4 th4 th4 th3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.37 %-0.6 %-0.14 %-0 %0 %
Sector0.72 %-0.05 %-0.67 %0.28 %-0.42 %
Rank within sector19 / 2216 / 2110 / 2112 / 2013 / 20
Quartile th4 th4 th2 nd3 rd3 rd

Risk statistics

Alpha-0.37
Beta-0.03
Sharpe-
Volatility0.09
Tracking error0.58
Information ratio-0.54
R-Squared0.04

Price movement

52 week high10063.27
52 week low10027.75
Current bid price0
Current offer price0
Current mid price10027.69

Holdings by region

  • 83.54% Japan
  • 16.46% France

Holdings by sector

  • 66.74% Government Bills
  • 16.8% Money Market
  • 16.46% Time Deposits

Holdings by asset type

  • 66.74% Japanese Government Fixed Interest
  • 33.26% Money Market

Individual holdings

-