Fact sheet: Insight ILF GBP Liquidity Plus

Fund information

Fund name
Insight ILF GBP Liquidity Plus 4
Fund company manager
Insight Investment Management
Fund type
SIB
Fund manager(s)
Chris Brown
since 01/06/2017
Fund objective
The Fund aims to provide investors with stability of capital and income through investment in short-term fixed income and variable rate securities.
Benchmark
3 Months LIBID
Investment style
Capital Protection Targeted
Investment method
Floating Rate Notes,Certificate of Deposit

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.4 %

1 Year rank in sector

5/42

Sector

FO Currency - Sterling

Yield

0.1747

Fund size

£ 5.1 b

FE Risk score

1

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    40.1%
  • Canada
    10.7%
  • France
    10.1%
  • Australia
    7.5%
  • Netherlands
    5.3%
  • Floating Rate Notes
    43.8%
  • Certificates of Deposit
    25%
  • Mortgage & Secured Bonds
    12.5%
  • Money Market
    9.6%
  • Commercial Paper
    4.4%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.02 %0.15 %0.4 %1.59 %3.34 %
Sector0.01 %0.03 %0.11 %1.07 %1.75 %
Rank within sector9 / 425 / 425 / 425 / 372 / 34
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund0.32 %0.75 %0.42 %0.73 %0.7 %
Sector0.07 %0.29 %0.64 %0.28 %0.34 %
Rank within sector5 / 423 / 386 / 363 / 364 / 35
Quartile th1 st1 st1 st1 st1 st

Risk statistics

Alpha0.47
Beta0.19
Sharpe-
Volatility0.12
Tracking error0.18
Information ratio1.05
R-Squared0.07

Price movement

52 week high1.2509
52 week low1.2459
Current bid price0
Current offer price0
Current mid price1.2509

Holdings by region

  • 40.1% UK
  • 10.7% Canada
  • 10.1% France
  • 7.5% Australia
  • 5.3% Netherlands
  • 5% Japan
  • 5% Switzerland
  • 3.8% Germany
  • 3.7% New Zealand
  • 2.8% USA

Holdings by sector

  • 43.8% Floating Rate Notes
  • 25% Certificates of Deposit
  • 12.5% Mortgage & Secured Bonds
  • 9.6% Money Market
  • 4.4% Commercial Paper
  • 2.8% Asset/Mortgage-Backed Securities
  • 1.7% Fixed Interest
  • 0.2% Government Bonds

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 9.59% INSIGHT ILF GBP LIQUIDITY C2
  • 4.69% STBCGB2L 003day 0.22
  • 2.76% ZERO COUPON CD SUMIT
  • 2.3% SOCIETE GENERALE 0% CT OF DEP 16/02/18 GBP1
  • 1.97% WESTPAC SECURITIES NZ LTD FRN 02/10/17 GBP100000
  • 1.93% CP BAYERISCHE MOTORE
  • 1.85% SWEDBANK HYPOTEK AB
  • 1.84% BARCLAYS BANK PLC 2015-1 FLTG RT COV BD 12/02/18 GBP100000
  • 1.84% NATIONAL AUSTRALIA BANK 0.675% BDS 17/07/20 GBP100000
  • 1.84% UBS AG 0.55% CT OF DEP 13/12/17 GBP1