Fact sheet: Insight ILF GBP Liquidity

Fund information

Fund name
Insight ILF GBP Liquidity C6
Fund company manager
Insight Investment Management
Fund type
SIB
Fund manager
Colin Cave
since 01/05/2017
Fund objective
The investment objective of the Fund is to provide investors with stability of capital and income through investment in short-term fixed income and variable rate securities.
Benchmark
3M EUR LIBID
Investment style
Liquidity
Investment method
Deposits

Performance snapshot

Quick stats

1 Year return

0.25 %

1 Year rank in sector

12/43

Sector

FO Currency - Sterling

Yield

0.2468

Fund size

£ 22.4 b

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    27.9%
  • France
    25.3%
  • UK
    11.4%
  • Australia
    6.3%
  • Germany
    5.8%
  • Certificates of Deposit
    44.5%
  • Time Deposits
    25.2%
  • Commercial Paper
    14.1%
  • Government Bonds
    9.6%
  • Floating Rate Notes
    4.3%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.01 %0.1 %0.25 %1.04 %1.74 %
Sector-0 %0.07 %0.18 %1.14 %1.86 %
Rank within sector9 / 4312 / 4312 / 4312 / 3810 / 33
Quartile th1 st2 nd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.11 %0.37 %0.39 %0.38 %0.3 %
Sector0.07 %0.29 %0.64 %0.28 %0.34 %
Rank within sector11 / 4311 / 3910 / 3710 / 3715 / 37
Quartile th2 nd2 nd2 nd2 nd2 nd

Risk statistics

Alpha0.33
Beta0.04
Sharpe-
Volatility0.02
Tracking error0.15
Information ratio-0.2
R-Squared0.09

Price movement

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

Holdings by region

  • 27.9% Japan
  • 25.3% France
  • 11.4% UK
  • 6.3% Australia
  • 5.8% Germany
  • 5.5% Netherlands
  • 4.5% Sweden
  • 4.4% Canada
  • 3% Switzerland
  • 2.3% Denmark

Holdings by sector

  • 44.5% Certificates of Deposit
  • 25.2% Time Deposits
  • 14.1% Commercial Paper
  • 9.6% Government Bonds
  • 4.3% Floating Rate Notes
  • 2.1% Short Term Asset Backed
  • 0.1% Corporate Bonds
  • 0.1% Fixed Interest

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 8.04% HM TREASURY UNITED KINGDOM DMO 0% GILT 17/07/17 GBP1
  • 3.77% CP LA BANQUE POSTALE
  • 3.14% STBCGB2L 003day 0.22
  • 2.72% STBCGB2L 003day 0.22
  • 2.1% ANZBGB2L 003day 0.10
  • 1.89% DMOAGB2LXX 003day 0.
  • 1.68% STBCGB2L 003day 0.20
  • 1.66% HM TREASURY UNITED KINGDOM DMO 1% GILT 07/09/17 GBP0.01
  • 1.05% CD SOCIETE GENERALE
  • 1.05% CP LANDESKREDITBANK