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
Chris Brown
since 02/01/2003
Fund objective
The Fund aims to provide investors with stability of capital and of Net Asset Value per Share (in the case of the Stable Net Asset Value Shares) and daily liquidity with an income which is comparable to sterling denominated short dated money market interest rates.
Benchmark
LIBID 7 day
Investment style
Liquidity
Investment method
Deposits

Performance snapshot

Quick stats

1 Year return

0.22 %

1 Year rank in sector

9/42

Sector

FO Currency - Sterling

Yield

0.2365

Fund size

£ 22.7 b

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

Top in sector

Holdings snapshot

  • France
    25.9%
  • Japan
    23.8%
  • Netherlands
    15%
  • Australia
    6.7%
  • Sweden
    5.7%
  • Certificates of Deposit
    50.7%
  • Time Deposits
    30.4%
  • Commercial Paper
    8.1%
  • Floating Rate Notes
    4.1%
  • Short Term Asset Backed
    3.3%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.02 %0.1 %0.22 %1 %1.69 %
Sector-0.02 %0.03 %0.11 %1.08 %1.79 %
Rank within sector6 / 429 / 429 / 4211 / 3711 / 33
Quartile th1 st1 st1 st2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.15 %0.37 %0.39 %0.38 %0.3 %
Sector0.06 %0.29 %0.64 %0.28 %0.34 %
Rank within sector9 / 4210 / 389 / 369 / 3614 / 35
Quartile th1 st2 nd1 st1 st2 nd

Risk statistics

Alpha0.32
Beta0.05
Sharpe-
Volatility0.03
Tracking error0.15
Information ratio-0.21
R-Squared0.1

Price movement

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

Holdings by region

  • 25.9% France
  • 23.8% Japan
  • 15% Netherlands
  • 6.7% Australia
  • 5.7% Sweden
  • 5% UK
  • 4.8% Germany
  • 4.5% Canada
  • 4% Switzerland
  • 2% Denmark

Holdings by sector

  • 50.7% Certificates of Deposit
  • 30.4% Time Deposits
  • 8.1% Commercial Paper
  • 4.1% Floating Rate Notes
  • 3.3% Short Term Asset Backed
  • 3.1% Government Bonds
  • 0.2% Corporate Bonds
  • 0.1% Fixed Interest

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 4.51% MHCBGB2L 001day 0.23
  • 4.51% MHCBGB2L 001day 0.23
  • 3.6% INGBNL2A 001day 0.18
  • 3.6% STBCGB2L 001day 0.22
  • 3.49% HM TREASURY UNITED KINGDOM DMO 1% GILT 07/09/17 GBP0.01
  • 2.7% STBCGB2L 001day 0.22
  • 2.62% DMOAGB2LXX 001day 0.
  • 2.25% RABOGB2L 001day 0.20
  • 1.8% INGBNL2A 001day 0.18
  • 1.62% HM TREASURY UNITED KINGDOM DMO 0% GILT 18/09/17 GBP1