Fact sheet: Insight ILF GBP Liquidity

Fund information

Fund name
Insight ILF GBP Liquidity C4
Fund company manager
Insight Investment Management
Fund type
SIB
Fund manager(s)
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.09 %

1 Year rank in sector

17/41

Sector

FO Currency - Sterling

Yield

0.2329

Fund size

£ 23.0 b

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

Top in sector

Holdings snapshot

  • France
    23.9%
  • Japan
    21.3%
  • UK
    20%
  • Netherlands
    9.4%
  • Canada
    6.6%
  • Certificates of Deposit
    43.6%
  • Commercial Paper
    18.2%
  • Time Deposits
    16%
  • Government Bonds
    15.1%
  • Short Term Asset Backed
    4.4%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.02 %0.05 %0.09 %0.67 %1.19 %
Sector-0 %0.02 %0.08 %1 %1.55 %
Rank within sector16 / 4217 / 4217 / 4112 / 3713 / 35
Quartile th2 nd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20182017201620152014
Fund0.01 %0.09 %0.29 %0.3 %0.27 %
Sector-0.01 %0.09 %0.29 %0.64 %0.28 %
Rank within sector17 / 4217 / 4112 / 3811 / 3616 / 36
Quartile th2 nd2 nd2 nd2 nd2 nd

Risk statistics

Alpha0.2
Beta0.06
Sharpe-
Volatility0.04
Tracking error0.16
Information ratio-0.71
R-Squared0.08

Price movement

52 week high1.2499
52 week low1.2488
Current bid price0
Current offer price0
Current mid price1.2499

Holdings by region

  • 23.9% France
  • 21.3% Japan
  • 20% UK
  • 9.4% Netherlands
  • 6.6% Canada
  • 5.7% Germany
  • 4.9% Sweden
  • 3.6% Australia
  • 3.1% Denmark
  • 0.5% USA

Holdings by sector

  • 43.6% Certificates of Deposit
  • 18.2% Commercial Paper
  • 16% Time Deposits
  • 15.1% Government Bonds
  • 4.4% Short Term Asset Backed
  • 2.4% Floating Rate Notes
  • 0.3% Fixed Interest

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 10.27% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 15/01/18 GBP1
  • 3.39% STBCGB2L 004day 0.47
  • 2.97% STBCGB2L 004day 0.47
  • 2.12% ROYCGB2L 004day 0.00
  • 2.12% ZERO COUPON CD LA BA
  • 1.91% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 22/01/18 GBP1
  • 1.27% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 23/04/18 GBP1
  • 1.27% SMBCBEBBXX 004day 0.
  • 1.1% CP BAYERISCHE MOTORE
  • 1.06% SOCIETE GENERALE 0.35% CT OF DEP 31/01/18 GBP1