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(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

0.21 %

1 Year rank in sector

9/42

Sector

FO Currency - Sterling

Yield

0.3827

Fund size

£ 23.2 b

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

Top in sector

Holdings snapshot

  • France
    30%
  • Japan
    25.1%
  • Netherlands
    17.3%
  • UK
    7.2%
  • Germany
    4.8%
  • Certificates of Deposit
    46.1%
  • Time Deposits
    33.8%
  • Commercial Paper
    10.2%
  • Government Bonds
    4.7%
  • Floating Rate Notes
    2.5%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.02 %0.1 %0.21 %0.98 %1.66 %
Sector0.01 %0.02 %0.11 %1.04 %1.69 %
Rank within sector7 / 438 / 439 / 4211 / 3713 / 35
Quartile th1 st1 st1 st2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.19 %0.37 %0.39 %0.38 %0.3 %
Sector0.08 %0.29 %0.64 %0.28 %0.34 %
Rank within sector8 / 4210 / 389 / 369 / 3614 / 35
Quartile th1 st2 nd1 st1 st2 nd

Risk statistics

Alpha0.31
Beta0.06
Sharpe-
Volatility0.03
Tracking error0.16
Information ratio-0.14
R-Squared0.13

Price movement

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

Holdings by region

  • 30% France
  • 25.1% Japan
  • 17.3% Netherlands
  • 7.2% UK
  • 4.8% Germany
  • 4.6% Canada
  • 3.6% Australia
  • 3% Denmark
  • 1.7% Sweden
  • 1.7% Switzerland

Holdings by sector

  • 46.1% Certificates of Deposit
  • 33.8% Time Deposits
  • 10.2% Commercial Paper
  • 4.7% Government Bonds
  • 2.5% Floating Rate Notes
  • 2.4% Short Term Asset Backed
  • 0.2% Corporate Bonds
  • 0.1% Fixed Interest

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 3.91% DMOAGB2LXX 003day 0.
  • 3.47% STBCGB2L 003day 0.22
  • 2.17% ZERO COUPON CD LA BA
  • 1.74% CP LA BANQUE POSTALE
  • 1.3% CP DANSKE BANK A/S -
  • 1.3% RABOGB2L 003day 0.20
  • 1.3% STBCGB2L 003day 0.22
  • 1.09% SOCIETE GENERALE 0.35% CT OF DEP 31/01/18 GBP1
  • 1.09% SOCIETE GENERALE 0.35% CT OF DEP 31/01/18 GBP1 TR2
  • 0.87% LANDESBANK HESSEN-THUERINGEN GIROZ 0.3% CT OF DEP 04/10/17 GBP1