Fact sheet: Insight USD Liquidity

Fund information

Fund name
Insight USD Liquidity 4
Fund company manager
Insight Investment Management
Fund type
SIB
Fund manager(s)
Patrick Goodall
since 01/03/2015
Chris Brown
since 23/03/2005
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 US dollar denominated short dated money market interest rates.
Benchmark
7 Day US LIBID
Investment style
Liquidity
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.78 %

1 Year rank in sector

17/57

Sector

FO Currency - US Dollar

Yield

1.0087

Fund size

£ 817.1 m

FE Risk score

102

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    26.4%
  • Germany
    21.5%
  • Netherlands
    17.2%
  • Japan
    10.1%
  • Singapore
    5%
  • Time Deposits
    46.6%
  • Commercial Paper
    27.3%
  • Certificates of Deposit
    26.1%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.08 %0.48 %0.78 %1.02 %1.02 %
Sector0.09 %0.17 %0.47 %0.8 %0.75 %
Rank within sector15 / 5815 / 5717 / 5719 / 5218 / 46
Quartile th2 nd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.67 %0.34 %0 %0 %0 %
Sector0.33 %0.4 %0.08 %-0 %-0.09 %
Rank within sector17 / 5719 / 5438 / 5232 / 4831 / 46
Quartile th2 nd2 nd3 rd3 rd3 rd

Risk statistics

Alpha0.19
Beta0.54
Sharpe-
Volatility0.1
Tracking error0.1
Information ratio0.74
R-Squared0.23

Price movement

52 week high1.1785
52 week low1.1694
Current bid price0
Current offer price0
Current mid price1.1785

Holdings by region

  • 26.4% France
  • 21.5% Germany
  • 17.2% Netherlands
  • 10.1% Japan
  • 5% Singapore
  • 4.3% Switzerland
  • 3.9% Canada
  • 2.9% Belgium
  • 2.9% Sweden
  • 2.2% Finland

Holdings by sector

  • 46.6% Time Deposits
  • 27.3% Commercial Paper
  • 26.1% Certificates of Deposit

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 9.72% RABONL2U 003day 1.16
  • 9.07% BREDFRPPTR 003day 1.
  • 9.07% GENOGB2L 003day 1.16
  • 9.07% INGBNL2A 003day 1.20
  • 8.42% HELAGB2L 003day 1.17
  • 3.24% AGENCE CENTRALE DES ORGAN DE SECURI 0% COMM PAPER 19/10/17 USD1
  • 3.11% CP TEMASEK FINANCIAL
  • 2.59% CD BANK OF MONTREAL
  • 2.59% ZERO COUPON CD CREDI
  • 2.59% ZERO COUPON CD MIZUH