Fact sheet: Morg Stnly € Liq

Fund information

Fund name
Morg Stnly Euro Liquidity Institutional Select
Fund company manager
Morgan Stanley Investment Fund
Fund type
SIB
Fund manager(s)
Fund objective
To provide capital preservation and same day liquidity with an attractive level of income compared to short term interest rates.
Benchmark
1-week EUR LIBID
Investment style
Liquidity
Investment method
Deposits

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-0.12 %

1 Year rank in sector

14/52

Sector

FO Currency - Euro

Yield
-
Fund size

£ 7.7 b

FE Risk score

68

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    28.23%
  • Japan
    23.57%
  • USA
    9.75%
  • Netherlands
    7.93%
  • Sweden
    7.48%
  • Commercial Paper
    36.87%
  • Time Deposits
    25.22%
  • Certificates of Deposit
    23.72%
  • Floating Rate Notes
    7.89%
  • Corporate Bonds
    4.11%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.03 %0 %-0.12 %-0.43 %-0.33 %
Sector-0.1 %-0.54 %-1.07 %-1.48 %-1.39 %
Rank within sector23 / 53 / 14 / 52 / /
Quartile th2 nd th2 nd th th

Calendar performance

YTD-20172016201520142013
Fund-0.12 %-0.23 %0 %0 %0 %
Sector-1.04 %-0.4 %-0.07 %0.15 %0.02 %
Rank within sector14 / 5221 / 50 / / /
Quartile th2 nd2 nd th th th

Risk statistics

Alpha-0.14
Beta-0.01
Sharpe-
Volatility0.04
Tracking error0.17
Information ratio1.99
R-Squared0

Price movement

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

Holdings by region

  • 28.23% France
  • 23.57% Japan
  • 9.75% USA
  • 7.93% Netherlands
  • 7.48% Sweden
  • 5.71% Germany
  • 4.92% Switzerland
  • 4.01% Belgium
  • 2.34% Finland
  • 1.74% UK

Holdings by sector

  • 36.87% Commercial Paper
  • 25.22% Time Deposits
  • 23.72% Certificates of Deposit
  • 7.89% Floating Rate Notes
  • 4.11% Corporate Bonds
  • 2.19% Short Term Asset Backed

Holdings by asset type

  • 100% Money Market

Individual holdings

-