Fact sheet: Morg Stnly € Liq

Fund information

Fund name
Morg Stnly Euro Liquidity Inst
Fund company manager
Morgan Stanley Investment Fund
Fund type
SIB
Fund objective
Seeks to provide liquidity and a competitive rate of return, to the extent consistent with preservation of capital.
Benchmark
1-week EUR LIBID
Investment style
Liquidity,Capital Protection Targeted
Investment method
Deposits

Performance snapshot

Quick stats

1 Year return

-0.34 %

1 Year rank in sector

24/54

Sector

FO Currency - Euro

Yield
-
Fund size

£ 6.7 b

FE Risk score

72

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    31.71%
  • USA
    13.1%
  • Japan
    12.1%
  • Netherlands
    9.11%
  • Sweden
    7.41%
  • Commercial Paper
    33.94%
  • Certificates of Deposit
    24.46%
  • Time Deposits
    20.89%
  • Floating Rate Notes
    9.72%
  • Short Term Asset Backed
    4.81%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.03 %-0.17 %-0.34 %-0.55 %-0.45 %
Sector-0.1 %-0.54 %-0.95 %-1.11 %-0.97 %
Rank within sector23 / 5623 / 5424 / 5421 / 5020 / 46
Quartile th2 nd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund-0.22 %-0.27 %-0.06 %0.06 %0.04 %
Sector-0.7 %-0.4 %-0.07 %0.15 %0.02 %
Rank within sector24 / 5423 / 5220 / 4825 / 4915 / 46
Quartile th2 nd2 nd2 nd3 rd2 nd

Risk statistics

Alpha-0.11
Beta0.18
Sharpe-
Volatility0.04
Tracking error0.14
Information ratio1.28
R-Squared0.5

Price movement

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

Holdings by region

  • 31.71% France
  • 13.1% USA
  • 12.1% Japan
  • 9.11% Netherlands
  • 7.41% Sweden
  • 5.51% Germany
  • 4.26% Switzerland
  • 3.79% Belgium
  • 2.82% Finland
  • 2.41% Denmark

Holdings by sector

  • 33.94% Commercial Paper
  • 24.46% Certificates of Deposit
  • 20.89% Time Deposits
  • 9.72% Floating Rate Notes
  • 4.81% Short Term Asset Backed
  • 3.78% Corporate Bonds
  • 2.4% Government Bills

Holdings by asset type

  • 100% Money Market

Individual holdings

-