Fact sheet: Morg Stnly US Dollar Trsry Lq

Fund information

Fund name
Morg Stnly US Dollar Treasury Liquidity Inst Select
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
Lipper Institutional US Treasury Money Market Average
Investment style
Liquidity,Capital Protection Targeted
Investment method
None

Performance snapshot

Quick stats

1 Year return

0.24 %

1 Year rank in sector

40/57

Sector

FO Currency - US Dollar

Yield
-
Fund size

£ 2.4 b

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Government Bonds
    42.16%
  • Government Bills
    38.15%
  • Short Term Asset Backed
    17.3%
  • Money Market
    2.39%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.04 %0.18 %0.25 %0.29 %0.31 %
Sector-0.01 %0.15 %0.39 %0.64 %0.76 %
Rank within sector38 / 5939 / 5840 / 5736 / 53 /
Quartile th3 rd3 rd3 rd3 rd th

Calendar performance

YTD-20172016201520142013
Fund0.2 %0.09 %0 %0 %0 %
Sector0.17 %0.4 %0.08 %-0 %-0.09 %
Rank within sector39 / 5837 / 5538 / 53 / /
Quartile th3 rd3 rd3 rd th th

Risk statistics

Alpha0.06
Beta0.13
Sharpe-
Volatility0.04
Tracking error0.08
Information ratio-1.49
R-Squared0.1

Price movement

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

Holdings by region

  • 100% Money Market

Holdings by sector

  • 42.16% Government Bonds
  • 38.15% Government Bills
  • 17.3% Short Term Asset Backed
  • 2.39% Money Market

Holdings by asset type

  • 100% Money Market

Individual holdings

-