Fact sheet: SSgA EUR Liquidity

Fund information

Fund name
SSgA EUR Liquidity Institutional Stable NAV
Fund company manager
State St Global Advisors (IRL)
Fund type
SIB
Fund objective
The Fund seeks to maintain a high level of liquidity, preserve capital and stability of principal expressed in Euro, and consistent with those objectives, earn current income and aims to provide a return in line with money market rates.
Benchmark
LIBID EURO 7 Day
Investment style
Liquidity
Investment method
Mixed

Performance snapshot

Quick stats

1 Year return

-0.45 %

1 Year rank in sector

33/53

Sector

FO Currency - Euro

Yield

-0.515

Fund size

£ 5.0 b

FE Risk score

75

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Commercial Paper
    31.65%
  • Certificates of Deposit
    23.7%
  • Asset Backed Commercial Paper
    12.65%
  • Money Market
    8.51%
  • Time Deposits
    8.38%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.04 %-0.24 %-0.45 %-0.66 %-0.6 %
Sector-0.08 %-0.53 %-0.99 %-1.02 %-0.81 %
Rank within sector37 / 5635 / 5433 / 5330 / 5026 / 46
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.27 %-0.33 %-0.06 %0.04 %0 %
Sector-0.6 %-0.4 %-0.07 %0.15 %0.02 %
Rank within sector36 / 5433 / 5222 / 4827 / 4924 / 46
Quartile th3 rd3 rd2 nd3 rd3 rd

Risk statistics

Alpha-0.13
Beta0.25
Sharpe-
Volatility0.06
Tracking error0.13
Information ratio0.92
R-Squared0.51

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

  • 31.65% Commercial Paper
  • 23.7% Certificates of Deposit
  • 12.65% Asset Backed Commercial Paper
  • 8.51% Money Market
  • 8.38% Time Deposits
  • 5.18% Government Bills
  • 4.94% Government Guaranteed
  • 2.69% Government Agency Bonds
  • 1.56% Government Bonds
  • 0.75% Corporate Bonds

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 4.15% France Treasury Bill BTF
  • 2.07% Credit Suisse/London
  • 2.03% KA Finanz AG (Govt Gteed Only)
  • 1.74% LMA SA (Calyon)
  • 1.56% Bred Banque Populaire
  • 1.56% Dexia Credit Local (Guaranteed Debt Only)
  • 1.56% GERMANY(FEDERAL REPUBLIC OF) 4.25% BDS 04/07/17 EUR0.01 GERMAN BONDS
  • 1.53% Sumitomo Mitsui Banking Corp/Brussels
  • 1.52% UBS AG LONDON BRANCH 0% BDS 05/09/17 EUR1
  • 1.51% DH Europe Finance S.A.