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 manager(s)
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-0.48 %

1 Year rank in sector

35/54

Sector

FO Currency - Euro

Yield

-0.5128

Fund size

£ 4.9 b

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Commercial Paper
    30.65%
  • Certificates of Deposit
    19.44%
  • Time Deposits
    14.61%
  • Asset Backed Commercial Paper
    13.84%
  • Money Market
    8.21%
  • Money Market
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.04 %-0.25 %-0.48 %-0.78 %-0.74 %
Sector0.15 %-0.31 %-0.8 %-1.03 %-0.99 %
Rank within sector39 / 5634 / 5335 / 5430 / 4927 / 45
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.39 %-0.33 %-0.06 %0.04 %0 %
Sector-0.62 %-0.4 %-0.07 %0.15 %0.02 %
Rank within sector34 / 5434 / 5221 / 4726 / 4823 / 45
Quartile th3 rd3 rd2 nd3 rd3 rd

Risk statistics

Alpha-0.15
Beta0.25
Sharpe-
Volatility0.06
Tracking error0.13
Information ratio1.21
R-Squared0.54

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

  • 30.65% Commercial Paper
  • 19.44% Certificates of Deposit
  • 14.61% Time Deposits
  • 13.84% Asset Backed Commercial Paper
  • 8.21% Money Market
  • 4.28% Government Guaranteed
  • 4.19% Government Agency Bonds
  • 2.26% Government Bills
  • 1.7% Government Bonds
  • 0.82% Corporate Bonds

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 2.83% Erste Abwicklungsanstalt
  • 2.36% DEXIA CREDIT LOCAL SA 0% BDS 13/10/17 EUR1
  • 2.26% FRANCE (GOVT OF) 0% BDS 13/12/17 EUR1
  • 1.7% Bred Banque Populaire
  • 1.7% FRANCE(GOVT OF) 4.25% TB 25/10/17 EUR1
  • 1.7% La Banque Postale SA
  • 1.68% Sumitomo Mitsui Banking Corp/Brussels
  • 1.65% UBS AG LONDON BRANCH 0% BDS 02/02/18 EUR1
  • 1.63% KBC Bank NV
  • 1.44% Mizuho Bank Ltd/London