Fact sheet: Schroder ISF USD Lq

Fund information

Fund name
Schroder ISF US Dollar Liquidity C NAV EUR
Fund company manager
Schroder Investmt Mgt(LUX)S.A.
Fund type
SIB
Fund manager(s)
Lisa Hornby
since 15/04/2013
Fund objective
The fund aims to mitigate losses in falling markets, as well as to provide income by investing in short-term bonds denominated in USD. The mitigation of losses cannot be guaranteed.
Benchmark
3 Month Libor in EUR
Investment style
Liquidity
Investment method
Short Dated Bonds

Quick stats

1 Year return

-12.37 %

1 Year rank in sector

56/56

Sector

FO Currency - US Dollar

Yield

0.32

Fund size

£ 717.5 m

FE Risk score

91

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    85.39%
  • Canada
    4.53%
  • UK
    2.78%
  • France
    2.21%
  • Norway
    2.01%
  • A
    46.51%
  • AAA
    45.87%
  • AA
    4.12%
  • Non-Rated
    3.5%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-3.14 %-4.59 %-12.37 %-4.64 %9.82 %
Sector0.03 %0.29 %0.44 %0.99 %0.79 %
Rank within sector58 / 5857 / 5756 / 5652 / 521 / 46
Quartile th4 th4 th4 th4 th1 st

Calendar performance

YTD-20182017201620152014
Fund-2.09 %-11.42 %3.58 %11.5 %13.58 %
Sector0.02 %0.44 %0.4 %0.08 %-0 %
Rank within sector58 / 5856 / 561 / 531 / 521 / 48
Quartile th4 th4 th1 st1 st1 st

Risk statistics

Alpha1.68
Beta-1.86
Sharpe-0
Volatility8.36
Tracking error8.37
Information ratio0.05
R-Squared0

Price movement

52 week high117.7324
52 week low101.4212
Current bid price0
Current offer price0
Current mid price101.7113

Holdings by region

  • 85.39% USA
  • 4.53% Canada
  • 2.78% UK
  • 2.21% France
  • 2.01% Norway
  • 1.39% Netherlands
  • 0.98% Not Specified
  • 0.7% Australia

Holdings by sector

  • 46.51% A
  • 45.87% AAA
  • 4.12% AA
  • 3.5% Non-Rated

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 9.08% UNITED STATES OF AMER TREAS NOTES 0.75% BDS 31/01/18 USD100
  • 9% UNITED STATES OF AMER TREAS NOTES 0.75% BDS 31/10/18 USD100
  • 8.35% UNITED STATES OF AMER TREAS NOTES FXD BDS 31/05/18 USD100
  • 7.06% UNITED STATES OF AMER TREAS NOTES 2.75% TB 31/12/17 USD100
  • 5.13% UNITED STATES OF AMER TREAS NOTES 0.875% BDS 15/10/18 USD100
  • 3.5% BANK OF NOVA SCOTIA
  • 3.48% DANSKE
  • 3.48% UNITED STATES OF AMER TREAS NOTES 1% NTS 15/09/18 USD1000
  • 2.8% PNC BANK NA PITTSBURGH PA 1.95% MTN 04/03/19 USD1000
  • 2.78% J.P. MORGAN SECURITIES