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

-10.31 %

1 Year rank in sector

58/58

Sector

FO Currency - US Dollar

Yield

0.32

Fund size

£ 746.4 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    81.92%
  • France
    4.13%
  • Canada
    3.01%
  • UK
    2.67%
  • Not Specified
    2.41%
  • Government Bonds
    41.4%
  • Others
    25.03%
  • Financials
    22.35%
  • Industrials
    9.29%
  • Government Agency Bonds
    1.94%
  • US Fixed Interest
    67.21%
  • Global Short Maturity Fixed Interest
    22.62%
  • Canadian Fixed Interest
    3.01%
  • Money Market
    3%
  • Norwegian Fixed Interest
    1.94%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.93 %-4.84 %-10.31 %5.77 %10.13 %
Sector0.04 %0.25 %0.43 %0.86 %0.8 %
Rank within sector59 / 5959 / 5958 / 582 / 531 / 47
Quartile th4 th4 th4 th1 st1 st

Calendar performance

YTD-20172016201520142013
Fund-10.47 %3.58 %11.5 %13.58 %-4.21 %
Sector0.38 %0.4 %0.08 %-0 %-0.09 %
Rank within sector58 / 581 / 551 / 531 / 4947 / 47
Quartile th4 th1 st1 st1 st4 th

Risk statistics

Alpha4.29
Beta-4.1
Sharpe-0
Volatility8.4
Tracking error8.41
Information ratio0.29
R-Squared0

Price movement

52 week high119.1963
52 week low103.2057
Current bid price0
Current offer price0
Current mid price105.0007

Holdings by region

  • 81.92% USA
  • 4.13% France
  • 3.01% Canada
  • 2.67% UK
  • 2.41% Not Specified
  • 1.94% Norway
  • 1.89% Sweden
  • 1.36% Netherlands
  • 0.68% Australia

Holdings by sector

  • 41.4% Government Bonds
  • 25.03% Others
  • 22.35% Financials
  • 9.29% Industrials
  • 1.94% Government Agency Bonds

Holdings by asset type

  • 67.21% US Fixed Interest
  • 22.62% Global Short Maturity Fixed Interest
  • 3.01% Canadian Fixed Interest
  • 3% Money Market
  • 1.94% Norwegian Fixed Interest
  • 1.36% Dutch Fixed Interest
  • 0.78% French Fixed Interest
  • 0.68% Australian Fixed Interest
  • 0% Alternative Investment Strategies
  • -0.58% Others

Individual holdings

  • 8.72% UNITED STATES OF AMER TREAS NOTES 0.75% BDS 31/01/18 USD100
  • 8.65% UNITED STATES OF AMER TREAS NOTES 0.75% BDS 31/10/18 USD100
  • 8.05% UNITED STATES OF AMER TREAS NOTES FXD BDS 31/05/18 USD100
  • 6.78% UNITED STATES OF AMER TREAS NOTES 2.75% TB 31/12/17 USD100
  • 4.93% UNITED STATES OF AMER TREAS NOTES 0.875% BDS 15/10/18 USD100
  • 3.36% BANK OF NOVA SCOTIA
  • 3.35% BPCE
  • 3.35% PHILIP MORRIS INTERNATIONAL
  • 3.34% UNITED STATES OF AMER TREAS NOTES 1% NTS 15/09/18 USD1000
  • 3.33% DANSKE