Fact sheet: Schroder ISF USD Lq

Fund information

Fund name
Schroder ISF US Dollar Liquidity A Acc NAV EUR
Fund company manager
Schroder Investmt Mgt(LUX)S.A.
Fund type
SIB
Fund manager
Steven Lear
since 20/09/2001
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

-5.92 %

1 Year rank in sector

57/57

Sector

FO Currency - US Dollar

Yield

0.23

Fund size

£ 735.9 m

FE Risk score

85

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    81.64%
  • UK
    4.76%
  • France
    3.39%
  • Canada
    3.14%
  • Norway
    1.96%
  • Government Bonds
    40.65%
  • Others
    35.71%
  • Financials
    16.26%
  • Industrials
    3.64%
  • Government Agency Bonds
    1.96%
  • US Fixed Interest
    57.12%
  • Global Short Maturity Fixed Interest
    34.58%
  • Canadian Fixed Interest
    3.14%
  • Norwegian Fixed Interest
    1.96%
  • Dutch Fixed Interest
    1.38%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.09 %-8.89 %-5.92 %8.83 %9.97 %
Sector0.04 %0.18 %0.44 %0.72 %0.72 %
Rank within sector58 / 5857 / 5757 / 571 / 521 / 46
Quartile th4 th4 th4 th1 st1 st

Calendar performance

YTD-20172016201520142013
Fund-11.08 %3.56 %11.48 %13.79 %-4.45 %
Sector0.25 %0.4 %0.08 %-0 %-0.09 %
Rank within sector57 / 571 / 541 / 521 / 4846 / 46
Quartile th4 th1 st1 st1 st4 th

Risk statistics

Alpha7.64
Beta-13.79
Sharpe0.05
Volatility8.69
Tracking error8.7
Information ratio0.43
R-Squared0.02

Price movement

52 week high119.1471
52 week low103.1488
Current bid price0
Current offer price0
Current mid price104.2365

Holdings by region

  • 81.64% USA
  • 4.76% UK
  • 3.39% France
  • 3.14% Canada
  • 1.96% Norway
  • 1.91% Sweden
  • 1.38% Netherlands
  • 1.13% Not Specified
  • 0.68% Australia

Holdings by sector

  • 40.65% Government Bonds
  • 35.71% Others
  • 16.26% Financials
  • 3.64% Industrials
  • 1.96% Government Agency Bonds
  • 1.78% Mortgage & Secured Bonds

Holdings by asset type

  • 57.12% US Fixed Interest
  • 34.58% Global Short Maturity Fixed Interest
  • 3.14% Canadian Fixed Interest
  • 1.96% Norwegian Fixed Interest
  • 1.38% Dutch Fixed Interest
  • 1.12% Money Market
  • 0.68% Australian Fixed Interest
  • 0.02% Others

Individual holdings

  • 8.8% UNITED STATES OF AMER TREAS NOTES 0.75% BDS 31/10/18 USD100
  • 8.15% UNITED STATES OF AMER TREAS NOTES FXD BDS 31/05/18 USD100
  • 6.86% UNITED STATES OF AMER TREAS NOTES 2.75% TB 31/12/17 USD100
  • 6.11% UNITED STATES OF AMER TREAS NOTES 0.75% BDS 31/01/18 USD100
  • 5.02% UNITED STATES OF AMER TREAS NOTES 0.875% BDS 15/10/18 USD100
  • 3.41% ABBEY NATIONAL TREASURY CD
  • 3.4% ABN AMRO FUNDING USA
  • 3.4% BANK OF NOVA SCOTIA
  • 3.4% UNITED STATES OF AMER TREAS NOTES 1% NTS 15/09/18 USD1000
  • 3.39% PHILIP MORRIS INTERNATIONAL