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

-6.19 %

1 Year rank in sector

57/57

Sector

FO Currency - US Dollar

Yield

0.32

Fund size

£ 735.9 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    80.89%
  • UK
    6.05%
  • France
    3.35%
  • Canada
    2.02%
  • Norway
    1.94%
  • A
    46.62%
  • AAA
    42.84%
  • AA
    7.17%
  • Non-Rated
    3.36%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.47 %-9.64 %-6.19 %8.93 %11.45 %
Sector0.09 %0.17 %0.47 %0.8 %0.75 %
Rank within sector1 / 5857 / 5757 / 571 / 521 / 46
Quartile th1 st4 th4 th1 st1 st

Calendar performance

YTD-20172016201520142013
Fund-10.19 %3.58 %11.5 %13.58 %-4.21 %
Sector0.33 %0.4 %0.08 %-0 %-0.09 %
Rank within sector57 / 571 / 541 / 521 / 4846 / 46
Quartile th4 th1 st1 st1 st4 th

Risk statistics

Alpha5.11
Beta-9.05
Sharpe-0
Volatility8.36
Tracking error8.37
Information ratio0.26
R-Squared0.01

Price movement

52 week high119.1963
52 week low103.2057
Current bid price0
Current offer price0
Current mid price105.3204

Holdings by region

  • 80.89% USA
  • 6.05% UK
  • 3.35% France
  • 2.02% Canada
  • 1.94% Norway
  • 1.89% Sweden
  • 1.81% Not Specified
  • 1.36% Netherlands
  • 0.68% Australia

Holdings by sector

  • 46.62% A
  • 42.84% AAA
  • 7.17% AA
  • 3.36% Non-Rated

Holdings by asset type

  • 100% Money Market

Individual holdings

  • 8.73% UNITED STATES OF AMER TREAS NOTES 0.75% BDS 31/01/18 USD100
  • 8.7% UNITED STATES OF AMER TREAS NOTES 0.75% BDS 31/10/18 USD100
  • 8.06% UNITED STATES OF AMER TREAS NOTES FXD BDS 31/05/18 USD100
  • 6.79% UNITED STATES OF AMER TREAS NOTES 2.75% TB 31/12/17 USD100
  • 4.97% UNITED STATES OF AMER TREAS NOTES 0.875% BDS 15/10/18 USD100
  • 3.37% ABBEY NATIONAL TREASURY CD
  • 3.36% BANK OF NOVA SCOTIA
  • 3.35% BPCE
  • 3.35% PHILIP MORRIS INTERNATIONAL
  • 3.35% UNITED STATES OF AMER TREAS NOTES 1% NTS 15/09/18 USD1000