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

-3.23 %

1 Year rank in sector

57/57

Sector

FO Currency - US Dollar

Yield

0.23

Fund size

£ 720.3 m

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    76.45%
  • UK
    6.26%
  • Canada
    5.28%
  • Not Specified
    4.6%
  • France
    3.46%
  • Others
    54.53%
  • Government Bonds
    33.6%
  • Financials
    6.36%
  • Government Agency Bonds
    2%
  • Mortgage & Secured Bonds
    1.81%
  • Global Short Maturity Fixed Interest
    49.93%
  • US Fixed Interest
    41.65%
  • Money Market
    4.57%
  • Norwegian Fixed Interest
    2%
  • Canadian Fixed Interest
    1.81%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.55 %-9 %-3.23 %14.8 %5.52 %
Sector0.04 %0.15 %0.45 %0.68 %0.77 %
Rank within sector59 / 5958 / 5857 / 571 / 531 / 47
Quartile th4 th4 th4 th1 st1 st

Calendar performance

YTD-20172016201520142013
Fund-9.86 %3.56 %11.48 %13.79 %-4.45 %
Sector0.21 %0.4 %0.08 %-0 %-0.09 %
Rank within sector58 / 581 / 551 / 531 / 4947 / 47
Quartile th4 th1 st1 st1 st4 th

Risk statistics

Alpha8.22
Beta-13.45
Sharpe0.15
Volatility8.68
Tracking error8.69
Information ratio0.52
R-Squared0.02

Price movement

52 week high119.1471
52 week low104.6236
Current bid price0
Current offer price0
Current mid price105.6619

Holdings by region

  • 76.45% USA
  • 6.26% UK
  • 5.28% Canada
  • 4.6% Not Specified
  • 3.46% France
  • 2% Norway
  • 1.95% Sweden

Holdings by sector

  • 54.53% Others
  • 33.6% Government Bonds
  • 6.36% Financials
  • 2% Government Agency Bonds
  • 1.81% Mortgage & Secured Bonds
  • 1.7% Industrials

Holdings by asset type

  • 49.93% Global Short Maturity Fixed Interest
  • 41.65% US Fixed Interest
  • 4.57% Money Market
  • 2% Norwegian Fixed Interest
  • 1.81% Canadian Fixed Interest
  • 0.03% Others

Individual holdings

  • 8.98% UNITED STATES OF AMER TREAS NOTES 0.75% BDS 31/10/18 USD100
  • 8.32% UNITED STATES OF AMER TREAS NOTES FXD BDS 31/05/18 USD100
  • 7% UNITED STATES OF AMER TREAS NOTES 2.75% TB 31/12/17 USD100
  • 6.25% UNITED STATES OF AMER TREAS BILLS 0% TB 17/08/17 USD1000
  • 5.13% UNITED STATES OF AMER TREAS NOTES 0.875% BDS 15/10/18 USD100
  • 4.16% COMMERZBANK U.S. FINANCE
  • 4.16% UNITED STATES OF AMER TREAS BILLS 0% TB 10/08/17 USD1000
  • 3.48% ABBEY NATIONAL TREASURY CD
  • 3.48% UNITED STATES OF AMER TREAS NOTES 0.875% NTS 15/08/17 USD1000
  • 3.47% UNITED STATES OF AMER TREAS NOTES 1% NTS 15/09/18 USD1000