Fact sheet: Stg Short Dur Mgd Liq

Fund information

Fund name
Sterling Short Duration Managed Liquidity 2 GBP
Fund company manager
Standard Life Investment
Fund type
SIB
Fund manager(s)
Gordon Lowson
since 01/07/2014
Fund objective
The fund aims to provide investors with stability of capital and income through investment in short-term fixed income and variable rate securities. It does this by investing not only in bank and building society deposits but also in a variety of other instruments including Certificates of Deposits (CDs), Commercial Paper, Covered Bonds, Fixed and Floating Rate Medium Term Notes (MTN), Asset Backed Securities (ABS) and Residential Mortgage Backed Securities (RMBS) where, when purchased, repayment is typically expected within 5 years. The fund is actively managed by our investment team who may also invest in short term bonds issued or backed by the UK government. The volatility of this fund is expected to be higher than that of Money Market funds.
Benchmark
LIBOR 3 month GBP
Investment style
Liquidity
Investment method
Deposits

Quick stats

1 Year return

0.47 %

1 Year rank in sector

3/42

Sector

FO Currency - Sterling

Yield

0.4869

Fund size

£ 2.5 b

FE Risk score

1

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Certificates of Deposit
    25.05%
  • Cash Deposits
    24.99%
  • Asset/Mortgage-Backed Securities
    19.52%
  • Mutual Funds
    12.48%
  • Commercial Paper
    8.51%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.04 %0.16 %0.47 %1.68 %3.24 %
Sector0.01 %0.01 %0.1 %1.02 %1.66 %
Rank within sector4 / 434 / 433 / 424 / 373 / 35
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund0.42 %0.67 %0.55 %0.77 %0.72 %
Sector0.08 %0.29 %0.64 %0.28 %0.34 %
Rank within sector3 / 424 / 382 / 361 / 363 / 35
Quartile th1 st1 st1 st1 st1 st

Risk statistics

Alpha0.51
Beta0.15
Sharpe-
Volatility0.08
Tracking error0.16
Information ratio1.38
R-Squared0.1

Price movement

52 week high10.4066
52 week low10.3586
Current bid price0
Current offer price0
Current mid price10.4068

Holdings by region

  • 100% Money Market

Holdings by sector

  • 25.05% Certificates of Deposit
  • 24.99% Cash Deposits
  • 19.52% Asset/Mortgage-Backed Securities
  • 12.48% Mutual Funds
  • 8.51% Commercial Paper
  • 6.28% Floating Rate Notes
  • 2.59% Call Deposit
  • 0.58% Corporate Bonds

Holdings by asset type

  • 100% Money Market

Individual holdings

-