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
3 Month USD Libor
Investment style
Liquidity
Investment method
Deposits

Quick stats

1 Year return

0.45 %

1 Year rank in sector

3/42

Sector

FO Currency - Sterling

Yield

0.3348

Fund size

£ 2.5 b

FE Risk score

1

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Certificates of Deposit
    30.86%
  • Asset/Mortgage-Backed Securities
    20.5%
  • Cash Deposits
    18.47%
  • Floating Rate Notes
    12.72%
  • Mutual Funds
    8.11%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.01 %0.16 %0.45 %1.69 %3.35 %
Sector0.01 %0.03 %0.11 %1.06 %1.75 %
Rank within sector14 / 424 / 423 / 424 / 373 / 34
Quartile th2 nd1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund0.34 %0.67 %0.55 %0.77 %0.72 %
Sector0.07 %0.29 %0.64 %0.28 %0.34 %
Rank within sector4 / 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 ratio1.34
R-Squared0.1

Price movement

52 week high10.3984
52 week low10.3515
Current bid price0
Current offer price0
Current mid price10.3984

Holdings by region

  • 100% Money Market

Holdings by sector

  • 30.86% Certificates of Deposit
  • 20.5% Asset/Mortgage-Backed Securities
  • 18.47% Cash Deposits
  • 12.72% Floating Rate Notes
  • 8.11% Mutual Funds
  • 6.21% Commercial Paper
  • 2.56% Call Deposit
  • 0.57% Corporate Bonds

Holdings by asset type

  • 100% Money Market

Individual holdings

-