Fact sheet: Western Asset USD Liquidity

Fund information

Fund name
Western Asset US Dollar Liquidity D
Fund company manager
Western Asset Liquidity Fd plc
Fund type
SIB
Fund manager
Western Asset Management Co
since 01/04/1996
Fund objective
The investment objective of the Fund is to aim to maintain capital value while seeking to produce a return to the investor in line with money market rates. The Fund seeks to provide current income while maintaining liquidity and a stable Net Asset Value of $1.00 per Share.
Benchmark
No Specified Index
Investment style
Liquidity
Investment method
None

Quick stats

1 Year return

0.59 %

1 Year rank in sector

21/57

Sector

FO Currency - US Dollar

Yield

1.21

Fund size

£ 1.9 b

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Certificates of Deposit
    41%
  • Commercial Paper
    29.4%
  • Cash Deposits
    21.7%
  • Floating Rate Notes
    7.1%
  • Fixed Interest
    0.8%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.06 %0.36 %0.59 %0.88 %1 %
Sector-0.02 %0.15 %0.39 %0.64 %0.74 %
Rank within sector25 / 5923 / 5821 / 5718 / 5315 / 47
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Calendar performance

YTD-20172016201520142013
Fund0.4 %0.37 %0.1 %0.04 %0.05 %
Sector0.17 %0.4 %0.08 %-0 %-0.09 %
Rank within sector23 / 5818 / 5513 / 5315 / 4915 / 47
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Risk statistics

Alpha0.2
Beta0.4
Sharpe-
Volatility0.07
Tracking error0.08
Information ratio0.87
R-Squared0.25

Price movement

52 week high1
52 week low1
Current bid price0
Current offer price0
Current mid price1

Holdings by region

  • 100% Money Market

Holdings by sector

  • 41% Certificates of Deposit
  • 29.4% Commercial Paper
  • 21.7% Cash Deposits
  • 7.1% Floating Rate Notes
  • 0.8% Fixed Interest

Holdings by asset type

  • 100% Money Market

Individual holdings

-