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(s)
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

0.78 %

1 Year rank in sector

23/56

Sector

FO Currency - US Dollar

Yield

1.45

Fund size

£ 2.0 b

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Commercial Paper
    38.5%
  • Certificates of Deposit
    29.4%
  • Cash Deposits
    25.5%
  • Floating Rate Notes
    5.2%
  • Others
    1.4%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.07 %0.42 %0.78 %1.28 %1.36 %
Sector0.03 %0.28 %0.45 %0.98 %0.78 %
Rank within sector30 / 5824 / 5723 / 5618 / 5215 / 46
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Calendar performance

YTD-20182017201620152014
Fund0.04 %0.77 %0.37 %0.1 %0.04 %
Sector0.02 %0.44 %0.4 %0.08 %-0 %
Rank within sector31 / 5823 / 5618 / 5313 / 5216 / 48
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Risk statistics

Alpha0.28
Beta0.44
Sharpe-
Volatility0.08
Tracking error0.09
Information ratio1.15
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

  • 38.5% Commercial Paper
  • 29.4% Certificates of Deposit
  • 25.5% Cash Deposits
  • 5.2% Floating Rate Notes
  • 1.4% Others

Holdings by asset type

  • 100% Money Market

Individual holdings

-