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

0.69 %

1 Year rank in sector

24/57

Sector

FO Currency - US Dollar

Yield

1.23

Fund size

£ 2.1 b

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Certificates of Deposit
    32.9%
  • Cash Deposits
    32.7%
  • Commercial Paper
    31.7%
  • Floating Rate Notes
    2.7%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.07 %0.4 %0.69 %1.07 %1.17 %
Sector0.09 %0.18 %0.47 %0.81 %0.75 %
Rank within sector28 / 5824 / 5724 / 5718 / 5216 / 46
Quartile th2 nd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.59 %0.37 %0.1 %0.04 %0.05 %
Sector0.34 %0.4 %0.08 %-0 %-0.09 %
Rank within sector24 / 5718 / 5414 / 5215 / 4815 / 46
Quartile th2 nd2 nd2 nd2 nd2 nd

Risk statistics

Alpha0.24
Beta0.43
Sharpe-
Volatility0.08
Tracking error0.09
Information ratio1.08
R-Squared0.24

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

  • 32.9% Certificates of Deposit
  • 32.7% Cash Deposits
  • 31.7% Commercial Paper
  • 2.7% Floating Rate Notes

Holdings by asset type

  • 100% Money Market

Individual holdings

-