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

0.73 %

1 Year rank in sector

24/58

Sector

FO Currency - US Dollar

Yield

1.23

Fund size

£ 1.9 b

FE Risk score

85

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Commercial Paper
    34.5%
  • Certificates of Deposit
    31.1%
  • Cash Deposits
    28.7%
  • Floating Rate Notes
    5.7%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.07 %0.41 %0.73 %1.15 %1.24 %
Sector0.06 %0.26 %0.45 %0.86 %0.81 %
Rank within sector22 / 5924 / 5924 / 5818 / 5315 / 47
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Calendar performance

YTD-20172016201520142013
Fund0.68 %0.37 %0.1 %0.04 %0.05 %
Sector0.39 %0.4 %0.08 %-0 %-0.09 %
Rank within sector24 / 5818 / 5514 / 5317 / 4917 / 47
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Risk statistics

Alpha0.24
Beta0.45
Sharpe-
Volatility0.08
Tracking error0.09
Information ratio1
R-Squared0.29

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

  • 34.5% Commercial Paper
  • 31.1% Certificates of Deposit
  • 28.7% Cash Deposits
  • 5.7% Floating Rate Notes

Holdings by asset type

  • 100% Money Market

Individual holdings

-