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

0.62 %

1 Year rank in sector

23/57

Sector

FO Currency - US Dollar

Yield

1.2

Fund size

£ 2.0 b

FE Risk score

77

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    100%
  • Certificates of Deposit
    39.5%
  • Commercial Paper
    39.5%
  • Cash Deposits
    14.2%
  • Floating Rate Notes
    6.1%
  • Fixed Interest
    0.7%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.07 %0.37 %0.62 %0.94 %1.05 %
Sector0.03 %0.15 %0.45 %0.68 %0.78 %
Rank within sector27 / 5924 / 5823 / 5718 / 5315 / 47
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Calendar performance

YTD-20172016201520142013
Fund0.45 %0.37 %0.1 %0.04 %0.05 %
Sector0.22 %0.4 %0.08 %-0 %-0.09 %
Rank within sector23 / 5818 / 5513 / 5315 / 4915 / 47
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Risk statistics

Alpha0.22
Beta0.37
Sharpe-
Volatility0.07
Tracking error0.08
Information ratio1
R-Squared0.2

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

  • 39.5% Certificates of Deposit
  • 39.5% Commercial Paper
  • 14.2% Cash Deposits
  • 6.1% Floating Rate Notes
  • 0.7% Fixed Interest

Holdings by asset type

  • 100% Money Market

Individual holdings

-