Fact sheet: GS Gbl Fxd Inc Pfl Hgd

Fund information
Fund name
GS Global Fixed Income Portfolio (Hedged) R GBP Hedged
Fund manager company
Goldman Sachs
Fund type
Offshore Fund
Fund manager
  • Team Managedsince 17/12/2001
Fund objective
The Portfolio seeks to provide income and capital growth over the longer term. The Portfolio will mostly invest in investment grade (or equivalent) fixed income securities of any type of issuer based anywhere in the world.
Benchmark
  • Barclays Global Aggregate Bond
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
6.2%
1 Year rank in sector
-
Sector
FO Fixed Int - Global
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.6%
Fund size
£531m (£448m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
14
Top in this sector
Fund name1 Year
Capital Group GHIOL32%
Aberdeen Global II GlGovtBd27.9%
Russell Gbl Bd27.7%
Dodge & Cox Global Bond26.9%
Baring Intl Bd26.7%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

  • EU71.4%
    Cayman Islands7.5%
    Italy5.7%
    France5.5%
    Germany2.3%
  • Government Bonds45.7%
    Asset/Mortgage-Backed Securities28.7%
    Corporate Bonds19.8%
    Cash Funds4.6%
    Government Agency Bonds3.3%
  • US Fixed Interest20.3%
    Japanese Government Fixed Interest18%
    US Corporate Fixed Interest11.2%
    US Government Fixed Interest7.7%
    American Emerging Fixed Interest7.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.4%1.6%3.2%6.2%15.5%-
Sector-0.4%2.2%3.9%5.1%8.3%16%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund5.9%1.3%5.8%1.1%-
Sector5.9%-1.6%3.7%-1.6%8.2%
Rank within sector-----
Quartile
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
3.4
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.59
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.91
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
1.93
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
1.57
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
1.36
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.64
Price movement
52 week high11.02
52 week low10.33
Current bid price-
Current offer price-
Current mid price10.96
Region
1EU71.41%
2Cayman Islands7.5%
3Italy5.71%
4France5.53%
5Germany2.29%
6Belgium1.82%
7Spain1.74%
8International1.71%
9Netherlands1.71%
Industry sector
1Government Bonds45.67%
2Asset/Mortgage-Backed Securities28.66%
3Corporate Bonds19.77%
4Cash Funds4.64%
5Government Agency Bonds3.33%
6Fixed Interest1.71%
7Local Government Bonds1.42%
8Forwards0.52%
9Futures-
Asset type
1US Fixed Interest20.33%
2Japanese Government Fixed Interest17.98%
3US Corporate Fixed Interest11.16%
4US Government Fixed Interest7.74%
5American Emerging Fixed Interest7.5%
6French Government Fixed Interest4.9%
7Italian Government Fixed Interest4.84%
8UK Gilts2.72%
9Canadian Government Fixed Interest2.02%
Individual holdings
1JAPAN(GOVERNMENT OF) 0.3% BDS 20/03/18 JPY500003.83%
2JAPAN(GOVERNMENT OF) 1% BDS 20/09/20 JPY50000 SRS 3102.67%
3G2SF 4.00 10/16 TBA2.51%
4JAPAN EXPRESS HLDG DBT REPMT AGENCY 1.427% BDS 20/09/34 JPY100000002.24%
5G2SF 4.00 09/16 TBA2.15%
6JAPAN(GOVERNMENT OF) 0.5% BDS 20/09/24 JPY500002.07%
7JAPAN(GOVERNMENT OF) ILN 10/03/26(CONSUMER PRICE)JPY1000001.86%
8FNCL 3.50 09/16 TBA1.77%
9US GOVT 1.125% 31/08/ 20211.64%
Management
Fund manager group
Goldman Sachs
Fund manager company
Goldman Sachs
Fund type
Offshore Fund
Fund objective
The Portfolio seeks to provide income and capital growth over the longer term. The Portfolio will mostly invest in investment grade (or equivalent) fixed income securities of any type of issuer based anywhere in the world.
Benchmark
  • Barclays Global Aggregate Bond
Investment style
None
Investment method
Fixed Interest
Fund manager
NameSinceBiography
Team Managed17/12/2001
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Distributor Status, IA Recognised, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Greece, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Portugal, Sweden
GS Global Fixed Income Portfolio (Hedged) Base
Initial charge5.5%
Annual charge1%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.25%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price11.7
CurrencyEUR
Price updated22/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeGC49
GS Global Fixed Income Portfolio (Hedged) Base Acc
Initial charge5.5%
Annual charge1%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.25%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price13.92
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeX075
GS Global Fixed Income Portfolio (Hedged) E Acc
Initial charge4%
Annual charge1%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.5%
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price13.54
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC2U8
GS Global Fixed Income Portfolio (Hedged) I
Initial charge-
Annual charge0.35%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.56%
Total expense ratio (TER)0.71%
Bid price-
Offer price-
Mid price5.49
CurrencyEUR
Price updated22/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeGR15
GS Global Fixed Income Portfolio (Hedged) I Acc
Initial charge-
Annual charge0.35%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.56%
Total expense ratio (TER)0.71%
Bid price-
Offer price-
Mid price14.32
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC2U9
GS Global Fixed Income Portfolio (Hedged) IO Acc USD Hedged
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.21%
Total expense ratio (TER)0.21%
Bid price-
Offer price-
Mid price11.59
CurrencyUSD
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF4WP
GS Global Fixed Income Portfolio (Hedged) IO USD Hedged
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.21%
Total expense ratio (TER)0.21%
Bid price-
Offer price-
Mid price10.69
CurrencyUSD
Price updated22/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFL2W
GS Global Fixed Income Portfolio (Hedged) IXO USD Hedged M Dist
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.21%
Total expense ratio (TER)0.21%
Bid price-
Offer price-
Mid price9.27
CurrencyUSD
Price updated22/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFTPZ
GS Global Fixed Income Portfolio (Hedged) P
Initial charge-
Annual charge0.4%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.65%
Total expense ratio (TER)0.65%
Bid price-
Offer price-
Mid price12.33
CurrencyEUR
Price updated22/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFKE8
GS Global Fixed Income Portfolio (Hedged) P Acc
Initial charge-
Annual charge0.4%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.65%
Total expense ratio (TER)0.65%
Bid price-
Offer price-
Mid price14.03
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFKE9
GS Global Fixed Income Portfolio (Hedged) P Acc CHF Hedged
Initial charge-
Annual charge0.4%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.65%
Total expense ratio (TER)0.65%
Bid price-
Offer price-
Mid price11.11
CurrencyCHF
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFD8D
GS Global Fixed Income Portfolio (Hedged) P GBP Hedged
Initial charge-
Annual charge0.4%
Min single investment£30,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.65%
Total expense ratio (TER)0.65%
Bid price-
Offer price-
Mid price11.78
CurrencyGBP
Price updated22/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMHF1
GS Global Fixed Income Portfolio (Hedged) P USD Hedged
Initial charge-
Annual charge0.4%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.65%
Total expense ratio (TER)0.65%
Bid price-
Offer price-
Mid price11.64
CurrencyUSD
Price updated22/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMHF0
GS Global Fixed Income Portfolio (Hedged) R
Initial charge5.5%
Annual charge0.35%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.6%
Total expense ratio (TER)0.6%
Bid price-
Offer price-
Mid price10.7
CurrencyEUR
Price updated22/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF4JS
GS Global Fixed Income Portfolio (Hedged) R Acc
Initial charge5.5%
Annual charge0.35%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.6%
Total expense ratio (TER)0.6%
Bid price-
Offer price-
Mid price11.25
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF4JT
GS Global Fixed Income Portfolio (Hedged) R Acc USD Hedged
Initial charge5.5%
Annual charge0.35%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.6%
Total expense ratio (TER)0.6%
Bid price-
Offer price-
Mid price10.78
CurrencyUSD
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFMOU
GS Global Fixed Income Portfolio (Hedged) R GBP Hedged
Initial charge5.5%
Annual charge0.35%
Min single investment£3,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.6%
Total expense ratio (TER)0.6%
Bid price-
Offer price-
Mid price10.96
CurrencyGBP
Price updated22/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF4DO
GS Global Fixed Income Portfolio (Hedged) R USD Hedged
Initial charge5.5%
Annual charge0.35%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.6%
Total expense ratio (TER)0.6%
Bid price-
Offer price-
Mid price10.88
CurrencyUSD
Price updated22/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF4DP
Data provided by

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