Fact sheet: GS Gbl Strat Mcr Bd Pfl

Fund information
Fund name
GS Global Strategic Macro Bond Portfolio P Acc
Fund manager company
Goldman Sachs
Fund type
Offshore Fund
Fund manager
  • Team Managedsince 01/12/1993
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
  • LIBOR USD 3 month
Investment style
Macro
Investment method
Fixed Interest
Quick stats
1 Year return
5.6%
1 Year rank in sector
8/23
Sector
FO Hedge/Stru Prod - Fixed Int
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.
0.98%
Fund size
£1,406m (£535m 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.
21
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Performance snapshot

Holdings snapshot

  • USA101.3%
    Money Market19.4%
    Sweden10%
    Poland5%
    Czech Republic4.9%
  • Government Bonds68.8%
    Cash Funds9.8%
    Money Market9.7%
    Asset/Mortgage-Backed Securities8.4%
    Government Agency Bonds2.3%
  • US Government Fixed Interest29.7%
    Japanese Government Fixed Interest22.6%
    Money Market19.4%
    Mexican Government Fixed Interest13.9%
    US Fixed Interest8.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.8%2.7%2.5%5.6%--
Sector0.1%0.5%1.1%3.5%-12.7%-13.8%
Rank within sector1 / 222 / 248 / 248 / 23--
Quartile1st1st2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund1.4%3.1%2.6%--
Sector0.1%1.7%-14.4%0.6%-5.7%
Rank within sector3 / 2212 / 236 / 20--
Quartile1st3rd2nd
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high107.51
52 week low101.14
Current bid price-
Current offer price-
Current mid price106.78
Region
1USA101.32%
2Money Market19.43%
3Sweden9.95%
4Poland4.96%
5Czech Republic4.85%
6Mexico3.54%
7Turkey2.08%
8Argentina2.05%
9South Africa1.63%
Industry sector
1Government Bonds68.81%
2Cash Funds9.76%
3Money Market9.67%
4Asset/Mortgage-Backed Securities8.43%
5Government Agency Bonds2.31%
6Derivatives1.26%
7Options0.14%
8Alternative Investment Strategies0.08%
9Futures-
Asset type
1US Government Fixed Interest29.72%
2Japanese Government Fixed Interest22.65%
3Money Market19.43%
4Mexican Government Fixed Interest13.87%
5US Fixed Interest8.43%
6American Emerging Government Fixed Interest2.57%
7Polish Government Fixed Interest1.13%
8Alternative Investment Strategies1.03%
9Hungarian Government Fixed Interest0.69%
Individual holdings
1JAPANESE GOVT T-BILL #642 06 FEB 201710.98%
2JAPAN(GOVERNMENT OF) ILN 10/03/26(CONSUMER PRICE)JPY1000006.09%
3UNITED STATES OF AMER TREAS BILLS 0% TB 23/03/17 USD1005.1%
4MEXICAN GOVT 22 JUN 20174.58%
5US GOVT TIPS 1.125% 15 JAN 20214.38%
6MEXICO(UNITED MEXICAN STATES) 1.56% BDS 08/06/17 JPY100000003.71%
7UNITED STATES OF AMER TREAS STRIP 0% TB 15/08/36 USD10002.9%
8JAPAN(GOVERNMENT OF) 0.3% BDS 20/03/17 JPY1000002.27%
9USA TREASURY NOTES 0.125% TII 15/04/2020 USD1002.04%
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
  • LIBOR USD 3 month
Investment style
Macro
Investment method
Fixed Interest
Fund manager
NameSinceBiography
Team Managed01/12/1993
Compliance
Transparent for Austrian Tax, Transparent for German Tax, IA Recognised, Reporting Fund Status, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Chile, Germany, Denmark, Spain, Finland, France, United Kingdom, Greece, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Poland, Portugal, Singapore, Sweden
GS Global Strategic Macro Bond Portfolio A Acc PLN Hedged
Initial charge4%
Annual charge1%
Min single investment£4,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.49%
Total expense ratio (TER)1.84%
Bid price-
Offer price-
Mid price103.44
CurrencyPLN
Price updated27/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE9GS
GS Global Strategic Macro Bond Portfolio Base
Initial charge5.5%
Annual charge1%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.23%
Total expense ratio (TER)1.69%
Bid price-
Offer price-
Mid price104.47
CurrencyUSD
Price updated27/02/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFNQS
GS Global Strategic Macro Bond Portfolio Base Acc
Initial charge5.5%
Annual charge1%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.24%
Total expense ratio (TER)1.56%
Bid price-
Offer price-
Mid price106.25
CurrencyUSD
Price updated27/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFNQT
GS Global Strategic Macro Bond Portfolio E Acc EUR Hedged
Initial charge4%
Annual charge1%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.73%
Total expense ratio (TER)1.99%
Bid price-
Offer price-
Mid price103.14
CurrencyEUR
Price updated27/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFNQV
GS Global Strategic Macro Bond Portfolio I
Initial charge-
Annual charge0.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.66%
Total expense ratio (TER)1.04%
Bid price-
Offer price-
Mid price105.17
CurrencyUSD
Price updated27/02/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFNQW
GS Global Strategic Macro Bond Portfolio I Acc
Initial charge-
Annual charge0.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.67%
Total expense ratio (TER)1.05%
Bid price-
Offer price-
Mid price107.52
CurrencyUSD
Price updated27/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFNQX
GS Global Strategic Macro Bond Portfolio I Acc CHF Hedged
Initial charge-
Annual charge0.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.64%
Total expense ratio (TER)1.06%
Bid price-
Offer price-
Mid price102.82
CurrencyCHF
Price updated27/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEATX
GS Global Strategic Macro Bond Portfolio I Acc EUR Hedged
Initial charge-
Annual charge0.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.65%
Total expense ratio (TER)1.02%
Bid price-
Offer price-
Mid price105.34
CurrencyEUR
Price updated27/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFP5A
GS Global Strategic Macro Bond Portfolio I Acc GBP Hedged
Initial charge-
Annual charge0.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.68%
Total expense ratio (TER)1.06%
Bid price-
Offer price-
Mid price107.31
CurrencyGBP
Price updated27/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFOPJ
GS Global Strategic Macro Bond Portfolio I Acc SEK Hedged
Initial charge-
Annual charge0.5%
Min single investment£8,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.65%
Total expense ratio (TER)1.1%
Bid price-
Offer price-
Mid price105.25
CurrencySEK
Price updated27/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQHG
GS Global Strategic Macro Bond Portfolio I EUR Hedged
Initial charge-
Annual charge0.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.65%
Total expense ratio (TER)1.04%
Bid price-
Offer price-
Mid price102.99
CurrencyEUR
Price updated27/02/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFP5B
GS Global Strategic Macro Bond Portfolio I Flat Acc EUR Hedged
Initial charge-
Annual charge0.85%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.01%
Total expense ratio (TER)0.96%
Bid price-
Offer price-
Mid price102.11
CurrencyEUR
Price updated27/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC0IF
GS Global Strategic Macro Bond Portfolio I Flat Acc GBP Hedged
Initial charge-
Annual charge0.85%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.01%
Total expense ratio (TER)0.96%
Bid price-
Offer price-
Mid price107.67
CurrencyGBP
Price updated27/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUOB
GS Global Strategic Macro Bond Portfolio IO
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.11%
Bid price-
Offer price-
Mid price103.86
CurrencyUSD
Price updated27/02/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFWWK
GS Global Strategic Macro Bond Portfolio IO Acc
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.11%
Bid price-
Offer price-
Mid price112.07
CurrencyUSD
Price updated27/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFTQG
GS Global Strategic Macro Bond Portfolio Other Currency Acc EUR Hedged
Initial charge5.5%
Annual charge1%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.23%
Total expense ratio (TER)1.57%
Bid price-
Offer price-
Mid price104.16
CurrencyEUR
Price updated27/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFNQU
GS Global Strategic Macro Bond Portfolio Other Currency Acc GBP Hedged
Initial charge5.5%
Annual charge1%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.24%
Total expense ratio (TER)1.58%
Bid price-
Offer price-
Mid price103.19
CurrencyGBP
Price updated27/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE3AZ
GS Global Strategic Macro Bond Portfolio Other Currency Acc SEK Hedged
Initial charge5.5%
Annual charge1%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.22%
Total expense ratio (TER)1.58%
Bid price-
Offer price-
Mid price104.06
CurrencySEK
Price updated27/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQHF
GS Global Strategic Macro Bond Portfolio P
Initial charge-
Annual charge0.75%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.98%
Total expense ratio (TER)1.33%
Bid price-
Offer price-
Mid price104.8
CurrencyUSD
Price updated27/02/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFNQY
GS Global Strategic Macro Bond Portfolio P Acc
Initial charge-
Annual charge0.75%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.98%
Total expense ratio (TER)1.03%
Bid price-
Offer price-
Mid price106.78
CurrencyUSD
Price updated27/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFNQZ
GS Global Strategic Macro Bond Portfolio P Acc EUR Hedged
Initial charge-
Annual charge0.75%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.98%
Total expense ratio (TER)1.33%
Bid price-
Offer price-
Mid price104.8
CurrencyEUR
Price updated27/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFNRA
GS Global Strategic Macro Bond Portfolio R
Initial charge5.5%
Annual charge0.5%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.75%
Total expense ratio (TER)1.09%
Bid price-
Offer price-
Mid price101.43
CurrencyUSD
Price updated27/02/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeC37D
GS Global Strategic Macro Bond Portfolio R Acc
Initial charge5.5%
Annual charge0.5%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.75%
Total expense ratio (TER)1.09%
Bid price-
Offer price-
Mid price101.43
CurrencyUSD
Price updated27/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC37E
GS Global Strategic Macro Bond Portfolio R Acc EUR Hedged
Initial charge5.5%
Annual charge0.5%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.73%
Total expense ratio (TER)1.08%
Bid price-
Offer price-
Mid price105.34
CurrencyEUR
Price updated27/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFNRD
GS Global Strategic Macro Bond Portfolio R EUR Hedged
Initial charge5.5%
Annual charge0.5%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.73%
Total expense ratio (TER)1.1%
Bid price-
Offer price-
Mid price102.95
CurrencyEUR
Price updated27/02/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFNRC
GS Global Strategic Macro Bond Portfolio R GBP Hedged
Initial charge5.5%
Annual charge0.5%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.73%
Total expense ratio (TER)1.14%
Bid price-
Offer price-
Mid price104.77
CurrencyGBP
Price updated27/02/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFNRB
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.