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
2.8%
1 Year rank in sector
7/22
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.
1%
Fund size
£1,072m (£341m last year)
Top in this sector
Fund name1 Year
TCA Global Credit LP6.7%
ML IS BeachPtDivCrUCTS6.5%
Prestige Alternative Finance5.5%
Man IP 220 GLG USD Gtd Bds4.8%
Lyxor European Senior Debt4.7%
...more in FO Hedge/Stru Prod - Fixed Int

Performance snapshot

Holdings snapshot

  • USA97.4%
    Sweden10.5%
    Mexico5.8%
    Money Market3.4%
    Poland3%
  • Government Bonds65.7%
    Asset/Mortgage-Backed Securities27.9%
    Cash Funds8.5%
    Government Agency Bonds6.1%
    Options0.1%
  • Japanese Government Fixed Interest39.1%
    US Fixed Interest27.9%
    US Government Fixed Interest18.5%
    UK Gilts9.8%
    Money Market3.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.3%2.2%1%2.8%--
Sector-0.5%0.8%0.7%-0%-12.8%-12.1%
Rank within sector14 / 235 / 2311 / 237 / 22--
Quartile3rd1st2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund1.7%2.6%---
Sector0.2%-14.4%0.6%-5.7%6.2%
Rank within sector11 / 236 / 21---
Quartile2nd2nd
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 high104.5
52 week low100.32
Current bid price-
Current offer price-
Current mid price103.85
Region
1USA97.39%
2Sweden10.53%
3Mexico5.84%
4Money Market3.39%
5Poland2.95%
6Malaysia2.73%
7Argentina2.71%
8Indonesia2.28%
9Turkey2.22%
Industry sector
1Government Bonds65.67%
2Asset/Mortgage-Backed Securities27.87%
3Cash Funds8.46%
4Government Agency Bonds6.11%
5Options0.1%
6Futures-
7Forwards-0.74%
8Derivatives-2.41%
9Money Market-5.06%
Asset type
1Japanese Government Fixed Interest39.1%
2US Fixed Interest27.87%
3US Government Fixed Interest18.49%
4UK Gilts9.83%
5Money Market3.39%
6Polish Government Fixed Interest1.52%
7South African Government Fixed Interest1.01%
8American Emerging Government Fixed Interest0.86%
9Brazilian Government Fixed Interest0.37%
Individual holdings
1JAPAN(GOVERNMENT OF) 0.1% BDS 15/07/18 JPY5000026.38%
2FNCL 3.00 09/16 TBA18.35%
3UK TREASURY STRIP UK 4.25% TREASURY STRIP 7/3/36 PRNCPAL9.83%
4JAPAN(GOVERNMENT OF) ILN 10/03/26(CONSUMER PRICE)JPY1000006.14%
5FEDERAL HOME LOAN BANK SYSTEM5.14%
6JAPAN(GOVERNMENT OF) 0.1% NTS 15/05/18 JPY10004.69%
7US TII 0.375% 15/07/20253.09%
8UNITED STATES OF AMER TREAS NOTES 0.125% NTS 15/04/19 USD10002.35%
9JAPAN(GOVERNMENT OF) 0.1% NTS 10/03/25 JPY1001.88%
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, 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£0
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.5%
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price100.38
CurrencyPLN
Price updated29/09/2016
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)1.25%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price103.39
CurrencyUSD
Price updated29/09/2016
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)1.25%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price103.41
CurrencyUSD
Price updated29/09/2016
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)1.75%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price101.2
CurrencyEUR
Price updated29/09/2016
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)0.71%
Total expense ratio (TER)0.71%
Bid price-
Offer price-
Mid price104.41
CurrencyUSD
Price updated29/09/2016
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)0.71%
Total expense ratio (TER)0.71%
Bid price-
Offer price-
Mid price104.41
CurrencyUSD
Price updated29/09/2016
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)0.71%
Total expense ratio (TER)0.71%
Bid price-
Offer price-
Mid price100.63
CurrencyCHF
Price updated29/09/2016
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)0.71%
Total expense ratio (TER)0.71%
Bid price-
Offer price-
Mid price102.94
CurrencyEUR
Price updated29/09/2016
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)0.71%
Total expense ratio (TER)0.71%
Bid price-
Offer price-
Mid price104.51
CurrencyGBP
Price updated29/09/2016
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)0.71%
Total expense ratio (TER)0.71%
Bid price-
Offer price-
Mid price102.92
CurrencySEK
Price updated29/09/2016
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)0.71%
Total expense ratio (TER)0.71%
Bid price-
Offer price-
Mid price103.05
CurrencyEUR
Price updated29/09/2016
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)1.06%
Total expense ratio (TER)1.06%
Bid price-
Offer price-
Mid price99.64
CurrencyEUR
Price updated29/09/2016
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)1.06%
Total expense ratio (TER)1.06%
Bid price-
Offer price-
Mid price104.66
CurrencyGBP
Price updated29/09/2016
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)0.21%
Total expense ratio (TER)0.21%
Bid price-
Offer price-
Mid price103.23
CurrencyUSD
Price updated29/09/2016
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)0.21%
Total expense ratio (TER)0.21%
Bid price-
Offer price-
Mid price108.28
CurrencyUSD
Price updated29/09/2016
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)1.25%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price102.03
CurrencyEUR
Price updated29/09/2016
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£0
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.25%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price100.74
CurrencyGBP
Price updated29/09/2016
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)1.25%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price102
CurrencySEK
Price updated29/09/2016
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)1%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price103.87
CurrencyUSD
Price updated29/09/2016
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)1%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price103.85
CurrencyUSD
Price updated29/09/2016
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)1%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price102.53
CurrencyEUR
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFNRA
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)0.75%
Total expense ratio (TER)0.75%
Bid price-
Offer price-
Mid price102.92
CurrencyEUR
Price updated29/09/2016
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)0.75%
Total expense ratio (TER)0.75%
Bid price-
Offer price-
Mid price102.97
CurrencyEUR
Price updated29/09/2016
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)0.75%
Total expense ratio (TER)0.75%
Bid price-
Offer price-
Mid price104.42
CurrencyGBP
Price updated29/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFNRB
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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.