Fact sheet: GS Sterling Broad Fxd Inc Pfl

Fund information
Fund name
GS Sterling Broad Fixed Income Portfolio R Acc
Fund manager company
Goldman Sachs
Fund type
Offshore Fund
Fund manager
  • Team Managedsince 10/12/2001
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 denominated in Sterling.
Benchmark
  • ML Sterling Broad Market
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
14.4%
1 Year rank in sector
-
Sector
FO Fixed Int - GBP Investment Grade
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
£19m (£85m 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.
43
Top in this sector
Fund name1 Year
MGI UK Inflation Lkd Bd22.9%
JPM Sterling Bond21.1%
GS Sterling Broad Fxd Inc Pfl14.4%
Invesco UK Inv Grade Bd14%
MGI UK Bond13.8%
...more in FO Fixed Int - GBP Investment Grade

Performance snapshot

Holdings snapshot

  • UK78.7%
    Money Market7.1%
    Cayman Islands4.8%
    International4.2%
    France3.3%
  • Government Bonds43.1%
    Corporate Bonds23.7%
    Asset/Mortgage-Backed Securities17%
    Money Market6.6%
    Fixed Interest4.2%
  • UK Gilts39.2%
    UK Corporate Fixed Interest10.4%
    UK Fixed Interest8.4%
    Money Market7.1%
    US Fixed Interest5.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.1%8.6%11%14.4%31.7%40%
Sector-0.6%6.6%8.5%10.8%22.7%41%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund15.3%0.5%12.4%-1.5%5.8%
Sector11.1%0.7%7.9%1.3%11.8%
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.
-0.57
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.
1.41
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.
1.07
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%.
6.11
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.
2.86
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.
0.83
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.
0.85
Price movement
52 week high13.1
52 week low11.04
Current bid price-
Current offer price-
Current mid price12.84
Region
1UK78.74%
2Money Market7.09%
3Cayman Islands4.81%
4International4.22%
5France3.32%
6Germany2.81%
7Australia2.08%
8Belgium1.67%
9Indonesia1.39%
Industry sector
1Government Bonds43.09%
2Corporate Bonds23.71%
3Asset/Mortgage-Backed Securities16.97%
4Money Market6.63%
5Fixed Interest4.22%
6Government Agency Bonds3.36%
7Mortgage & Secured Bonds2.15%
8Cash Funds0.46%
9Futures-
Asset type
1UK Gilts39.24%
2UK Corporate Fixed Interest10.38%
3UK Fixed Interest8.37%
4Money Market7.09%
5US Fixed Interest5.94%
6American Emerging Fixed Interest4.81%
7Supranational Fixed Interest4.22%
8US Corporate Fixed Interest2.7%
9Australian Corporate Fixed Interest1.83%
Individual holdings
1UK TREASURY STRIP UK 4.25% TREASURY STRIP 7/3/36 PRNCPAL13.99%
2TREASURY 3.5% GILT 22/01/45 GBP6.39%
3TREASURY 3.5% GILT 22/07/68 GBP0.016.08%
4TREASURY 4.5% GILT 7/9/2034 GBP0.015.28%
5TREASURY 4.25% GILT 7/9/39 GBP0.013.09%
6EUROPEAN INVESTMENT BANK 1.5% BDS 01/02/19 EUR10003.03%
7TREASURY 2% GILT 22/07/20 GBP0.012.42%
8TRINITAS CLO I, LT A1 2014-1A FRN 15 APR 2026 144A1.97%
9SLC STUDENT LOAN TRUST A5 2006-1 FRN 15 MAR 20271.89%
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 denominated in Sterling.
Benchmark
  • ML Sterling Broad Market
Investment style
None
Investment method
Fixed Interest
Fund manager
NameSinceBiography
Team Managed10/12/2001
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Distributor Status, IA Recognised, Reporting Fund Status, 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, Sweden
GS Sterling Broad Fixed Income Portfolio Base
Initial charge5.5%
Annual charge1%
Min single investment£3,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.25%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price9.99
CurrencyGBP
Price updated22/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeGC43
GS Sterling Broad Fixed Income Portfolio Base Acc
Initial charge5.5%
Annual charge1%
Min single investment£3,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.25%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price16.81
CurrencyGBP
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeY489
GS Sterling Broad Fixed Income Portfolio 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)0.62%
Bid price-
Offer price-
Mid price14.23
CurrencyGBP
Price updated22/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeGC44
GS Sterling Broad Fixed Income Portfolio I Acc
Initial charge-
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.56%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.13
CurrencyGBP
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC0MA
GS Sterling Broad Fixed Income 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)0.12%
Bid price-
Offer price-
Mid price19.71
CurrencyGBP
Price updated16/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFLZ2
GS Sterling Broad Fixed Income Portfolio P
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)0.57%
Bid price-
Offer price-
Mid price15.62
CurrencyGBP
Price updated22/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFKF0
GS Sterling Broad Fixed Income Portfolio R
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 price11.95
CurrencyGBP
Price updated22/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF4JW
GS Sterling Broad Fixed Income Portfolio R Acc
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 price12.84
CurrencyGBP
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF4JX
Data provided by

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