Fact sheet: GS Strgc AbsRtn Bd I Pfl

Fund information
Fund name
GS Strategic Absolute Return Bond I Portfolio R GBP Hedged
Fund manager company
Goldman Sachs Asset Management
Fund type
Offshore Fund
Fund manager
  • Team Managedsince 28/06/2006
Fund objective
The Portfolio seeks to provide income and capital growth over the longer term. The Portfolio will mostly invest in publicly traded securities, currencies and financial derivative instruments, mostly in the global fixed income and currency markets. The Portfolio may invest in convertible (securities that can be converted into other type of securities). These convertibles may include contingent convertible bonds ("CoCos") of banks, finance and insurance companies which have a particular risk profile as set out below.
Benchmark
  • LIBOR 3 month GBP
Investment style
Absolute Return,Strategic Investment
Investment method
Fixed Interest
Quick stats
1 Year return
1.6%
1 Year rank in sector
-
Sector
FO Absolute Return
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.
0.42%
Fund size
£1,426m (£1,421m 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.
11
Top in this sector
Fund name1 Year
SW Mitchell Emerging European25.1%
SWMC UK20.5%
Polar Capital UK Abs Eq20.4%
F&C Ml Strat Gbl Eq16%
SWMC European13.2%
...more in FO Absolute Return

Performance snapshot

Holdings snapshot

  • USA86.3%
    Money Market7.4%
    Cayman Islands6.4%
    Sweden4.3%
    Norway3.6%
  • Government Bonds66.1%
    Asset/Mortgage-Backed Securities21.7%
    Money Market7.4%
    Corporate Bonds2.2%
    Government Agency Bonds2.2%
  • US Government Fixed Interest37.2%
    Japanese Government Fixed Interest28.6%
    US Fixed Interest15%
    Money Market7.4%
    American Emerging Fixed Interest6.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.7%-0.4%0%1.6%0.6%-
Sector-0%0.8%1%2.3%3.3%8.8%
Rank within sector------
Quartile
Calendar performance
 YTD - 20172016201520142013
Fund-0.3%1.3%0.6%-0.8%3.3%
Sector1.1%0.7%0.7%1.2%3.6%
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.
-0.14
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.
0.46
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
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%.
1.9
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.
1.96
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.
-0.36
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.
0.2
Price movement
52 week high99.67
52 week low97.41
Current bid price-
Current offer price-
Current mid price97.63
Region
1USA86.28%
2Money Market7.44%
3Cayman Islands6.44%
4Sweden4.27%
5Norway3.59%
6Czech Republic3.16%
7Poland2.5%
8Mexico1.95%
9Brazil1.74%
Industry sector
1Government Bonds66.05%
2Asset/Mortgage-Backed Securities21.68%
3Money Market7.44%
4Corporate Bonds2.21%
5Government Agency Bonds2.2%
6Local Government Bonds0.89%
7Derivatives0.29%
8Energy0.03%
9Futures-
Asset type
1US Government Fixed Interest37.23%
2Japanese Government Fixed Interest28.64%
3US Fixed Interest15.01%
4Money Market7.44%
5American Emerging Fixed Interest6.44%
6Mexican Government Fixed Interest2.07%
7US Corporate Fixed Interest1.48%
8Brazilian Government Fixed Interest0.67%
9American Emerging Government Fixed Interest0.26%
Individual holdings
1JAPAN(GOVERNMENT OF) 0% BDS 08/05/17 JPY10000000 66117.77%
2UNITED STATES OF AMER TREAS BILLS 0% TB 27/04/17 USD1008%
3USTRB 0 04/13/20177.65%
4JAPANESE GOVT T-BILL #655 10 APR 2017 144A7.18%
5US 2.25%/14-30.04.20214.97%
6JAPANESE GOVT IL CPI10Y #21 0.1% 10 MAR 2026 144A3.34%
7UNITED STATES OF AMER TREAS BONDS 3.625% NTS 15/02/44 USD1002.38%
8MEXICO(UNITED MEXICAN STATES) 1.56% BDS 08/06/17 JPY100000001.98%
9FEDERAL HOME LOAN BANKS 1% NTS 27/10/17 USD50001.94%
Management
Fund manager group
Goldman Sachs
Fund manager company
Goldman Sachs Asset Management
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 publicly traded securities, currencies and financial derivative instruments, mostly in the global fixed income and currency markets. The Portfolio may invest in convertible (securities that can be converted into other type of securities). These convertibles may include contingent convertible bonds ("CoCos") of banks, finance and insurance companies which have a particular risk profile as set out below.
Benchmark
  • LIBOR 3 month GBP
Investment style
Absolute Return,Strategic Investment
Investment method
Fixed Interest
Fund manager
NameSinceBiography
Team Managed28/06/2006
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, MAS Unrestricted Scheme
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, Poland, Portugal, Singapore, Sweden
GS Strategic Absolute Return Bond I Portfolio A
Initial charge4%
Annual charge0.6%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.03%
Total expense ratio (TER)1.01%
Bid price-
Offer price-
Mid price96.25
CurrencyUSD
Price updated20/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeY473
GS Strategic Absolute Return Bond I Portfolio Base
Initial charge5.5%
Annual charge0.6%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.77%
Total expense ratio (TER)0.77%
Bid price-
Offer price-
Mid price87.34
CurrencyUSD
Price updated20/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeY472
GS Strategic Absolute Return Bond I Portfolio Base Acc
Initial charge5.5%
Annual charge0.6%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.77%
Total expense ratio (TER)0.77%
Bid price-
Offer price-
Mid price113.56
CurrencyUSD
Price updated20/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeY470
GS Strategic Absolute Return Bond I Portfolio Base Acc EUR Hedged
Initial charge5.5%
Annual charge0.6%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.78%
Total expense ratio (TER)0.77%
Bid price-
Offer price-
Mid price109.87
CurrencyEUR
Price updated20/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeY471
GS Strategic Absolute Return Bond I Portfolio E Acc EUR Hedged
Initial charge4%
Annual charge0.6%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.02%
Total expense ratio (TER)0.98%
Bid price-
Offer price-
Mid price103.7
CurrencyEUR
Price updated20/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC2V8
GS Strategic Absolute Return Bond I Portfolio I Acc
Initial charge-
Annual charge0.25%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.31%
Total expense ratio (TER)0.32%
Bid price-
Offer price-
Mid price112.24
CurrencyUSD
Price updated20/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC2W0
GS Strategic Absolute Return Bond I Portfolio I Acc EUR Hedged
Initial charge-
Annual charge0.25%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.35%
Total expense ratio (TER)0.35%
Bid price-
Offer price-
Mid price109.76
CurrencyEUR
Price updated20/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC2V9
GS Strategic Absolute Return Bond I Portfolio I EUR Hedged
Initial charge-
Annual charge0.25%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.35%
Total expense ratio (TER)0.35%
Bid price-
Offer price-
Mid price72.41
CurrencyEUR
Price updated20/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeY466
GS Strategic Absolute Return Bond I Portfolio I GBP Hedged
Initial charge-
Annual charge0.25%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.35%
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price96.99
CurrencyGBP
Price updated20/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFP4Z
GS Strategic Absolute Return Bond I Portfolio IO AUD Hedged
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price102.86
CurrencyAUD
Price updated20/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFSVZ
GS Strategic Absolute Return Bond I Portfolio IO Acc
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.09%
Bid price-
Offer price-
Mid price116.94
CurrencyUSD
Price updated20/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG3Z5
GS Strategic Absolute Return Bond I Portfolio IO Acc EUR Hedged
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.09%
Bid price-
Offer price-
Mid price108.67
CurrencyEUR
Price updated20/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code077Y
GS Strategic Absolute Return Bond I Portfolio IO Acc GBP Hedged
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.09%
Bid price-
Offer price-
Mid price119.41
CurrencyGBP
Price updated20/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC2W1
GS Strategic Absolute Return Bond I Portfolio IO Acc JPY Hedged
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.11%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price10768.55
CurrencyJPY
Price updated20/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeACAU
GS Strategic Absolute Return Bond I Portfolio IO Acc NZD Hedged
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.09%
Bid price-
Offer price-
Mid price128.95
CurrencyNZD
Price updated20/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNLJ4
GS Strategic Absolute Return Bond I Portfolio Other Currency EUR Hedged
Initial charge5.5%
Annual charge0.6%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.77%
Total expense ratio (TER)0.77%
Bid price-
Offer price-
Mid price89.58
CurrencyEUR
Price updated20/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeY469
GS Strategic Absolute Return Bond I Portfolio Other Currency GBP Hedged
Initial charge5.5%
Annual charge0.6%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.76%
Total expense ratio (TER)0.75%
Bid price-
Offer price-
Mid price88.73
CurrencyGBP
Price updated20/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeY468
GS Strategic Absolute Return Bond I Portfolio R
Initial charge5.5%
Annual charge0.25%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.42%
Total expense ratio (TER)0.42%
Bid price-
Offer price-
Mid price97.94
CurrencyUSD
Price updated20/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF4KH
GS Strategic Absolute Return Bond I Portfolio R Acc
Initial charge5.5%
Annual charge0.25%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.42%
Total expense ratio (TER)0.42%
Bid price-
Offer price-
Mid price104.64
CurrencyUSD
Price updated20/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF4KI
GS Strategic Absolute Return Bond I Portfolio R Acc EUR Hedged
Initial charge5.5%
Annual charge0.25%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.42%
Total expense ratio (TER)0.42%
Bid price-
Offer price-
Mid price101.78
CurrencyEUR
Price updated20/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF4DF
GS Strategic Absolute Return Bond I Portfolio R EUR Hedged
Initial charge5.5%
Annual charge0.25%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.42%
Total expense ratio (TER)0.42%
Bid price-
Offer price-
Mid price95
CurrencyEUR
Price updated20/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF4DG
GS Strategic Absolute Return Bond I Portfolio R GBP Hedged
Initial charge5.5%
Annual charge0.25%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.42%
Total expense ratio (TER)0.42%
Bid price-
Offer price-
Mid price97.63
CurrencyGBP
Price updated20/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF4DH
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.