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
Fund type
Offshore Fund
Fund manager
  • Team Managedsince 27/06/2006
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
0.6%
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.
0.5%
Fund size
£1,213m (£1,410m 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
Pioneer SICV-AbsRetBd14.7%
SW Mitchell Emerging European11.5%
Polar Capital UK Abs Eq10.3%
Pictet Scv II Dyn Ass Alloc9.4%
Orbis Optimal SA9.3%
...more in FO Absolute Return

Performance snapshot

Holdings snapshot

  • USA81.8%
    Cayman Islands8.1%
    Money Market7.7%
    Sweden7.2%
    Mexico4.2%
  • Government Bonds56.1%
    Asset/Mortgage-Backed Securities24.8%
    Government Agency Bonds7.1%
    Money Market5.7%
    Corporate Bonds3%
  • US Government Fixed Interest36.2%
    Japanese Government Fixed Interest24.4%
    US Fixed Interest16.3%
    American Emerging Fixed Interest8.1%
    Money Market7.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0%0.3%0.8%0.6%1.1%-
Sector-0.2%-0.7%0.3%-0.4%2.5%9.3%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund0.8%0.6%-0.8%3.3%-
Sector-0.1%0.7%1.2%3.6%3.9%
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.
0.1
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.
0.45
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%.
1.93
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.
2.01
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.
-0.15
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.
0.18
Price movement
52 week high99.67
52 week low96.66
Current bid price-
Current offer price-
Current mid price99.29
Region
1USA81.77%
2Cayman Islands8.07%
3Money Market7.65%
4Sweden7.18%
5Mexico4.22%
6Poland3.49%
7Malaysia2.08%
8UK1.81%
9Czech Republic1.09%
Industry sector
1Government Bonds56.09%
2Asset/Mortgage-Backed Securities24.78%
3Government Agency Bonds7.06%
4Money Market5.65%
5Corporate Bonds2.98%
6Cash Funds2%
7Local Government Bonds1.03%
8Forwards0.86%
9Futures-
Asset type
1US Government Fixed Interest36.16%
2Japanese Government Fixed Interest24.36%
3US Fixed Interest16.27%
4American Emerging Fixed Interest8.07%
5Money Market7.65%
6UK Gilts2.2%
7US Corporate Fixed Interest1.86%
8Brazilian Government Fixed Interest0.7%
9Alternative Investment Strategies0.41%
Individual holdings
1JAPANESE GOVT T-BILL #642 06 FEB 201721.23%
2FEDERAL HOME LOAN BANKS 1% NTS 27/10/17 USD50006.76%
3US 2.25%/14-30.04.20215.68%
4JAPAN(GOVERNMENT OF) ILN 10/03/26(CONSUMER PRICE)JPY1000002.7%
5UNITED STATES OF AMER TREAS NOTES 1.125% BDS 31/10/21 USD1002.68%
6UNITED STATES OF AMER TREAS BONDS 0.625% BDS 31/07/18 USD1002.39%
7UNITED STATES OF AMER TREAS BONDS 3.625% TB 15/08/43 USD1000 144A2.29%
8UK TREASURY STRIP UK 4.25% TREASURY STRIP 7/3/36 PRNCPAL2.2%
9UNITED STATES OF AMER TREAS BONDS 3.625% NTS 15/02/44 USD1002.15%
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 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 Managed27/06/2006
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
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)1.1%
Total expense ratio (TER)1.1%
Bid price-
Offer price-
Mid price97.05
CurrencyUSD
Price updated05/12/2016
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)0.85%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price88.21
CurrencyUSD
Price updated05/12/2016
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)0.85%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price113.11
CurrencyUSD
Price updated05/12/2016
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)0.85%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price110.19
CurrencyEUR
Price updated05/12/2016
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)1.1%
Total expense ratio (TER)1.1%
Bid price-
Offer price-
Mid price104.1
CurrencyEUR
Price updated05/12/2016
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)0.4%
Total expense ratio (TER)0.44%
Bid price-
Offer price-
Mid price111.67
CurrencyUSD
Price updated05/12/2016
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)0.4%
Total expense ratio (TER)0.44%
Bid price-
Offer price-
Mid price109.9
CurrencyEUR
Price updated05/12/2016
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)0.4%
Total expense ratio (TER)0.44%
Bid price-
Offer price-
Mid price73.94
CurrencyEUR
Price updated05/12/2016
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)0.4%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price98.79
CurrencyGBP
Price updated05/12/2016
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)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price104.02
CurrencyAUD
Price updated05/12/2016
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)0.15%
Total expense ratio (TER)0.09%
Bid price-
Offer price-
Mid price116.19
CurrencyUSD
Price updated05/12/2016
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)0.15%
Total expense ratio (TER)0.09%
Bid price-
Offer price-
Mid price108.71
CurrencyEUR
Price updated05/12/2016
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)0.15%
Total expense ratio (TER)0.09%
Bid price-
Offer price-
Mid price119.02
CurrencyGBP
Price updated05/12/2016
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)0.15%
Total expense ratio (TER)0.09%
Bid price-
Offer price-
Mid price10768.35
CurrencyJPY
Price updated05/12/2016
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)0.15%
Total expense ratio (TER)0.09%
Bid price-
Offer price-
Mid price127.53
CurrencyNZD
Price updated05/12/2016
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)0.85%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price91.16
CurrencyEUR
Price updated05/12/2016
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)0.85%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price90.01
CurrencyGBP
Price updated05/12/2016
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)0.5%
Total expense ratio (TER)0.5%
Bid price-
Offer price-
Mid price99.1
CurrencyUSD
Price updated05/12/2016
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)0.5%
Total expense ratio (TER)0.5%
Bid price-
Offer price-
Mid price104.06
CurrencyUSD
Price updated05/12/2016
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)0.5%
Total expense ratio (TER)0.5%
Bid price-
Offer price-
Mid price101.94
CurrencyEUR
Price updated05/12/2016
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)0.5%
Total expense ratio (TER)0.5%
Bid price-
Offer price-
Mid price96.89
CurrencyEUR
Price updated05/12/2016
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)0.5%
Total expense ratio (TER)0.5%
Bid price-
Offer price-
Mid price99.29
CurrencyGBP
Price updated05/12/2016
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.