Fact sheet: GS US Fixed Income Pfl

Fund information
Fund name
GS US Fixed Income Portfolio R Acc
Fund manager company
Goldman Sachs
Fund type
Offshore Fund
Fund manager
  • Team Managedsince 26/07/1998
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 US issuer.
Benchmark
  • Bloomberg Barclays Capital US Aggregate Index
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
1.6%
1 Year rank in sector
-
Sector
FO Fixed Int - USD 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
£216m (£84m 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.
76
Top in this sector
Fund name1 Year
Blackrock Gbl Infltn Lkd Bd $6.2%
Nikko AM Asia Credit5.3%
Principal GIF PrefSec4.5%
Pimco GIS GblInvGrCr4.5%
Invesco GblInvGrCorpBd4.3%
...more in FO Fixed Int - USD Investment Grade

Performance snapshot

Holdings snapshot

  • USA94.3%
    Cayman Islands3.8%
    Belgium1.1%
    Mexico0.8%
    Canada0.7%
  • Asset/Mortgage-Backed Securities40.6%
    Government Bonds31.9%
    Corporate Bonds28.3%
    Cash Funds9.5%
    Government Agency Bonds2.3%
  • US Fixed Interest36.3%
    US Government Fixed Interest33.7%
    US Corporate Fixed Interest23.8%
    American Emerging Fixed Interest3.8%
    Belgian Corporate Fixed Interest1.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2%-2.9%-0.7%1.6%7.3%13.7%
Sector-2.2%-2.8%-0.2%2.7%8.8%20.5%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund2.4%0.1%5.3%-1.3%5.9%
Sector3.5%-0.7%6%-1.1%10.1%
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.
0.74
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.
0.65
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%.
2.21
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.
1.66
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.
-0.29
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.
0.62
Price movement
52 week high11.02
52 week low10.42
Current bid price-
Current offer price-
Current mid price10.64
Region
1USA94.25%
2Cayman Islands3.81%
3Belgium1.05%
4Mexico0.83%
5Canada0.67%
6UK0.65%
7Japan0.43%
8Switzerland0.41%
9Colombia0.4%
Industry sector
1Asset/Mortgage-Backed Securities40.61%
2Government Bonds31.89%
3Corporate Bonds28.32%
4Cash Funds9.5%
5Government Agency Bonds2.26%
6Local Government Bonds0.72%
7Mortgage & Secured Bonds0.23%
8Fixed Interest0.09%
9Forwards0.03%
Asset type
1US Fixed Interest36.26%
2US Government Fixed Interest33.73%
3US Corporate Fixed Interest23.75%
4American Emerging Fixed Interest3.81%
5Belgian Corporate Fixed Interest1.05%
6UK Corporate Fixed Interest0.75%
7Japanese Corporate Fixed Interest0.52%
8Canadian Fixed Interest0.46%
9Mexican Government Fixed Interest0.46%
Individual holdings
1G2SF 4.00 11/16 TBA7.43%
2FNCL 4.00 11/16 TBA6.93%
3UNITED STATES OF AMER TREAS BONDS 1.625% BDS 30/06/20 USD1005.3%
4UNITED STATES OF AMER TREAS BONDS 0.625% BDS 31/07/18 USD1004.96%
5UNITED STATES OF AMER TREAS NOTES 1.625% TB 31/07/20 USD1004.44%
6UNITED STATES OF AMER TREAS BONDS BDS 15/08/45 USD1002.46%
7US GOV. BOND 1.75% 20222.22%
8US I/L 0.125%/13-15.04.20182.04%
9FNCL 3.50 12/16 TBA1.94%
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 US issuer.
Benchmark
  • Bloomberg Barclays Capital US Aggregate Index
Investment style
None
Investment method
Fixed Interest
Fund manager
NameSinceBiography
Team Managed26/07/1998
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, Chile, Germany, Denmark, Spain, Finland, France, United Kingdom, Greece, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Portugal, Singapore, Sweden
GS US Fixed Income Portfolio A
Initial charge4%
Annual charge1%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.5%
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price12.63
CurrencyUSD
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeXX45
GS US Fixed Income Portfolio A M Dist
Initial charge4%
Annual charge1%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.5%
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price10.5
CurrencyUSD
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeNOC5
GS US Fixed Income Portfolio B
Initial charge-
Annual charge1%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)2.5%
Total expense ratio (TER)2.5%
Bid price-
Offer price-
Mid price11.09
CurrencyUSD
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeXX46
GS US Fixed Income 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 price10.93
CurrencyUSD
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeGF23
GS US Fixed Income 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 price14.55
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeY491
GS US Fixed Income Portfolio Base M Dist
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 price10.5
CurrencyUSD
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeNOC6
GS US Fixed Income Portfolio E Acc
Initial charge4%
Annual charge1%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.5%
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price11.39
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeXX68
GS US 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)0.71%
Bid price-
Offer price-
Mid price11.02
CurrencyUSD
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeXX47
GS US Fixed Income Portfolio I Acc
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)0.71%
Bid price-
Offer price-
Mid price14.69
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeY490
GS US Fixed Income Portfolio P
Initial charge-
Annual charge0.45%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price12.56
CurrencyUSD
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFKF1
GS US Fixed Income Portfolio P Acc
Initial charge-
Annual charge0.45%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price14.63
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFKF2
GS US Fixed Income Portfolio P M Dist
Initial charge-
Annual charge0.45%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price10.5
CurrencyUSD
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeNOC4
GS US Fixed Income Portfolio R
Initial charge5.5%
Annual charge0.35%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.6%
Total expense ratio (TER)0.6%
Bid price-
Offer price-
Mid price9.97
CurrencyUSD
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF4JZ
GS US Fixed Income Portfolio R Acc
Initial charge5.5%
Annual charge0.35%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.6%
Total expense ratio (TER)0.6%
Bid price-
Offer price-
Mid price10.64
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF4KA
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