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 27/07/1998
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
0.9%
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
£232m (£99m 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.
77
Top in this sector
Fund name1 Year
GAM US Dollar Special Bond14%
Principal GIF PrefSec10.3%
Pioneer USD Agg Bd6.2%
Vanguard USIvGdCId6%
JPM EmMtInvGrBd4.5%
...more in FO Fixed Int - USD Investment Grade

Performance snapshot

Holdings snapshot

  • USA89%
    Cayman Islands3.3%
    Money Market2.3%
    Belgium0.9%
    Switzerland0.7%
  • Government Bonds38.8%
    Asset/Mortgage-Backed Securities28.3%
    Corporate Bonds27.5%
    Cash Funds9.5%
    Government Agency Bonds2.2%
  • US Government Fixed Interest40.6%
    US Fixed Interest24.6%
    US Corporate Fixed Interest23.3%
    American Emerging Fixed Interest3.3%
    Money Market2.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.1%1%-2.3%0.9%6.6%12.5%
Sector0.1%1.1%-1.4%2.5%7.6%16.5%
Rank within sector------
Quartile
Calendar performance
 YTD - 20172016201520142013
Fund0.9%2.3%0.1%5.3%-1.3%
Sector1%3.8%-0.7%6%-1.1%
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.
0.4
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.
0.71
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%.
2.46
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.
1.58
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.
-0.23
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.
0.71
Price movement
52 week high11.02
52 week low10.57
Current bid price-
Current offer price-
Current mid price10.75
Region
1USA89%
2Cayman Islands3.33%
3Money Market2.26%
4Belgium0.94%
5Switzerland0.69%
6Colombia0.62%
7Canada0.55%
8Netherlands0.4%
9Spain0.36%
Industry sector
1Government Bonds38.76%
2Asset/Mortgage-Backed Securities28.33%
3Corporate Bonds27.52%
4Cash Funds9.5%
5Government Agency Bonds2.18%
6Local Government Bonds0.65%
7Mortgage & Secured Bonds0.22%
8Fixed Interest0.09%
9Forwards0%
Asset type
1US Government Fixed Interest40.59%
2US Fixed Interest24.57%
3US Corporate Fixed Interest23.28%
4American Emerging Fixed Interest3.33%
5Money Market2.26%
6Belgian Corporate Fixed Interest0.94%
7Swiss Corporate Fixed Interest0.69%
8American Emerging Government Fixed Interest0.62%
9UK Corporate Fixed Interest0.47%
Individual holdings
1UNITED STATES OF AMER TREAS NOTES 2.25% BDS 31/01/24 USD10007.1%
2UNITED STATES OF AMER TREAS BONDS 1.625% BDS 30/06/20 USD1005.06%
3UNITED STATES OF AMER TREAS NOTES 1.625% TB 31/07/20 USD1004.06%
4US GOVT 1.375% 30/04/20213.45%
5G2SF MA35223.22%
6UNITED STATES OF AMER TREAS BONDS 1.125% BDS 30/06/21 USD1002.19%
7UNITED STATES OF AMER TREAS BONDS BDS 15/08/45 USD1002.11%
8US GOV. BOND 1.75% 20222.03%
9US I/L 0.125%/13-15.04.20181.92%
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 Managed27/07/1998
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 price12.59
CurrencyUSD
Price updated29/03/2017
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 price10.55
CurrencyUSD
Price updated29/03/2017
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 price11.13
CurrencyUSD
Price updated29/03/2017
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 price10.88
CurrencyUSD
Price updated29/03/2017
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 price14.66
CurrencyUSD
Price updated29/03/2017
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 price10.55
CurrencyUSD
Price updated29/03/2017
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 price11.3
CurrencyEUR
Price updated29/03/2017
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)0.56%
Bid price-
Offer price-
Mid price10.91
CurrencyUSD
Price updated29/03/2017
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)0.56%
Bid price-
Offer price-
Mid price14.84
CurrencyUSD
Price updated29/03/2017
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 price12.45
CurrencyUSD
Price updated29/03/2017
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 price14.77
CurrencyUSD
Price updated29/03/2017
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 price10.56
CurrencyUSD
Price updated29/03/2017
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 price9.87
CurrencyUSD
Price updated29/03/2017
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 price10.75
CurrencyUSD
Price updated29/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF4KA
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