Fact sheet: Pimco GIS Com Rl Rtn

Fund information
Fund name
Pimco GIS Commodity Real Return E Inc USD
Fund manager company
PIMCO Global Advisors(IRL) Ltd
Fund type
No data available.
Fund managers
  • Jeremie Banetsince 31/03/2015
  • Mihir P. Worahsince 31/03/2015
  • Nic Johnsonsince 31/03/2015
Fund objective
The Commodity Real Return Fund is an actively managed portfolio that provides exposure to two sources of real return: Efficient exposure to a commodity index comprised of various sectors, including energy, industrial and precious metals, livestock and agriculture. This is primarily via commodity-linked derivative instruments, which are collateralized by a portfolio of low duration global inflationlinked government bonds.
Benchmark
  • Bloomberg Commodity
Investment style
None
Investment method
Shares
Quick stats
1 Year return
6.9%
1 Year rank in sector
61/97
Sector
FO Commodity & Energy
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.
1.64%
Fund size
£403m (£375m 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.
111
Top in this sector
Fund name1 Year
EGI Earth Gold105.7%
LLB Craton Cap Precious Metal82.5%
LLB Craton Capital Gbl Res71.1%
Baring Global Mining62.7%
SIA Long Term Invest Nat Res51.5%
...more in FO Commodity & Energy

Performance snapshot

Holdings snapshot

  • Money Market38.8%
    USA11.6%
    UK10.5%
    Japan8.4%
    Italy8%
  • AAA53%
    AA15%
    A11%
    BBB9%
    A+8%
  • Commodity & Energy64.6%
    Money Market35.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.6%5.3%1.5%6.9%-31.1%-39.5%
Sector0.9%1.8%6.7%15.7%-11.3%-23%
Rank within sector58 / 9840 / 10069 / 10061 / 9776 / 8950 / 74
Quartile3rd2nd3rd3rd4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund11.9%-26%-17.7%-10.5%2.6%
Sector20.9%-19.8%-9%-6.6%-3.4%
Rank within sector60 / 9865 / 9772 / 8955 / 8321 / 74
Quartile3rd3rd4th3rd2nd
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.
-8.25
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.
0.82
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.
-0.02
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%.
15
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.
9.75
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.
-0.79
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.
0.61
Price movement
52 week high3.94
52 week low3.13
Current bid price-
Current offer price-
Current mid price3.83
Region
1Money Market38.84%
2USA11.64%
3UK10.5%
4Japan8.42%
5Italy7.96%
6France6.15%
7Denmark5.08%
8Germany4.42%
9Switzerland1.33%
Industry sector
1AAA53%
2AA15%
3A11%
4BBB9%
5A+8%
6BB2%
7A-1%
8B1%
Asset type
1Commodity & Energy64.57%
2Money Market35.43%
Individual holdings
1U S TREASURY INFLATE PROT BD27.2%
2FIN FUT US 10YR CBT 09/21/168.7%
3TREASURY 1.25% IDX-LKD GILT 22/11/17 GBP0.017.8%
4FNMA TBA 3.5% AUG 30YR5.9%
5FIN FUT US 5YR CBT 09/30/164.9%
6FRANCE GOVT BOND (OAT) I/L HICP4.7%
7LETRA TESOURO NACIONAL4.1%
8FRANCE (GOVT OF)4%
Management
Fund manager group
PIMCO Global Advisors(IRL)
Fund manager company
PIMCO Global Advisors(IRL) Ltd
Fund type
No data available.
Fund objective
The Commodity Real Return Fund is an actively managed portfolio that provides exposure to two sources of real return: Efficient exposure to a commodity index comprised of various sectors, including energy, industrial and precious metals, livestock and agriculture. This is primarily via commodity-linked derivative instruments, which are collateralized by a portfolio of low duration global inflationlinked government bonds.
Benchmark
  • Bloomberg Commodity
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Jeremie Banet31/03/2015Mr. Banet is an executive vice president in the Newport Beach office and a portfolio manager on the real return team. Prior to joining PIMCO in 2011, he traded inflation-linked investments at Nomura Fixed Income. Prior to that, he was with BNP Paribas, most recently as head of U.S. inflation trading. He has 16 years of investment and financial services experience and holds a master's degree in applied economics and an undergraduate degree from Paris IX Dauphine University.
Mihir P. Worah31/03/2015Mr. Worah is a Deputy CIO and a managing director in the Newport Beach office, a portfolio manager, and head of the real return and multi-asset portfolio management teams. Prior to joining PIMCO in 2001, he was a postdoctoral research associate at the University of California, Berkeley, and the Stanford Linear Accelerator Center, where he built models to explain the difference between matter and anti-matter. In 2012 he co-authored “Intelligent Commodity Indexing,” published by McGraw-Hill. He has 12 years of investment experience and holds a Ph.D. in theoretical physics from the University of Chicago.
Nic Johnson31/03/2015Mr. Johnson is an executive vice president in the Newport Beach office and a portfolio manager focusing on commodities and multi-asset portfolios. He joined PIMCO in 2004 and managed the portfolio analyst group prior to joining the portfolio management team in 2007. He specializes in structural risk premiums as well as overall portfolio construction. In 2012 he co-authored “Intelligent Commodity Indexing,” published by McGraw-Hill. Prior to joining PIMCO in 2004, he worked at NASA's Jet Propulsion Laboratory, developing Mars missions and new methods of autonomous navigation. He has 10 years of investment experience and holds a master’s degree in financial mathematics from the University of Chicago and an undergraduate degree from California Polytechnic State University.
Compliance
Transparent for Austrian Tax, IA Recognised, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant, MAS Unrestricted Scheme
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, France, United Kingdom, Hong Kong, Ireland, Italy, Republic Of Korea, Luxembourg, Macau, Netherlands, Offshore, Portugal, Singapore
Pimco GIS Commodity Real Return E Acc USD
Initial charge5%
Annual charge1.64%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)1.64%
Bid price-
Offer price-
Mid price5.5
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeCAI7
Pimco GIS Commodity Real Return E Hedged EUR
Initial charge5%
Annual charge1.64%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.64%
Total expense ratio (TER)1.64%
Bid price-
Offer price-
Mid price5.86
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0YT9
Pimco GIS Commodity Real Return E Inc USD
Initial charge5%
Annual charge1.64%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.64%
Total expense ratio (TER)1.64%
Bid price-
Offer price-
Mid price3.83
CurrencyUSD
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeX280
Pimco GIS Commodity Real Return Inst Acc USD
Initial charge5%
Annual charge0.74%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.74%
Total expense ratio (TER)0.74%
Bid price-
Offer price-
Mid price6.51
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeX281
Pimco GIS Commodity Real Return Inst Hedged Acc EUR
Initial charge5%
Annual charge0.74%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.74%
Total expense ratio (TER)0.74%
Bid price-
Offer price-
Mid price7.25
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJYF8
Pimco GIS Commodity Real Return Inv USD
Initial charge5%
Annual charge1.09%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.09%
Total expense ratio (TER)1.09%
Bid price-
Offer price-
Mid price5.73
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code08I7
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

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.