Fact sheet: Pimco GIS Euro Ultra Lg Duration

Fund information
Fund name
Pimco GIS Euro Ultra Long Duration
Fund manager company
PIMCO Global Advisors(IRL) Ltd
Fund type
No data available.
Fund managers
  • Lorenzo Paganisince 31/08/2014
Fund objective
The Euro Ultra Long Duration Fund is a diverse portfolio of high-quality, very high duration, actively managed, global fixed-income instruments, benchmarked against 25, 30 and 35 year EUR swap indices. The fund may have up to 10% of its assets in non-investment grade securities and up to 10% non-euro exposure.
Benchmark
No data available.
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
5.9%
1 Year rank in sector
4/10
Sector
FO Fixed Int - EUR Long Maturity
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.
0.46%
Fund size
£60m (£73m 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.
132
Top in this sector
Fund name1 Year
Pimco GIS Euro Lg Avg Durtn8.7%
Dimensional EurInfLkLDFIn7.4%
KBI Inst Lng Bd Pls6%
Pimco GIS Euro Ultra Lg Duration5.9%
SSGA Lux EMU Gov LB Index4.9%
...more in FO Fixed Int - EUR Long Maturity

Performance snapshot

Holdings snapshot

  • EU95.1%
    France13.7%
    USA11.9%
    UK11.8%
    Italy11.3%
  • AAA21%
    BBB18%
    A17%
    AA17%
    A+13%
  • European Fixed Interest96.6%
    French Fixed Interest13.7%
    US Fixed Interest11.9%
    UK Fixed Interest11.8%
    Italian Fixed Interest11.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-8%-13.7%-7.5%5.9%46%59.2%
Sector-3.4%-7.1%-3%4.2%33.2%56.9%
Rank within sector10 / 1010 / 1010 / 104 / 101 / 96 / 8
Quartile4th4th4th2nd1st3rd
Calendar performance
 YTD - 20162015201420132012
Fund8.4%-4.8%42.8%-8.4%16.3%
Sector5.7%-0.6%27.1%-1.4%16.1%
Rank within sector3 / 1010 / 101 / 98 / 83 / 8
Quartile2nd4th1st4th2nd
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.
-0.83
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.
1.57
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.
0.65
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%.
16.43
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.
7.65
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.
0.52
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.
0.9
Price movement
52 week high35.62
52 week low27.9
Current bid price-
Current offer price-
Current mid price30.24
Region
1EU95.12%
2France13.74%
3USA11.94%
4UK11.75%
5Italy11.33%
6Japan10.21%
7Denmark8.44%
8Ireland6.51%
9Netherlands5.3%
Industry sector
1AAA21%
2BBB18%
3A17%
4AA17%
5A+13%
6BB7%
7B6%
8A-1%
Asset type
1European Fixed Interest96.59%
2French Fixed Interest13.74%
3US Fixed Interest11.94%
4UK Fixed Interest11.75%
5Italian Fixed Interest11.33%
6Japanese Fixed Interest10.21%
7Danish Fixed Interest8.44%
8Irish Fixed Interest6.51%
9Dutch Fixed Interest5.3%
Individual holdings
1KREDITANSTALT FUER WIEDERAUFBAU3.9%
2ITALIAN CCTS3.8%
3KFW GOV GTD GMTN3%
4NYKREDIT REALKREDIT AS **PARTIAL CALL**2.7%
5ITALIAN BTP BILLS2.3%
6FRANCE GOVT OAT BD2.1%
7SLOVENIA GOVT REGS1.8%
8SLOVENIA GOVT BOND 1.4%
9DEXIA CREDIT LOCAL GOV GTD EMTN1.3%
Management
Fund manager group
PIMCO Global Advisors(IRL)
Fund manager company
PIMCO Global Advisors(IRL) Ltd
Fund type
No data available.
Fund objective
The Euro Ultra Long Duration Fund is a diverse portfolio of high-quality, very high duration, actively managed, global fixed-income instruments, benchmarked against 25, 30 and 35 year EUR swap indices. The fund may have up to 10% of its assets in non-investment grade securities and up to 10% non-euro exposure.
Benchmark
No data available.
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Lorenzo Pagani31/08/2014Dr. Pagani is a managing director and portfolio manager in the Munich office and head of the European government bond and European rates desk. He is also a member of the European portfolio committee and a member of the counterparty risk committee. Prior to joining PIMCO in 2004, he was with the nuclear engineering department at the Massachusetts Institute of Technology (MIT) and with Procter & Gamble in Italy. He has 12 years of investment experience and holds a Ph.D. in nuclear engineering from MIT. He graduated from the Financial Technology Option program of MIT/Sloan Business School and holds a joint master of science degree from the Politecnico di Milano in Italy and the Ecole Centrale de Paris in France.
Compliance
IA Recognised, Reporting Fund Status, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, Finland, United Kingdom, Ireland, Luxembourg, Netherlands, Offshore
Pimco GIS Euro Ultra Long Duration
Initial charge5%
Annual charge0.46%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.46%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price30.24
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeCAG8
Data provided by

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