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 01/09/2014
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
25.2%
1 Year rank in sector
1/9
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
£74m (£74m 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.
125
Top in this sector
Fund name1 Year
Pimco GIS Euro Ultra Lg Duration25.2%
Pimco GIS Euro Lg Avg Durtn20.5%
Dimensional EurInfLkLDFIn16.7%
KBI Inst Long Bond Plus15.6%
Aviva Investors LgTrmEurpnBd14.7%
...more in FO Fixed Int - EUR Long Maturity

Performance snapshot

Holdings snapshot

  • EU95.1%
    Denmark15.4%
    France12.8%
    Italy11.9%
    UK10.3%
  • AAA26%
    A23%
    BBB18%
    AA17%
    A+7%
  • European Fixed Interest96%
    Danish Fixed Interest15.4%
    French Fixed Interest12.8%
    Italian Fixed Interest11.9%
    UK Fixed Interest10.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.2%3.1%11.1%25.2%69.9%97.3%
Sector-0.1%2.3%7.1%14.4%46%69.4%
Rank within sector7 / 93 / 92 / 91 / 91 / 91 / 8
Quartile4th2nd1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund26.9%-4.8%42.8%-8.4%16.3%
Sector14.4%-0.6%27.1%-1.4%16.1%
Rank within sector1 / 99 / 91 / 98 / 83 / 8
Quartile1st4th1st4th2nd
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.
-1.21
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.
1.56
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.
1.08
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%.
15.31
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.
7.4
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.
0.75
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.
0.87
Price movement
52 week high35.62
52 week low27.62
Current bid price-
Current offer price-
Current mid price35.4
Region
1EU95.12%
2Denmark15.41%
3France12.77%
4Italy11.93%
5UK10.28%
6Ireland9.49%
7USA7.69%
8Netherlands4.39%
9Slovenia4.31%
Industry sector
1AAA26%
2A23%
3BBB18%
4AA17%
5A+7%
6BB5%
7B4%
Asset type
1European Fixed Interest96.01%
2Danish Fixed Interest15.41%
3French Fixed Interest12.77%
4Italian Fixed Interest11.93%
5UK Fixed Interest10.28%
6Irish Fixed Interest9.49%
7US Fixed Interest7.69%
8Dutch Fixed Interest4.39%
9Slovenian Fixed Interest4.31%
Individual holdings
1ITALY GOVT BOND REPO6%
2KREDITANSTALT FUER WIEDERAUFBAU3.9%
3NYKREDIT REALKREDIT A/S2.1%
4SLOVENIA GOVT REGS2.1%
5DEXIA CREDIT LOCAL GOV GTD EMTN1.4%
6ITALIAN BTP BOND1.4%
7EKSPORTFINANS ASA1.2%
8SLOVENIA GOVT BOND1.2%
9FLEMISH COMMUNITY1.1%
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 Pagani01/09/2014Dr. 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 charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.46%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price35.4
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeCAG8
Data provided by

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