Fact sheet: Pimco GIS Infln Strat

Fund information
Fund name
Pimco GIS Inflation Strategy E Acc USD
Fund manager company
PIMCO Global Advisors(IRL) Ltd
Fund type
No data available.
Fund managers
  • Nic Johnsonsince 01/04/2015
  • Mihir P. Worahsince 01/04/2015
  • Jeremie Banetsince 01/10/2015
Fund objective
The Inflation Strategy Fund is a comprehensive real return asset allocation solution designed to hedge global inflation risks while targeting enhanced after inflation return. It invests actively in global inflation-linked bonds, commodities, emerging market (EM) currencies, real estate and gold. In addition, tail risk hedging strategies are used to limit the impact of periodic market stresses that may affect inflation-related assets.
Benchmark
  • OECD CPI + 3%
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
6.5%
1 Year rank in sector
134/287
Sector
FO Fixed Int - Global
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.
2.1%
Fund size
£62m (£59m 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.
79
Top in this sector
Fund name1 Year
Capital Group GHIOL33%
Russell Gbl Bd28%
Aberdeen Global II GlGovtBd27.9%
Dodge & Cox Global Bond26.8%
Baring Intl Bd26.8%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

  • UK31%
    Not Specified25.3%
    Japan15%
    USA8.9%
    Mexico6.8%
  • AAA34%
    A22%
    BBB18%
    AA10%
    BB8%
  • UK Fixed Interest31%
    Global Fixed Interest25.3%
    Japanese Fixed Interest15%
    US Fixed Interest8.9%
    Mexican Fixed Interest6.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.3%3.7%6.6%6.5%-2.5%-
Sector-0.1%2.3%4.3%5.8%8.5%17.1%
Rank within sector227 / 30460 / 30253 / 300134 / 287213 / 228-
Quartile3rd1st1st2nd4th
Calendar performance
 YTD - 20162015201420132012
Fund8%-9.8%3.6%--
Sector6.2%-1.6%3.7%-1.6%8.2%
Rank within sector98 / 296271 / 276128 / 237--
Quartile2nd4th3rd
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.
-8.31
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.
2.86
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%.
8.88
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.
6.83
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.
-0.48
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.
0.7
Price movement
52 week high9.19
52 week low7.87
Current bid price-
Current offer price-
Current mid price9.05
Region
1UK31.02%
2Not Specified25.34%
3Japan14.96%
4USA8.87%
5Mexico6.83%
6France4.56%
7Brazil4.01%
8South Africa3.26%
9Thailand2.11%
Industry sector
1AAA34%
2A22%
3BBB18%
4AA10%
5BB8%
6A+6%
7B2%
Asset type
1UK Fixed Interest31.02%
2Global Fixed Interest25.34%
3Japanese Fixed Interest14.96%
4US Fixed Interest8.87%
5Mexican Fixed Interest6.83%
6French Fixed Interest4.56%
7Brazilian Fixed Interest4.01%
8South African Fixed Interest3.26%
9Thai Fixed Interest2.11%
Individual holdings
1U S TREASURY INFLATE PROT BD10.6%
2U S TREASURY NOTE4.9%
3TURKEY GOVERNMENT BOND I/L3.9%
4JAPANESE GOVT BOND (ILB) #193.6%
5TREASURY 0.125% IDX GILT 22/03/24 GBP0.012.9%
6FRANCE (GOVT OF) OATE I/L2.7%
7LETRA TESOURO NACIONAL2.6%
8MEXICAN UDIBONOS I/L2.6%
9ITALIAN BTP BOND I/L2.4%
Management
Fund manager group
PIMCO Global Advisors(IRL)
Fund manager company
PIMCO Global Advisors(IRL) Ltd
Fund type
No data available.
Fund objective
The Inflation Strategy Fund is a comprehensive real return asset allocation solution designed to hedge global inflation risks while targeting enhanced after inflation return. It invests actively in global inflation-linked bonds, commodities, emerging market (EM) currencies, real estate and gold. In addition, tail risk hedging strategies are used to limit the impact of periodic market stresses that may affect inflation-related assets.
Benchmark
  • OECD CPI + 3%
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Nic Johnson01/04/2015Mr. 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.
Mihir P. Worah01/04/2015Mr. 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.
Jeremie Banet01/10/2015
Compliance
Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
Pimco GIS Inflation Strategy E Acc USD
Initial charge-
Annual charge2.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.1%
Total expense ratio (TER)2.1%
Bid price-
Offer price-
Mid price9.05
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIB0J
Pimco GIS Inflation Strategy E Inc USD
Initial charge-
Annual charge2.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.1%
Total expense ratio (TER)2.1%
Bid price-
Offer price-
Mid price8.99
CurrencyUSD
Price updated27/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeIB0K
Pimco GIS Inflation Strategy E Partially Hedged Acc EUR
Initial charge-
Annual charge2.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.1%
Total expense ratio (TER)2.1%
Bid price-
Offer price-
Mid price9.26
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJAPX
Pimco GIS Inflation Strategy E Partially Hedged Inc EUR
Initial charge-
Annual charge2.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.1%
Total expense ratio (TER)2.1%
Bid price-
Offer price-
Mid price9.2
CurrencyEUR
Price updated27/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeJAPY
Pimco GIS Inflation Strategy Inst Partially Hedged EUR
Initial charge-
Annual charge0.9%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price9.74
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJE4H
Pimco GIS Inflation Strategy Inst USD
Initial charge-
Annual charge0.9%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price9.45
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIB0I
Pimco GIS Inflation Strategy Inv Partially Hedged Acc GBP
Initial charge-
Annual charge0.9%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price10.09
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKK8K
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.