Fact sheet: Pimco GIS Low Avg Dr

Fund information
Fund name
Pimco GIS Low Average Duration R Hedged Inc GBP
Fund manager company
PIMCO Global Advisors(IRL) Ltd
Fund type
No data available.
Fund managers
  • Jerome Schneidersince 25/09/2014
  • Scott A. Mathersince 25/09/2014
Fund objective
The Low Average Duration Fund is a diverse portfolio of short-duration, high-quality, fixed-income instruments. The fund typically invests at least two-thirds of its assets in a diverse portfolio of fixed income instruments with an average duration of one to three years, and may include forwards or derivatives such as options, futures contracts or swap agreements.
Benchmark
  • Merrill Lynch 1-3 US Treasury Index
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
1.2%
1 Year rank in sector
-
Sector
FO Fixed Int - USD
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.
0.75%
Fund size
£1,600m (£1,900m 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.
8
Top in this sector
Fund name1 Year
CG Dollar23.2%
Nordea 1 US Tot Ret Bd20.6%
CG Gearing Portfolio12%
Ashmore Emg Mkt Sovrn Dbt10.9%
NN (L) EM DebtHC9.9%
...more in FO Fixed Int - USD

Performance snapshot

Holdings snapshot

  • USA94.8%
    Not Specified26.4%
    UK15.9%
    Canada13.2%
    Japan12.9%
  • Government Guaranteed39.6%
    Mortgage & Secured Bonds37.6%
    Investment Grade Bonds22.8%
    Others7.9%
    High Yield Bond3%
  • US Fixed Interest94.8%
    UK Fixed Interest15.9%
    Canadian Fixed Interest13.2%
    Japanese Fixed Interest12.9%
    Mexican Fixed Interest11.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.5%-0.2%0.3%1.2%3%-
Sector-1.8%-1.7%1.2%3.9%7.8%15.4%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund1.2%0.6%1.3%0%-
Sector4.5%-0.5%3.4%0%6.8%
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.
0.19
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.
0.3
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%.
1.04
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.
1.95
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.
-0.77
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.
0.55
Price movement
52 week high9.9
52 week low9.75
Current bid price-
Current offer price-
Current mid price9.8
Region
1USA94.78%
2Not Specified26.4%
3UK15.87%
4Canada13.2%
5Japan12.92%
6Mexico11.41%
7Brazil8.39%
8Germany7.29%
9France6.4%
Industry sector
1Government Guaranteed39.6%
2Mortgage & Secured Bonds37.63%
3Investment Grade Bonds22.77%
4Others7.92%
5High Yield Bond2.97%
6Local Government Bonds1.98%
7Short Dated Bonds-12.87%
Asset type
1US Fixed Interest94.78%
2UK Fixed Interest15.87%
3Canadian Fixed Interest13.2%
4Japanese Fixed Interest12.92%
5Mexican Fixed Interest11.41%
6Brazilian Fixed Interest8.39%
7German Fixed Interest7.29%
8French Fixed Interest6.4%
9Italian Fixed Interest5.87%
Individual holdings
1U S TREASURY INFLATE PROT BD23.9%
2FNMA TBA 4.5% AUG 30YR8.4%
3FNMA TBA 4.0% AUG 30YR5.4%
4FNMA TBA 3.0% AUG 30YR3.4%
5FNMA TBA 3.0% JUL 30YR2.1%
6FNMA TBA 4.0% JUL 30YR1.8%
7MEX BONOS DESARR FIX RT BD M 101.7%
Management
Fund manager group
PIMCO Global Advisors(IRL)
Fund manager company
PIMCO Global Advisors(IRL) Ltd
Fund type
No data available.
Fund objective
The Low Average Duration Fund is a diverse portfolio of short-duration, high-quality, fixed-income instruments. The fund typically invests at least two-thirds of its assets in a diverse portfolio of fixed income instruments with an average duration of one to three years, and may include forwards or derivatives such as options, futures contracts or swap agreements.
Benchmark
  • Merrill Lynch 1-3 US Treasury Index
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Jerome Schneider25/09/2014Mr. Schneider is a managing director in the Newport Beach office and head of the short-term and funding desk. Prior to joining PIMCO in 2008, Mr. Schneider was a senior managing director with Bear Stearns. There he most recently specialized in credit and mortgage-related funding transactions and helped develop one of the first "repo" conduit financing companies. Additionally, during his tenure at Bear Stearns he held various positions on the municipal and fixed income derivatives trading desks. He has 19 years of investment experience and holds an undergraduate degree in economics and international relations from the University of Pennsylvania and an MBA from the Stern School of Business at New York University.
Scott A. Mather25/09/2014Scott Mather, the newly appointed manager Old Mutual Total Return USD Bond Fund. Mr. Mather is CIO U.S. Core Strategies and a managing director in the Newport Beach office. Previously he was head of global portfolio management. Before that, he led portfolio management in Europe, managed euro and pan-European portfolios and worked closely with many Allianz-related companies. He also served as a managing director of Allianz Global Investors KAG. Prior to these roles, Mr. Mather co-headed PIMCO's mortgage- and asset-backed securities team. Prior to joining PIMCO in 1998, he was a fixed income trader specializing in mortgage-backed securities at Goldman Sachs in New York. He has 20 years of investment experience and holds a master's degree in engineering, as well as undergraduate degrees, from the University of Pennsylvania.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, IA Recognised, Reporting Fund Status, SRS, UCITS IV Compliant, UCITS V Compliant, MAS Unrestricted Scheme
Domicile
No data available.
Fund for sale in
Austria, Belgium, Bahrain, Switzerland, Chile, Germany, Denmark, Spain, Finland, France, United Kingdom, Gulf Cooperation Council, Hong Kong, Ireland, Italy, Luxembourg, Macau, Netherlands, Norway, Offshore, Peru, Portugal, Singapore, Sweden, Taiwan - Province Of China, United Arab Emirates
Pimco GIS Low Average Duration Admin Acc USD
Initial charge5%
Annual charge0.96%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.96%
Total expense ratio (TER)0.5%
Bid price-
Offer price-
Mid price14.16
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeP605
Pimco GIS Low Average Duration E Acc USD
Initial charge5%
Annual charge1.36%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.36%
Total expense ratio (TER)1.36%
Bid price-
Offer price-
Mid price12.29
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeCAJ6
Pimco GIS Low Average Duration E Hedged Acc EUR
Initial charge5%
Annual charge1.36%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.36%
Total expense ratio (TER)1.36%
Bid price-
Offer price-
Mid price9.04
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFXG3
Pimco GIS Low Average Duration E Inc USD
Initial charge5%
Annual charge1.36%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.36%
Total expense ratio (TER)1.36%
Bid price-
Offer price-
Mid price10.93
CurrencyUSD
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeX185
Pimco GIS Low Average Duration H I Acc USD
Initial charge-
Annual charge0.63%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.63%
Total expense ratio (TER)0.63%
Bid price-
Offer price-
Mid price11.44
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeP711
Pimco GIS Low Average Duration I Hedged AUD
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 price10.33
CurrencyAUD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMWSW
Pimco GIS Low Average Duration I Hedged Acc EUR
Initial charge-
Annual charge0.46%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.46%
Total expense ratio (TER)0.46%
Bid price-
Offer price-
Mid price10.57
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0SGI
Pimco GIS Low Average Duration I Hedged Acc NOK
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 price10.17
CurrencyNOK
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMY2H
Pimco GIS Low Average Duration I Hedged AccILS
Initial charge-
Annual charge0.46%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.46%
Total expense ratio (TER)0.46%
Bid price-
Offer price-
Mid price11.58
CurrencyILS
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ1S4
Pimco GIS Low Average Duration I Hedged Inc EUR
Initial charge5%
Annual charge0.46%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.46%
Total expense ratio (TER)0.46%
Bid price-
Offer price-
Mid price8.53
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeX183
Pimco GIS Low Average Duration I Hedged Inc GBP
Initial charge-
Annual charge0.46%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.46%
Total expense ratio (TER)0.46%
Bid price-
Offer price-
Mid price10.21
CurrencyGBP
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeX184
Pimco GIS Low Average Duration Institutional Acc USD
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)0.46%
Bid price-
Offer price-
Mid price15.05
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeP601
Pimco GIS Low Average Duration Institutional Inc USD
Initial charge5%
Annual charge0.46%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.66%
Total expense ratio (TER)0.46%
Bid price-
Offer price-
Mid price10.58
CurrencyUSD
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeP602
Pimco GIS Low Average Duration Investor Acc USD
Initial charge5%
Annual charge0.81%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.81%
Total expense ratio (TER)0.81%
Bid price-
Offer price-
Mid price14.42
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeP603
Pimco GIS Low Average Duration Investor Inc USD
Initial charge5%
Annual charge0.81%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.81%
Total expense ratio (TER)0.81%
Bid price-
Offer price-
Mid price10.49
CurrencyUSD
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeP604
Pimco GIS Low Average Duration R Acc USD
Initial charge5%
Annual charge0.75%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.75%
Total expense ratio (TER)0.75%
Bid price-
Offer price-
Mid price10.27
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI28I
Pimco GIS Low Average Duration R Hedged Acc EUR
Initial charge5%
Annual charge0.75%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.75%
Total expense ratio (TER)0.75%
Bid price-
Offer price-
Mid price10.06
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI2CL
Pimco GIS Low Average Duration R Hedged Inc GBP
Initial charge5%
Annual charge0.75%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.75%
Total expense ratio (TER)0.75%
Bid price-
Offer price-
Mid price9.8
CurrencyGBP
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeI28H
Data provided by

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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.