Fact sheet: Zurich GldSachGbStgIncBd Pn

Fund information
Fund name
Zurich Goldman Sachs Global Strategic Income Bond Pn CS1
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
  • Team Managedsince 28/03/2011
Underlying fund
GS Gbl Strat IncBd Pfl
Fund objective
The Portfolio will seek to achieve attractive total returns through both capital appreciation and income generation from a portfolio of investments mainly in currencies, publicly traded securities and financial derivative instruments, primarily in the global fixed income and currency markets
Benchmark
  • 3 M Libor USD
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
3.6%
1 Year rank in sector
105/129
Sector
PN Global Fixed Interest
Yield
-
Fund size
£0m
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.
28
Top in this sector
Fund name1 Year
Baillie Gifford Emerg Mrkts Bd Pn25.5%
Scot Eq AegonIntcEgMtsLclCrDtPn23.1%
OMW M&G Glbl Government Bond16.7%
Scot Eq Ovrss Crp Bd Trkr Pn16.4%
LV= BlackRock OseaCorBdTrk Pn15.4%
...more in PN Global Fixed Interest

Performance snapshot

Holdings snapshot

  • USA77%
    Money Market14.1%
    Cayman Islands14%
    Sweden6.8%
    Poland3.8%
  • Asset/Mortgage-Backed Securities42.5%
    Government Bonds34.7%
    Money Market9.3%
    Corporate Bonds6.7%
    Cash Funds4.9%
  • US Fixed Interest28.1%
    Japanese Government Fixed Interest25.1%
    Money Market14.1%
    American Emerging Fixed Interest14%
    US Government Fixed Interest7.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.3%0.5%1.8%3.6%--
Sector0.6%1.4%-0.7%8.6%19.5%21.4%
Rank within sector132 / 142100 / 1419 / 138105 / 129--
Quartile4th3rd1st4th
Calendar performance
 YTD - 20172016201520142013
Fund0.1%2.3%-0.7%--
Sector0.7%14.1%-0.3%6.1%-3.6%
Rank within sector87 / 141120 / 12793 / 119--
Quartile3rd4th4th
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high515.4
52 week low487.3
Current bid price-
Current offer price-
Current mid price508.4
Region
1USA76.96%
2Money Market14.12%
3Cayman Islands13.98%
4Sweden6.8%
5Poland3.76%
6Czech Republic3.75%
7Mexico3.55%
8Switzerland2.25%
9Brazil2.13%
Industry sector
1Asset/Mortgage-Backed Securities42.53%
2Government Bonds34.66%
3Money Market9.25%
4Corporate Bonds6.67%
5Cash Funds4.87%
6Local Government Bonds1.6%
7Government Agency Bonds1.16%
8Forwards0.13%
9Energy0.12%
Asset type
1US Fixed Interest28.15%
2Japanese Government Fixed Interest25.11%
3Money Market14.12%
4American Emerging Fixed Interest13.98%
5US Government Fixed Interest7.06%
6US Corporate Fixed Interest4.7%
7Mexican Government Fixed Interest3.16%
8American Emerging Government Fixed Interest0.99%
9Brazilian Government Fixed Interest0.8%
Individual holdings
1JAPAN(GOVERNMENT OF) 0% BDS 08/05/17 JPY10000000 66121.96%
2JAPAN(GOVERNMENT OF) ILN 10/03/26(CONSUMER PRICE)JPY1000002.71%
3MEXICO(UNITED MEXICAN STATES) 0% BDS 16/03/17 MXN11.33%
4US I/L 0.125%/13-15.04.20181.3%
5USA TREASURY NOTES 0.125% TII 15/04/2020 USD1001.3%
6MIDOCEAN CREDIT CLO A 2014-3A FRN 21 JUL 2026 144A1.14%
7MORTGAGE REPURCHASE A 2016-2 FRN 10 MAR 2019 144A1.03%
8SOUND POINT CLO VII A 2015-1A FRN 15 APR 2027 144A1.01%
9SOUND POINT CLO VI A1 2014-2A FRN 20 OCT 2026 144A0.94%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The Portfolio will seek to achieve attractive total returns through both capital appreciation and income generation from a portfolio of investments mainly in currencies, publicly traded securities and financial derivative instruments, primarily in the global fixed income and currency markets
Benchmark
  • 3 M Libor USD
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Team Managed28/03/2011
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich Goldman Sachs Global Strategic Income Bond Pn CS1
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price508.4
CurrencyGBX
Price updated24/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKYHP
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.