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 27/03/2011
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
0.1%
1 Year rank in sector
132/132
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.
18
Top in this sector
Fund name1 Year
FL GM Overseas Bond Pension30.7%
OMW M&G Glbl Government Bond29.4%
Pru Intnl Bd Pn27.3%
M&G PP International Bond Pn27%
AEGON Overseas Bond Pn26.3%
...more in PN Global Fixed Interest

Performance snapshot

Holdings snapshot

  • USA71.2%
    Cayman Islands14.7%
    Sweden11.6%
    Money Market7.5%
    Mexico7.1%
  • Government Bonds41.7%
    Asset/Mortgage-Backed Securities41.4%
    Money Market7.5%
    Corporate Bonds6.7%
    Local Government Bonds1.7%
  • US Fixed Interest26.2%
    Japanese Government Fixed Interest25.9%
    American Emerging Fixed Interest14.7%
    US Government Fixed Interest10.1%
    Money Market7.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.2%0.4%1.3%0.1%--
Sector-4%-2.3%6.7%13%17.7%20.3%
Rank within sector8 / 14420 / 142119 / 141132 / 132--
Quartile1st1st4th4th
Calendar performance
 YTD - 20162015201420132012
Fund1%-0.7%---
Sector12.6%-0.3%6.1%-3.6%3%
Rank within sector130 / 13296 / 124---
Quartile4th4th
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 high504.6
52 week low476.6
Current bid price-
Current offer price-
Current mid price501.5
Region
1USA71.2%
2Cayman Islands14.72%
3Sweden11.57%
4Money Market7.53%
5Mexico7.13%
6Poland5.45%
7Malaysia3.24%
8UK2.4%
9Indonesia1.96%
Industry sector
1Government Bonds41.67%
2Asset/Mortgage-Backed Securities41.45%
3Money Market7.53%
4Corporate Bonds6.74%
5Local Government Bonds1.72%
6Forwards1.11%
7Government Agency Bonds0.79%
8Energy0.02%
9Mortgage & Secured Bonds0.02%
Asset type
1US Fixed Interest26.25%
2Japanese Government Fixed Interest25.88%
3American Emerging Fixed Interest14.72%
4US Government Fixed Interest10.08%
5Money Market7.53%
6UK Gilts4.7%
7US Corporate Fixed Interest3.78%
8Mexican Government Fixed Interest1.06%
9American Emerging Government Fixed Interest0.99%
Individual holdings
1JAPANESE GOVT T-BILL #642 06 FEB 201722.63%
2UK TREASURY STRIP UK 4.25% TREASURY STRIP 7/3/36 PRNCPAL4.7%
3JAPAN(GOVERNMENT OF) ILN 10/03/26(CONSUMER PRICE)JPY1000002.79%
4UNITED STATES OF AMER TREAS NOTES 0.125% TB 15/07/24 USD10001.53%
5US I/L 0.125%/13-15.04.20181.14%
6MIDOCEAN CREDIT CLO A 2014-3A FRN 21 JUL 2026 144A1.1%
7UNITED STATES OF AMER TREAS BONDS 3.75% BDS 15/11/43 USD10001.09%
8SOUND POINT CLO V ACOM 2014-2A 0% 20 OCT 2026 144A1.06%
9MORTGAGE REPURCHASE A 2016-1 FRN 10 SEP 2018 144A0.99%
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 Managed27/03/2011
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 price501.5
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKYHP
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.