Fact sheet: GS EmMkts CrpBd Pfl

Fund information

Fund name
GS Emerging Markets Corporate Bond Portfolio R GBP Hedged
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 17/05/2011
Fund objective
The Portfolio seeks to provide income and capital growth over the longer term. The Portfolio will mostly invest in fixed income securities of emerging market companies. Such companies are either based in or earn most of their profits or revenues from emerging markets. The Portfolio may also invest in fixed income securities of companies which are based anywhere in the world.
Benchmark
JPM CEMBI Broad Diversified
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

7.57 %

1 Year rank in sector

-

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 858.2 m

FE Risk score

26

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Brazil
    7.35%
  • USA
    7.11%
  • Russia
    7.09%
  • Argentina
    5.78%
  • Mexico
    5.24%
  • Corporate Bonds
    85.15%
  • Government Bonds
    7.45%
  • Cash Funds
    4.82%
  • Property Shares
    0.84%
  • Basic Industries
    0.73%
  • American Emerging Corporate Fixed Interest
    20.12%
  • Brazilian Corporate Fixed Interest
    7.35%
  • Russian Corporate Fixed Interest
    7.09%
  • Middle East & African Corporate Fixed Interest
    6.42%
  • GCC Corporate Fixed Interest
    5.71%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.58 %2.38 %7.57 %18.18 %0 %
Sector-0.94 %2.19 %8.98 %5.24 %3.89 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund6.86 %10.13 %1.25 %4.8 %-0.13 %
Sector7.29 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha4.86
Beta0.51
Sharpe0.57
Volatility3.97
Tracking error3.8
Information ratio1.08
R-Squared0.83

Price movement

52 week high106.14
52 week low98.2
Current bid price0
Current offer price0
Current mid price105.52

Holdings by region

  • 7.35% Brazil
  • 7.11% USA
  • 7.09% Russia
  • 5.78% Argentina
  • 5.24% Mexico
  • 4.92% Turkey
  • 4.65% Guatemala
  • 4.38% Italy
  • 4.35% Money Market
  • 3.57% Chile

Holdings by sector

  • 85.15% Corporate Bonds
  • 7.45% Government Bonds
  • 4.82% Cash Funds
  • 0.84% Property Shares
  • 0.73% Basic Industries
  • 0.6% Fixed Interest
  • 0.35% Non-Cyclical Consumer Goods
  • 0.29% Communications
  • 0.16% Forwards
  • 0.13% Local Government Bonds

Holdings by asset type

  • 20.12% American Emerging Corporate Fixed Interest
  • 7.35% Brazilian Corporate Fixed Interest
  • 7.09% Russian Corporate Fixed Interest
  • 6.42% Middle East & African Corporate Fixed Interest
  • 5.71% GCC Corporate Fixed Interest
  • 5.31% Mexican Corporate Fixed Interest
  • 4.38% Italian Corporate Fixed Interest
  • 4.35% Money Market
  • 3.57% Chilean Corporate Fixed Interest
  • 3.23% Peruvian Corporate Fixed Interest

Individual holdings

  • 2.8% CABLEVISION SA 6.5% BDS 15/06/21 USD150000 REG S
  • 2.58% 3,95% Phosagro 11/2021
  • 2.51% INDONESIAN GOVT 2.15% 18 JUL 2024 REGS
  • 2.44% PETROBRAS GLOBAL FINANCE BV 6% BDS 27/01/28 USD2000
  • 1.78% AEROPUERTOS DOMINICANOS SIGLOXXI 6.75% BDS 30/03/29 USD200000
  • 1.67% BANCO DE BOGOTA 6.25% BDS 12/05/26 USD200000REG S
  • 1.64% COMCEL TRUST 6.875% BDS 06/02/24 USD200000 REG S
  • 1.53% CREDIT BANK OF MOSCOW 7.5% BDS 05/10/27 USD200000
  • 1.29% BANCO DO BRASIL (CAYMAN ISLANDS) 6.25% UNDATED NTS USD200000 REG S
  • 1.27% COLOMBIA TELECOMUNICACION 8.5% 30 MAR 2049-20 REGS