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
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

5.76 %

1 Year rank in sector

-

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 770.1 m

FE Risk score

27

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    13.54%
  • Brazil
    7.89%
  • Russia
    6.81%
  • Argentina
    6.13%
  • Mexico
    6.09%
  • Corporate Bonds
    78.72%
  • Cash Funds
    9.52%
  • Government Bonds
    4.88%
  • Money Market
    4.02%
  • Basic Industries
    0.81%
  • American Emerging Corporate Fixed Interest
    20.64%
  • Money Market
    13.54%
  • Brazilian Corporate Fixed Interest
    7.89%
  • Russian Corporate Fixed Interest
    6.81%
  • Mexican Corporate Fixed Interest
    6.25%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.83 %4.47 %6.01 %16.15 %0 %
Sector0.56 %5.4 %5.94 %1.55 %7.76 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund5.69 %10.13 %1.25 %4.8 %-0.13 %
Sector6.59 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha4.86
Beta0.51
Sharpe0.41
Volatility4.07
Tracking error3.9
Information ratio1.2
R-Squared0.83

Price movement

52 week high106.98
52 week low98.2
Current bid price0
Current offer price0
Current mid price104.37

Holdings by region

  • 13.54% Money Market
  • 7.89% Brazil
  • 6.81% Russia
  • 6.13% Argentina
  • 6.09% Mexico
  • 5.25% Guatemala
  • 5.05% Turkey
  • 4.17% USA
  • 3.64% Chile
  • 3.36% India

Holdings by sector

  • 78.72% Corporate Bonds
  • 9.52% Cash Funds
  • 4.88% Government Bonds
  • 4.02% Money Market
  • 0.81% Basic Industries
  • 0.67% Fixed Interest
  • 0.45% Property Shares
  • 0.39% Non-Cyclical Consumer Goods
  • 0.32% Communications
  • 0.26% Local Government Bonds

Holdings by asset type

  • 20.64% American Emerging Corporate Fixed Interest
  • 13.54% Money Market
  • 7.89% Brazilian Corporate Fixed Interest
  • 6.81% Russian Corporate Fixed Interest
  • 6.25% Mexican Corporate Fixed Interest
  • 5.53% GCC Corporate Fixed Interest
  • 4.68% Middle East & African Corporate Fixed Interest
  • 3.64% Chilean Corporate Fixed Interest
  • 2.98% Indian Corporate Fixed Interest
  • 2.58% African Corporate Fixed Interest

Individual holdings

  • 2.85% 3,95% Phosagro 11/2021
  • 2.68% PETROBRAS GLOBAL FINANCE BV 8.375% BDS 23/05/21 USD2000
  • 2.43% CABLEVISION SA 6.5% BDS 15/06/21 USD150000 REG S
  • 1.89% AEROPUERTOS DOMINICANOS SIGLOXXI 6.75% BDS 30/03/29 USD200000
  • 1.88% COMCEL TRUST 6.875% BDS 06/02/24 USD200000 REG S
  • 1.7% BANCO DE BOGOTA 6.25% BDS 12/05/26 USD200000REG S
  • 1.64% PETROBRAS GLOBAL FINANCE BV 7.375% BDS 17/01/27 USD2000
  • 1.57% PETROLEOS DE VENEZUELA 6% NTS 28/10/22 USD100
  • 1.4% CENTRAL AMERICAN BOTTLING CORP 5.75% BDS 31/01/27 USD 2000
  • 1.37% BANCO REGIONAL SAECA 8.125% NTS 24/01/19 USD150000 REGS