Fact sheet: GS Emg Mkt DbLc Pfl

Fund information

Fund name
GS Emerging Markets Debt Local Portfolio R GBP
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager
Team Managed
since 29/06/2007
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 any type of emerging country issuer, denominated in the local currency of such countries.
Benchmark
JPM GBI EM Global Diversified Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

10.17 %

1 Year rank in sector

-

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 2.0 b

FE Risk score

105

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Poland
    20.86%
  • Brazil
    13.2%
  • Czech Republic
    11.72%
  • Indonesia
    11.35%
  • Mexico
    11.29%
  • Government Bonds
    93.61%
  • Money Market
    3.84%
  • Corporate Bonds
    2.6%
  • Local Government Bonds
    0.37%
  • Forwards
    0.23%
  • American Emerging Government Fixed Interest
    12.13%
  • Indonesian Government Fixed Interest
    10.62%
  • South African Government Fixed Interest
    9.25%
  • Polish Government Fixed Interest
    8.79%
  • Thai Government Fixed Interest
    7.54%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.35 %7.78 %9.5 %19.15 %12.48 %
Sector-0.11 %5.39 %5.58 %1.83 %6.58 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund8.32 %29.99 %-12.3 %-1.46 %-11.56 %
Sector6.4 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha5.28
Beta1.59
Sharpe0.13
Volatility14.73
Tracking error10.18
Information ratio0.48
R-Squared0.6

Price movement

52 week high9.24
52 week low7.69
Current bid price0
Current offer price0
Current mid price8.59

Holdings by region

  • 20.86% Poland
  • 13.2% Brazil
  • 11.72% Czech Republic
  • 11.35% Indonesia
  • 11.29% Mexico
  • 8.84% South Africa
  • 7.7% Colombia
  • 7.35% Thailand
  • 7.18% Russia
  • 7.18% Malaysia

Holdings by sector

  • 93.61% Government Bonds
  • 3.84% Money Market
  • 2.6% Corporate Bonds
  • 0.37% Local Government Bonds
  • 0.23% Forwards
  • 0% Futures
  • -0.64% Derivatives

Holdings by asset type

  • 12.13% American Emerging Government Fixed Interest
  • 10.62% Indonesian Government Fixed Interest
  • 9.25% South African Government Fixed Interest
  • 8.79% Polish Government Fixed Interest
  • 7.54% Thai Government Fixed Interest
  • 7.5% Brazilian Government Fixed Interest
  • 7.17% Russian Government Fixed Interest
  • 6.67% Middle East & African Government Fixed Interest
  • 5.56% Hungarian Government Fixed Interest
  • 4.06% Malaysian Government Fixed Interest

Individual holdings

  • 3.93% POLAND(STATE TREASURY OF) 5.75% NTS 23/9/22 PLN1000
  • 3.12% STANDARD CHARTERED BANK 9% 19 MAR 2029 144A
  • 2.84% RUSSIAN FEDERATION MINISTRY FINANCE 8.5% BDS 17/09/31 RUB1000
  • 2.75% HUNGARY 3% BDS 26/06/24 HUF10000 B
  • 2.69% TURKEY(REPUBLIC OF) 10.6% BDS 11/02/26 TRY1000
  • 2.59% SOUTH AFRICA(REPUBLIC OF) 8.5% BDS 31/01/37 ZAR1
  • 2.56% MINISTRY OF FINANCE (THAILAND) 3.65%/10-17.12.2021
  • 2.38% BRAZIL(FEDERATIVE REPUBLIC OF) VAR TB 01/01/27 BRL1000
  • 2.38% POLAND(REPUBLIC OF) 2.25% BDS 25/04/22 PLN1000
  • 2.02% SOUTH AFRICA(REPUBLIC OF) 8.875% NTS 28/02/35 ZAR1