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(s)
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

7.45 %

1 Year rank in sector

142/240

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 2.5 b

FE Risk score

103

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Indonesia
    18.84%
  • Poland
    16.16%
  • Russia
    14.89%
  • Brazil
    14.73%
  • India
    11.42%
  • Government Bonds
    91.75%
  • Money Market
    5.28%
  • Cash Funds
    1.81%
  • Corporate Bonds
    1.77%
  • Local Government Bonds
    0.13%
  • American Emerging Government Fixed Interest
    14.57%
  • South African Government Fixed Interest
    13.67%
  • Russian Government Fixed Interest
    9.78%
  • Indonesian Government Fixed Interest
    9.65%
  • Thai Government Fixed Interest
    7.66%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2 %0.69 %7.45 %21.11 %3.99 %
Sector1.21 %2.96 %8.32 %11.66 %2.8 %
Rank within sector65 / 258207 / 252142 / 24050 / 20783 / 129
Quartile th2 nd4 th3 rd1 st3 rd

Calendar performance

YTD-20182017201620152014
Fund1.62 %7.21 %29.99 %-12.3 %-1.46 %
Sector0.99 %8.47 %10.22 %-7.28 %-0.56 %
Rank within sector67 / 257166 / 2408 / 225170 / 205113 / 166
Quartile th2 nd3 rd1 st4 th3 rd

Risk statistics

Alpha1.63
Beta1.67
Sharpe0.23
Volatility14.58
Tracking error10.49
Information ratio0.32
R-Squared0.57

Price movement

52 week high8.87
52 week low7.88
Current bid price0
Current offer price0
Current mid price8.17

Holdings by region

  • 18.84% Indonesia
  • 16.16% Poland
  • 14.89% Russia
  • 14.73% Brazil
  • 11.42% India
  • 10.71% Hungary
  • 10.22% South Africa
  • 9.41% Argentina
  • 9% Czech Republic
  • 8.98% Mexico

Holdings by sector

  • 91.75% Government Bonds
  • 5.28% Money Market
  • 1.81% Cash Funds
  • 1.77% Corporate Bonds
  • 0.13% Local Government Bonds
  • 0.01% Options
  • 0% Futures
  • -0.36% Derivatives
  • -0.39% Forwards

Holdings by asset type

  • 14.57% American Emerging Government Fixed Interest
  • 13.67% South African Government Fixed Interest
  • 9.78% Russian Government Fixed Interest
  • 9.65% Indonesian Government Fixed Interest
  • 7.66% Thai Government Fixed Interest
  • 7.1% Money Market
  • 6.83% Middle East & African Government Fixed Interest
  • 5.51% Malaysian Government Fixed Interest
  • 5.19% Brazilian Government Fixed Interest
  • 4.67% Peruvian Government Fixed Interest

Individual holdings

  • 3.31% SOUTH AFRICA(REPUBLIC OF) 8.5% BDS 31/01/37 ZAR1
  • 3.31% SOUTH AFRICA(REPUBLIC OF) 8.875% NTS 28/02/35 ZAR1
  • 2.66% STANDARD CHARTERED BANK 9% 19 MAR 2029 144A
  • 2.41% RUSSIAN FEDERATION MINISTRY FINANCE 8.5% BDS 17/09/31 RUB1000
  • 2.24% RUSSIAN FEDERATION MINISTRY FINANCE 7.7% BDS 23/03/33 RUB1000
  • 2.09% HUNGARY 3% BDS 26/06/24 HUF10000 B
  • 1.96% MINISTRY OF FINANCE (THAILAND) 3.65%/10-17.12.2021
  • 1.95% ARGENTINA POLITICA M
  • 1.94% BRAZIL(FEDERATIVE REPUBLIC OF) VAR TB 01/01/27 BRL1000
  • 1.57% 9% SOUTH AFRICAN GOVT 31/01/2040