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

0.54 %

1 Year rank in sector

-

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 2.3 b

FE Risk score

104

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Poland
    18.04%
  • Czech Republic
    14.69%
  • Brazil
    14.1%
  • Indonesia
    14.06%
  • South Africa
    13.43%
  • Government Bonds
    88.06%
  • Cash Funds
    6.43%
  • Money Market
    3.83%
  • Corporate Bonds
    1.92%
  • Derivatives
    0.27%
  • American Emerging Government Fixed Interest
    13.32%
  • Money Market
    10.26%
  • South African Government Fixed Interest
    10.2%
  • Indonesian Government Fixed Interest
    8.96%
  • Russian Government Fixed Interest
    8.95%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.72 %1.3 %0.54 %17.65 %9.72 %
Sector-0.49 %3.36 %5.51 %5.89 %5.02 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund7.94 %29.99 %-12.3 %-1.46 %-11.56 %
Sector8.3 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha3.43
Beta1.61
Sharpe0.18
Volatility14.87
Tracking error10.45
Information ratio0.39
R-Squared0.58

Price movement

52 week high9.24
52 week low7.69
Current bid price0
Current offer price0
Current mid price8.56

Holdings by region

  • 18.04% Poland
  • 14.69% Czech Republic
  • 14.1% Brazil
  • 14.06% Indonesia
  • 13.43% South Africa
  • 12% Mexico
  • 10.61% Russia
  • 10.26% Money Market
  • 8.01% Turkey
  • 7.38% Thailand

Holdings by sector

  • 88.06% Government Bonds
  • 6.43% Cash Funds
  • 3.83% Money Market
  • 1.92% Corporate Bonds
  • 0.27% Derivatives
  • 0.26% Local Government Bonds
  • 0.01% Options
  • 0% Futures
  • -0.77% Forwards

Holdings by asset type

  • 13.32% American Emerging Government Fixed Interest
  • 10.26% Money Market
  • 10.2% South African Government Fixed Interest
  • 8.96% Indonesian Government Fixed Interest
  • 8.95% Russian Government Fixed Interest
  • 7.27% Thai Government Fixed Interest
  • 6.31% Brazilian Government Fixed Interest
  • 5.02% Polish Government Fixed Interest
  • 4.99% Malaysian Government Fixed Interest
  • 4.97% Middle East & African Government Fixed Interest

Individual holdings

  • 2.96% SOUTH AFRICA(REPUBLIC OF) 8.5% BDS 31/01/37 ZAR1
  • 2.76% STANDARD CHARTERED BANK 9% 19 MAR 2029 144A
  • 2.64% ARGENTINA POLITICA M
  • 2.59% RUSSIAN FEDERATION MINISTRY FINANCE 8.5% BDS 17/09/31 RUB1000
  • 2.44% RUSSIAN FEDERATION MINISTRY FINANCE 7.7% BDS 23/03/33 RUB1000
  • 2.4% SOUTH AFRICA(REPUBLIC OF) 8.875% NTS 28/02/35 ZAR1
  • 2.28% BRAZIL(FEDERATIVE REPUBLIC OF) VAR TB 01/01/27 BRL1000
  • 2.2% HUNGARY 3% BDS 26/06/24 HUF10000 B
  • 2.09% POLAND(REPUBLIC OF) 2.25% BDS 25/04/22 PLN1000
  • 2.06% MINISTRY OF FINANCE (THAILAND) 3.65%/10-17.12.2021