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

7.87 %

1 Year rank in sector

161/245

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
    16.67%
  • Indonesia
    15.96%
  • Brazil
    14.51%
  • Mexico
    12.76%
  • South Africa
    11.82%
  • Government Bonds
    87.95%
  • Cash Funds
    8.85%
  • Corporate Bonds
    2.29%
  • Money Market
    2.14%
  • Local Government Bonds
    0.19%
  • American Emerging Government Fixed Interest
    13.78%
  • South African Government Fixed Interest
    11.27%
  • Money Market
    10.99%
  • Indonesian Government Fixed Interest
    9.14%
  • Russian Government Fixed Interest
    8.85%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.57 %1.09 %7.87 %12.94 %6.47 %
Sector-0.82 %2.03 %8.92 %5.36 %3.95 %
Rank within sector258 / 262195 / 254161 / 24583 / 20780 / 125
Quartile th4 th4 th3 rd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund5.3 %29.99 %-12.3 %-1.46 %-11.56 %
Sector7.42 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector180 / 2489 / 232174 / 211118 / 172121 / 131
Quartile th3 rd1 st4 th3 rd4 th

Risk statistics

Alpha2.63
Beta1.62
Sharpe0.07
Volatility14.94
Tracking error10.54
Information ratio0.28
R-Squared0.58

Price movement

52 week high8.87
52 week low7.69
Current bid price0
Current offer price0
Current mid price8.39

Holdings by region

  • 16.67% Poland
  • 15.96% Indonesia
  • 14.51% Brazil
  • 12.76% Mexico
  • 11.82% South Africa
  • 10.99% Money Market
  • 10.48% Russia
  • 9.5% Hungary
  • 9.34% Turkey
  • 9.09% Argentina

Holdings by sector

  • 87.95% Government Bonds
  • 8.85% Cash Funds
  • 2.29% Corporate Bonds
  • 2.14% Money Market
  • 0.19% Local Government Bonds
  • 0.01% Options
  • 0% Futures
  • -0.23% Derivatives
  • -1.21% Forwards

Holdings by asset type

  • 13.78% American Emerging Government Fixed Interest
  • 11.27% South African Government Fixed Interest
  • 10.99% Money Market
  • 9.14% Indonesian Government Fixed Interest
  • 8.85% Russian Government Fixed Interest
  • 7.84% Thai Government Fixed Interest
  • 6.7% Middle East & African Government Fixed Interest
  • 5.92% Brazilian Government Fixed Interest
  • 5.02% Malaysian Government Fixed Interest
  • 4.46% Hungarian Government Fixed Interest

Individual holdings

  • 3.14% SOUTH AFRICA(REPUBLIC OF) 8.5% BDS 31/01/37 ZAR1
  • 2.86% ARGENTINA POLITICA M
  • 2.74% STANDARD CHARTERED BANK 9% 19 MAR 2029 144A
  • 2.69% SOUTH AFRICA(REPUBLIC OF) 8.875% NTS 28/02/35 ZAR1
  • 2.53% RUSSIAN FEDERATION MINISTRY FINANCE 8.5% BDS 17/09/31 RUB1000
  • 2.36% RUSSIAN FEDERATION MINISTRY FINANCE 7.7% BDS 23/03/33 RUB1000
  • 2.24% BRAZIL(FEDERATIVE REPUBLIC OF) VAR TB 01/01/27 BRL1000
  • 2.22% HUNGARY 3% BDS 26/06/24 HUF10000 B
  • 2.11% MINISTRY OF FINANCE (THAILAND) 3.65%/10-17.12.2021
  • 1.96% COLOMBIA(REPUBLIC OF) 5% NTS 21/11/18 COP1000