Fact sheet: GS EmgMkt Db Pfl

Fund information

Fund name
GS Emerging Markets Debt Portfolio R GBP Hedged
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager
Team Managed
since 03/05/2000
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. Where such issuers are companies they may either be based in or earn most of their profits or revenues from emerging markets. The Portfolio may also invest in fixed income securities where the issuer may be based anywhere in the world.
Benchmark
JP Morgan EMBI Global Diversified Index
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

3.62 %

1 Year rank in sector

-

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 8.1 b

FE Risk score

43

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Indonesia
    10.87%
  • USA
    8.92%
  • Argentina
    7.44%
  • Turkey
    6.83%
  • Brazil
    5.91%
  • Government Bonds
    71.33%
  • Corporate Bonds
    23.15%
  • Cash Funds
    2.41%
  • Money Market
    1.61%
  • Basic Industries
    0.73%
  • American Emerging Government Fixed Interest
    25.6%
  • Indonesian Government Fixed Interest
    9.12%
  • Middle East & African Government Fixed Interest
    7.05%
  • American Emerging Corporate Fixed Interest
    6.84%
  • African Government Fixed Interest
    6.45%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.7 %4.92 %3.62 %18.12 %0 %
Sector0.8 %4.21 %5.71 %5.59 %5.99 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund8.43 %10.23 %0.9 %6.73 %-5.2 %
Sector8.42 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha4.3
Beta0.78
Sharpe0.29
Volatility6.11
Tracking error2.85
Information ratio1.42
R-Squared0.85

Price movement

52 week high10.34
52 week low9.14
Current bid price0
Current offer price0
Current mid price10.03

Holdings by region

  • 10.87% Indonesia
  • 8.92% USA
  • 7.44% Argentina
  • 6.83% Turkey
  • 5.91% Brazil
  • 5.9% Mexico
  • 5.09% Russia
  • 5.04% Czech Republic
  • 4.47% Poland
  • 4.3% Venezuela

Holdings by sector

  • 71.33% Government Bonds
  • 23.15% Corporate Bonds
  • 2.41% Cash Funds
  • 1.61% Money Market
  • 0.73% Basic Industries
  • 0.59% Local Government Bonds
  • 0.37% Fixed Interest
  • 0% Futures
  • -0.02% Forwards
  • -0.15% Derivatives

Holdings by asset type

  • 25.6% American Emerging Government Fixed Interest
  • 9.12% Indonesian Government Fixed Interest
  • 7.05% Middle East & African Government Fixed Interest
  • 6.84% American Emerging Corporate Fixed Interest
  • 6.45% African Government Fixed Interest
  • 4.84% European Emerging Government Fixed Interest
  • 4.67% Mexican Corporate Fixed Interest
  • 4.01% Money Market
  • 3.56% Brazilian Corporate Fixed Interest
  • 3.37% South African Government Fixed Interest

Individual holdings

  • 2.07% PETROLEOS DE VENEZUELA 6% NTS 28/10/22 USD100
  • 1.45% DOMINICAN REPUBLIC 6.85% NTS 27/01/45 USD100000REG S
  • 1.32% ACIS CLO 2014-5 LTD/LLC 1.1684% NTS 14/10/22 USD1000
  • 1.3% PETROBRAS GLOBAL FINANCE BV 8.375% BDS 23/05/21 USD2000
  • 1.22% RUSSIAN FEDERATION MINISTRY FINANCE 4.75% BDS 27/05/26 USD
  • 1.18% SOUTH AFRICA(REPUBLIC OF) 5.875% BDS 16/09/25 USD1000
  • 1.18% TURKISH GOVT 5.004% 06 APR 2023 REGS
  • 1.12% INDONESIAN GOVT 4.15% 29 MAR 2027 REGS
  • 1.11% TURKEY(REPUBLIC OF) 6.25% BDS 26/09/22 USD1000
  • 1.06% KENYA(REPUBLIC OF) 6.875% BDS 24/06/24 USD200000 REG S