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(s)
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

8.15 %

1 Year rank in sector

-

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 8.4 b

FE Risk score

44

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Indonesia
    11.71%
  • Argentina
    9.44%
  • Turkey
    8.23%
  • South Africa
    6.5%
  • USA
    6.32%
  • Government Bonds
    73.11%
  • Corporate Bonds
    23.87%
  • Cash Funds
    2.9%
  • Basic Industries
    0.7%
  • Fixed Interest
    0.35%
  • American Emerging Government Fixed Interest
    25.57%
  • Indonesian Government Fixed Interest
    8.93%
  • Middle East & African Government Fixed Interest
    7.23%
  • American Emerging Corporate Fixed Interest
    6.48%
  • African Government Fixed Interest
    6.32%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.8 %2.57 %8.71 %17.89 %0 %
Sector-0.93 %2.2 %9.04 %5.74 %3.88 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund7.68 %10.23 %0.9 %6.73 %-5.2 %
Sector7.3 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha4.28
Beta0.78
Sharpe0.35
Volatility5.98
Tracking error2.8
Information ratio1.4
R-Squared0.85

Price movement

52 week high10.1
52 week low9.14
Current bid price0
Current offer price0
Current mid price9.96

Holdings by region

  • 11.71% Indonesia
  • 9.44% Argentina
  • 8.23% Turkey
  • 6.5% South Africa
  • 6.32% USA
  • 6.21% Mexico
  • 5.45% Brazil
  • 4.68% Russia
  • 4.28% Ecuador
  • 4.01% Dominican Republic

Holdings by sector

  • 73.11% Government Bonds
  • 23.87% Corporate Bonds
  • 2.9% Cash Funds
  • 0.7% Basic Industries
  • 0.35% Fixed Interest
  • 0.33% Local Government Bonds
  • 0.06% Forwards
  • 0.01% Options
  • 0% Futures
  • -0.28% Derivatives

Holdings by asset type

  • 25.57% American Emerging Government Fixed Interest
  • 8.93% Indonesian Government Fixed Interest
  • 7.23% Middle East & African Government Fixed Interest
  • 6.48% American Emerging Corporate Fixed Interest
  • 6.32% African Government Fixed Interest
  • 5.91% South African Government Fixed Interest
  • 4.78% European Emerging Government Fixed Interest
  • 4.03% Mexican Corporate Fixed Interest
  • 3.35% Asia Pacific Emerging Government Fixed Income
  • 2.45% Brazilian Corporate Fixed Interest

Individual holdings

  • 1.78% PETROLEOS DE VENEZUELA 6% NTS 28/10/22 USD100
  • 1.52% DOMINICAN REPUBLIC 6.85% NTS 27/01/45 USD100000REG S
  • 1.29% RUSSIAN FEDERATION MINISTRY FINANCE 4.75% BDS 27/05/26 USD
  • 1.1% ARGENTINA(REPUBLIC OF) 7.82% BDS 31/12/33 EUR1000`DIS`
  • 1.1% KENYA(REPUBLIC OF) 6.875% BDS 24/06/24 USD200000 REG S
  • 1.09% SOUTH AFRICA(REPUBLIC OF) 5.65% BDS 27/09/47 USD1000
  • 1.09% TURKISH GOVT 5.004% 06 APR 2023 REGS
  • 1.08% SOUTH AFRICA(REPUBLIC OF) 5.875% BDS 16/09/25 USD1000
  • 1.05% INDONESIAN GOVT 4.15% 29 MAR 2027 REGS
  • 1.02% TURKEY(REPUBLIC OF) 6.25% BDS 26/09/22 USD1000