Fact sheet: GS EmgMktDbBlndPfl

Fund information

Fund name
GS Emerging Markets Debt Blend Portfolio R GBP Partially Hedged
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager
Team Managed
since 08/05/2013
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, which may include securities issued by government and corporate issuers. Such securities may be denominated in USD or the local currency of such emerging country. Where such issuers are companies they may either be based in or earn most of their profits or revenues from emerging markets.
Benchmark
-
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

8.09 %

1 Year rank in sector

-

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 638.6 m

FE Risk score

65

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Poland
    13.3%
  • Brazil
    10.11%
  • Mexico
    9.72%
  • Indonesia
    8.43%
  • Czech Republic
    7.94%
  • Government Bonds
    67.39%
  • Corporate Bonds
    26.1%
  • Money Market
    4.72%
  • Basic Industries
    0.53%
  • Local Government Bonds
    0.51%
  • American Emerging Government Fixed Interest
    11.45%
  • American Emerging Corporate Fixed Interest
    6.85%
  • Indonesian Government Fixed Interest
    6.27%
  • South African Government Fixed Interest
    5.59%
  • Middle East & African Government Fixed Interest
    5.48%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.45 %6.96 %7.95 %16.56 %0 %
Sector0.56 %5.4 %5.94 %1.55 %7.76 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund7.47 %19.84 %-5.91 %2.02 %0 %
Sector6.59 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha4.9
Beta1.14
Sharpe0.19
Volatility9.34
Tracking error4.6
Information ratio1.05
R-Squared0.77

Price movement

52 week high95.06
52 week low83.1
Current bid price0
Current offer price0
Current mid price90.96

Holdings by region

  • 13.3% Poland
  • 10.11% Brazil
  • 9.72% Mexico
  • 8.43% Indonesia
  • 7.94% Czech Republic
  • 7.36% Turkey
  • 5.75% Russia
  • 5.7% Colombia
  • 5.3% South Africa
  • 5.21% India

Holdings by sector

  • 67.39% Government Bonds
  • 26.1% Corporate Bonds
  • 4.72% Money Market
  • 0.53% Basic Industries
  • 0.51% Local Government Bonds
  • 0.26% Fixed Interest
  • 0.17% Property Shares
  • 0.17% Non-Cyclical Consumer Goods
  • 0.06% Communications
  • 0.03% Derivatives

Holdings by asset type

  • 11.45% American Emerging Government Fixed Interest
  • 6.85% American Emerging Corporate Fixed Interest
  • 6.27% Indonesian Government Fixed Interest
  • 5.59% South African Government Fixed Interest
  • 5.48% Middle East & African Government Fixed Interest
  • 4.73% Money Market
  • 4.47% Russian Government Fixed Interest
  • 4.42% Polish Government Fixed Interest
  • 4.41% Hungarian Government Fixed Interest
  • 4.34% Brazilian Government Fixed Interest

Individual holdings

  • 2.75% POLAND(REPUBLIC OF) 2.25% BDS 25/04/22 PLN1000
  • 2.21% HUNGARY 3% BDS 26/06/24 HUF10000 B
  • 2% SOUTH AFRICA(REPUBLIC OF) 8.5% BDS 31/01/37 ZAR1
  • 1.76% BRAZILIAN GOVT 01 JAN 2018 144A
  • 1.68% RUSSIAN FEDERATION MINISTRY FINANCE 8.5% BDS 17/09/31 RUB1000
  • 1.63% COLOMBIA(REPUBLIC OF) 3.5% BDS 10/03/21 COP1000
  • 1.5% SOUTH AFRICA(REPUBLIC OF) 8.875% NTS 28/02/35 ZAR1
  • 1.35% PETROBRAS GLOBAL FINANCE BV 8.375% BDS 23/05/21 USD2000
  • 1.24% BRAZIL(FEDERATIVE REPUBLIC OF) VAR TB 01/01/27 BRL1000
  • 1.23% JP MORGAN CHASE BANK 8.375% 17 SEP 2026 144A REGS