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

7.21 %

1 Year rank in sector

-

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 655.8 m

FE Risk score

64

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Poland
    10.76%
  • Czech Republic
    9.99%
  • Indonesia
    9.81%
  • Brazil
    9.79%
  • Mexico
    9.47%
  • Government Bonds
    70.03%
  • Corporate Bonds
    24.77%
  • Money Market
    3.11%
  • Basic Industries
    0.51%
  • Cash Funds
    0.5%
  • American Emerging Government Fixed Interest
    13%
  • American Emerging Corporate Fixed Interest
    6.67%
  • Indonesian Government Fixed Interest
    6.6%
  • South African Government Fixed Interest
    6.04%
  • Russian Government Fixed Interest
    5.95%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.27 %2.98 %7.21 %17.71 %0 %
Sector1.14 %4.63 %6.71 %5.61 %6.39 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund8.47 %19.84 %-5.91 %2.02 %0 %
Sector8.54 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha4.59
Beta1.14
Sharpe0.25
Volatility9.4
Tracking error4.6
Information ratio1
R-Squared0.77

Price movement

52 week high95.06
52 week low83.1
Current bid price0
Current offer price0
Current mid price91.81

Holdings by region

  • 10.76% Poland
  • 9.99% Czech Republic
  • 9.81% Indonesia
  • 9.79% Brazil
  • 9.47% Mexico
  • 7.95% Russia
  • 6.8% Turkey
  • 5.95% Colombia
  • 5.77% South Africa
  • 5.6% Argentina

Holdings by sector

  • 70.03% Government Bonds
  • 24.77% Corporate Bonds
  • 3.11% Money Market
  • 0.51% Basic Industries
  • 0.5% Cash Funds
  • 0.48% Local Government Bonds
  • 0.25% Fixed Interest
  • 0.17% Property Shares
  • 0.16% Non-Cyclical Consumer Goods
  • 0.1% Derivatives

Holdings by asset type

  • 13% American Emerging Government Fixed Interest
  • 6.67% American Emerging Corporate Fixed Interest
  • 6.6% Indonesian Government Fixed Interest
  • 6.04% South African Government Fixed Interest
  • 5.95% Russian Government Fixed Interest
  • 4.55% Hungarian Government Fixed Interest
  • 4.44% Brazilian Government Fixed Interest
  • 4.12% Thai Government Fixed Interest
  • 4% Middle East & African Government Fixed Interest
  • 3.61% Money Market

Individual holdings

  • 2.76% POLAND(REPUBLIC OF) 2.25% BDS 25/04/22 PLN1000
  • 2.28% HUNGARY 3% BDS 26/06/24 HUF10000 B
  • 2.18% SOUTH AFRICA(REPUBLIC OF) 8.5% BDS 31/01/37 ZAR1
  • 1.82% BRAZILIAN GOVT 01 JAN 2018 144A
  • 1.81% ARGENTINA POLITICA M
  • 1.76% RUSSIAN FEDERATION MINISTRY FINANCE 7.7% BDS 23/03/33 RUB1000
  • 1.68% RUSSIAN FEDERATION MINISTRY FINANCE 8.5% BDS 17/09/31 RUB1000
  • 1.68% SOUTH AFRICA(REPUBLIC OF) 8.875% NTS 28/02/35 ZAR1
  • 1.63% COLOMBIA(REPUBLIC OF) 3.5% BDS 10/03/21 COP1000
  • 1.33% PETROBRAS GLOBAL FINANCE BV 8.375% BDS 23/05/21 USD2000