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(s)
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

3.32 %

1 Year rank in sector

-

Sector

FO Fixed Int - Emerging Markets

Yield
-
Fund size

£ 693.9 m

FE Risk score

63

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Poland
    11.06%
  • Indonesia
    10.64%
  • Brazil
    10.29%
  • South Africa
    9.97%
  • Czech Republic
    9.78%
  • Government Bonds
    70.62%
  • Corporate Bonds
    25.02%
  • Money Market
    1.86%
  • Cash Funds
    1.16%
  • Basic Industries
    0.49%
  • American Emerging Government Fixed Interest
    13.18%
  • South African Government Fixed Interest
    7.38%
  • Indonesian Government Fixed Interest
    6.71%
  • American Emerging Corporate Fixed Interest
    6.62%
  • Russian Government Fixed Interest
    6.23%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.51 %4.15 %3.32 %20.1 %0 %
Sector-0.23 %3.01 %5.19 %6.21 %4.33 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund9.01 %19.84 %-5.91 %2.02 %0 %
Sector8.33 %10.22 %-7.28 %-0.56 %-7.02 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha3.72
Beta1.15
Sharpe0.27
Volatility9.36
Tracking error4.75
Information ratio0.82
R-Squared0.75

Price movement

52 week high95.06
52 week low83.1
Current bid price0
Current offer price0
Current mid price92.27

Holdings by region

  • 11.06% Poland
  • 10.64% Indonesia
  • 10.29% Brazil
  • 9.97% South Africa
  • 9.78% Czech Republic
  • 9.21% Mexico
  • 8.79% Russia
  • 7.34% Turkey
  • 6.79% Argentina
  • 5.61% Colombia

Holdings by sector

  • 70.62% Government Bonds
  • 25.02% Corporate Bonds
  • 1.86% Money Market
  • 1.16% Cash Funds
  • 0.49% Basic Industries
  • 0.38% Local Government Bonds
  • 0.24% Fixed Interest
  • 0.2% Derivatives
  • 0.16% Property Shares
  • 0.16% Non-Cyclical Consumer Goods

Holdings by asset type

  • 13.18% American Emerging Government Fixed Interest
  • 7.38% South African Government Fixed Interest
  • 6.71% Indonesian Government Fixed Interest
  • 6.62% American Emerging Corporate Fixed Interest
  • 6.23% Russian Government Fixed Interest
  • 4.13% Brazilian Government Fixed Interest
  • 3.98% Thai Government Fixed Interest
  • 3.96% Middle East & African Government Fixed Interest
  • 3.66% Hungarian Government Fixed Interest
  • 3.27% Polish Government Fixed Interest

Individual holdings

  • 2.77% SOUTH AFRICA(REPUBLIC OF) 8.5% BDS 31/01/37 ZAR1
  • 2.58% POLAND(REPUBLIC OF) 2.25% BDS 25/04/22 PLN1000
  • 1.91% HUNGARY 3% BDS 26/06/24 HUF10000 B
  • 1.8% RUSSIAN FEDERATION MINISTRY FINANCE 7.7% BDS 23/03/33 RUB1000
  • 1.73% ARGENTINA POLITICA M
  • 1.73% BRAZILIAN GOVT 01 JAN 2018 144A
  • 1.64% RUSSIAN FEDERATION MINISTRY FINANCE 8.5% BDS 17/09/31 RUB1000
  • 1.57% COLOMBIA(REPUBLIC OF) 3.5% BDS 10/03/21 COP1000
  • 1.56% SOUTH AFRICA(REPUBLIC OF) 8.875% NTS 28/02/35 ZAR1
  • 1.42% THAILAND (MINISTRY OF FINANCE) 1.25% BDS 12/03/28 THB100000