Fact sheet: GS Eur ShtDur Bd PlsPfl

Fund information

Fund name
GS Euro Short Duration Bond Plus Portfolio R Acc
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager
Team Managed
since 15/01/2014
Fund objective
The Portfolio seeks to provide income and capital growth over the longer term. The Portfolio will mostly invest in investment grade (or equivalent) short-term fixed and floating rate debt securities of any type of issuer denominated in Euro. The Portfolio may also invest in non-Euro denominated securities (and investment techniques may be used to attempt to reduce the risk of currency movements against the Euro), below investment grade (high yield) and emerging markets securities.
Benchmark
Bloomberg Barclays Euro Aggregate 500mm 1-3 years
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

1.06 %

1 Year rank in sector

-

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 101.5 m

FE Risk score

71

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    18.03%
  • USA
    15.35%
  • UK
    11.81%
  • Spain
    9.64%
  • France
    7.57%
  • Corporate Bonds
    58.2%
  • Government Bonds
    25.6%
  • Asset/Mortgage-Backed Securities
    6.25%
  • Money Market
    3%
  • Government Agency Bonds
    2.97%
  • US Corporate Fixed Interest
    14.47%
  • Italian Government Fixed Interest
    13.09%
  • UK Corporate Fixed Interest
    12.8%
  • Spanish Government Fixed Interest
    6.82%
  • French Corporate Fixed Interest
    5.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.1 %0.29 %1.06 %3.56 %0 %
Sector0.25 %0.18 %-0.26 %2.2 %7.43 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund0.58 %1.56 %1.18 %0 %0 %
Sector0.02 %1.15 %0.21 %3.37 %0.95 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.61
Beta0.54
Sharpe-0
Volatility0.97
Tracking error0.92
Information ratio0.27
R-Squared0.33

Price movement

52 week high10.49
52 week low10.34
Current bid price0
Current offer price0
Current mid price10.48

Holdings by region

  • 18.03% Italy
  • 15.35% USA
  • 11.81% UK
  • 9.64% Spain
  • 7.57% France
  • 4.42% Germany
  • 4.2% Money Market
  • 4.17% Sweden
  • 3.33% Cayman Islands
  • 3.22% Norway

Holdings by sector

  • 58.2% Corporate Bonds
  • 25.6% Government Bonds
  • 6.25% Asset/Mortgage-Backed Securities
  • 3% Money Market
  • 2.97% Government Agency Bonds
  • 2.64% Mortgage & Secured Bonds
  • 1.21% Cash Funds
  • 0.35% Forwards
  • 0% Futures
  • -0.22% Derivatives

Holdings by asset type

  • 14.47% US Corporate Fixed Interest
  • 13.09% Italian Government Fixed Interest
  • 12.8% UK Corporate Fixed Interest
  • 6.82% Spanish Government Fixed Interest
  • 5.5% French Corporate Fixed Interest
  • 4.94% Italian Corporate Fixed Interest
  • 4.42% German Corporate Fixed Interest
  • 4.2% Money Market
  • 3.33% American Emerging Fixed Interest
  • 2.82% Spanish Corporate Fixed Interest

Individual holdings

  • 6.81% SPAIN(KINGDOM OF) 4% BDS 30/04/20 EUR1000
  • 5.45% ITALY(REPUBLIC OF) 0.35% BDS 15/06/20 EUR1000
  • 4.85% ITALY(REPUBLIC OF) 4.25% BDS 1/2/19 EUR1000
  • 2.73% ITALY(REPUBLIC OF) 0.05% NTS 15/10/19 EUR1000
  • 1.39% SIMON PROPERTY GROUP INC 2.375% BDS 02/10/20 EUR1000
  • 1.29% INDONESIA(REPUBLIC OF) 2.875% BDS 08/07/21 EUR100000
  • 1.28% CAISSE CENTRALE DE CREDIT IMMOBILIE FRN NTS 01/03/18 EUR100000
  • 1.25% CITYCON OYJ 3.75% BDS 24/06/20 EUR100000
  • 1.25% SNAM SPA 3.5% BDS 13/02/20 EUR100000
  • 1.1% BPCE SA 0.625% MTN 20/04/20 EUR100000