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(s)
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

0.77 %

1 Year rank in sector

8/37

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 127.3 m

FE Risk score

78

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    15.59%
  • UK
    11.87%
  • Spain
    10.65%
  • Norway
    8.75%
  • Sweden
    6.57%
  • Corporate Bonds
    54.29%
  • Government Bonds
    24.38%
  • Asset/Mortgage-Backed Securities
    10.42%
  • Mortgage & Secured Bonds
    5.1%
  • Government Agency Bonds
    3.81%
  • US Corporate Fixed Interest
    12.97%
  • Italian Government Fixed Interest
    11.54%
  • UK Corporate Fixed Interest
    10.96%
  • Spanish Government Fixed Interest
    6.9%
  • American Emerging Fixed Interest
    6.53%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.1 %0.19 %0.77 %3.35 %0 %
Sector-0.24 %0.16 %0.08 %0.94 %5.89 %
Rank within sector3 / 3913 / 398 / 376 / 35 /
Quartile th1 st2 nd1 st1 st th

Calendar performance

YTD-20182017201620152014
Fund0.1 %0.58 %1.56 %1.18 %0 %
Sector-0.01 %-0.02 %1.15 %0.21 %3.37 %
Rank within sector3 / 3910 / 377 / 363 / 35 /
Quartile th1 st2 nd1 st1 st th

Risk statistics

Alpha0.81
Beta0.67
Sharpe-0
Volatility0.85
Tracking error0.64
Information ratio1.02
R-Squared0.58

Price movement

52 week high10.5
52 week low10.41
Current bid price0
Current offer price0
Current mid price10.49

Holdings by region

  • 15.59% Italy
  • 11.87% UK
  • 10.65% Spain
  • 8.75% Norway
  • 6.57% Sweden
  • 6.53% Cayman Islands
  • 6.49% Netherlands
  • 5.71% USA
  • 5.55% France
  • 4.9% Germany

Holdings by sector

  • 54.29% Corporate Bonds
  • 24.38% Government Bonds
  • 10.42% Asset/Mortgage-Backed Securities
  • 5.1% Mortgage & Secured Bonds
  • 3.81% Government Agency Bonds
  • 1.87% Money Market
  • 0.26% Forwards
  • 0% Options
  • 0% Cash Funds
  • 0% Futures

Holdings by asset type

  • 12.97% US Corporate Fixed Interest
  • 11.54% Italian Government Fixed Interest
  • 10.96% UK Corporate Fixed Interest
  • 6.9% Spanish Government Fixed Interest
  • 6.53% American Emerging Fixed Interest
  • 4.9% German Corporate Fixed Interest
  • 4.58% Dutch Corporate Fixed Interest
  • 4.3% Norwegian Fixed Interest
  • 4.05% Italian Corporate Fixed Interest
  • 3.75% Spanish Corporate Fixed Interest

Individual holdings

  • 6.89% SPAIN(KINGDOM OF) 0.05% BDS 31/01/21 EUR1000
  • 6.86% ITALY(REPUBLIC OF) 0.35% BDS 15/06/20 EUR1000
  • 3.83% SPAREBANK 1 BOLIGKREDITT AS 2.75% MTN 01/02/19 EUR100000
  • 2.5% ITALY(REPUBLIC OF) 4.25% BDS 1/2/19 EUR1000
  • 2.18% ITALY(REPUBLIC OF) 0.05% NTS 15/10/19 EUR1000
  • 1.91% BANK NEDERLANDSE GEMEENTEN 1.5% MTN 15/04/20 EUR1000
  • 1.9% DEXIA CREDIT LOCAL SA 0.04% MTN 11/12/19 EUR50000
  • 1.54% ABBVIE INC 0.375% BDS 18/11/19 EUR100000
  • 1.45% DE VOLKSBANK N.V. 0.125% BDS 28/09/20 EUR100000
  • 1.18% NATIONAL EXPRESS GROUP FRN 15/05/20 EUR100000