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

1.16 %

1 Year rank in sector

10/38

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 127.9 m

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    17.01%
  • UK
    13.78%
  • USA
    12.7%
  • Spain
    11.95%
  • Germany
    7.5%
  • Corporate Bonds
    60.62%
  • Government Bonds
    25.7%
  • Asset/Mortgage-Backed Securities
    7.28%
  • Government Agency Bonds
    3.95%
  • Cash Funds
    2.84%
  • US Corporate Fixed Interest
    14.92%
  • Italian Government Fixed Interest
    12.81%
  • UK Corporate Fixed Interest
    11.76%
  • Spanish Government Fixed Interest
    7.48%
  • French Corporate Fixed Interest
    5.18%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.19 %0.19 %1.16 %3.46 %0 %
Sector0.11 %0.24 %0.58 %1.94 %6.56 %
Rank within sector38 / 3922 / 3910 / 387 / 36 /
Quartile th4 th3 rd2 nd1 st th

Calendar performance

YTD-20172016201520142013
Fund0.58 %1.56 %1.18 %0 %0 %
Sector0.19 %1.15 %0.21 %3.37 %0.95 %
Rank within sector13 / 388 / 373 / 36 / /
Quartile th2 nd1 st1 st th th

Risk statistics

Alpha0.78
Beta0.64
Sharpe-0
Volatility0.83
Tracking error0.65
Information ratio0.81
R-Squared0.58

Price movement

52 week high10.5
52 week low10.35
Current bid price0
Current offer price0
Current mid price10.48

Holdings by region

  • 17.01% Italy
  • 13.78% UK
  • 12.7% USA
  • 11.95% Spain
  • 7.5% Germany
  • 5.81% France
  • 5.54% Sweden
  • 5.48% Netherlands
  • 4.24% Cayman Islands
  • 2.99% Norway

Holdings by sector

  • 60.62% Corporate Bonds
  • 25.7% Government Bonds
  • 7.28% Asset/Mortgage-Backed Securities
  • 3.95% Government Agency Bonds
  • 2.84% Cash Funds
  • 2.1% Mortgage & Secured Bonds
  • 0.01% Options
  • 0% Futures
  • -0.06% Derivatives
  • -0.17% Forwards

Holdings by asset type

  • 14.92% US Corporate Fixed Interest
  • 12.81% Italian Government Fixed Interest
  • 11.76% UK Corporate Fixed Interest
  • 7.48% Spanish Government Fixed Interest
  • 5.18% French Corporate Fixed Interest
  • 4.89% German Corporate Fixed Interest
  • 4.77% Dutch Corporate Fixed Interest
  • 4.47% Spanish Corporate Fixed Interest
  • 4.24% American Emerging Fixed Interest
  • 4.2% Italian Corporate Fixed Interest

Individual holdings

  • 7.47% SPAIN(KINGDOM OF) 4% BDS 30/04/20 EUR1000
  • 6.85% ITALY(REPUBLIC OF) 0.35% BDS 15/06/20 EUR1000
  • 3.78% ITALY(REPUBLIC OF) 4.25% BDS 1/2/19 EUR1000
  • 2.61% FMS WERTMANAGEMENT 0% BDS 22/05/20 EUR1000
  • 2.18% ITALY(REPUBLIC OF) 0.05% NTS 15/10/19 EUR1000
  • 1.54% ABBVIE INC 0.375% BDS 18/11/19 EUR100000
  • 1.33% DE VOLKSBANK N.V. 0.125% BDS 28/09/20 EUR100000
  • 1.29% SIMON PROPERTY GROUP INC 2.375% BDS 02/10/20 EUR1000
  • 1.04% INDONESIA(REPUBLIC OF) 2.875% BDS 08/07/21 EUR100000
  • 1.02% ARGENTINA(REPUBLIC OF) 3.875% BDS 15/01/22 USD100000