Fact sheet: GS Gbl Fixed Inc Pfl

Fund information

Fund name
GS Global Fixed Income Portfolio R Acc
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 26/02/1993
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) fixed income securities of any type of issuer based anywhere in the world.
Benchmark
Bloomberg Barclays Capital Global Aggregate Bond
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

5.33 %

1 Year rank in sector

91/298

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 122.3 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    26.55%
  • Japan
    16.85%
  • Cayman Islands
    9.46%
  • Germany
    8.45%
  • EU
    6.4%
  • Asset/Mortgage-Backed Securities
    32.68%
  • Government Bonds
    31.51%
  • Corporate Bonds
    20.04%
  • Government Agency Bonds
    11.28%
  • Local Government Bonds
    2.11%
  • US Fixed Interest
    22.97%
  • Japanese Government Fixed Interest
    16.28%
  • US Corporate Fixed Interest
    11.18%
  • American Emerging Fixed Interest
    9.46%
  • German Government Fixed Interest
    7.77%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.69 %2.19 %5.33 %4.58 %3.79 %
Sector0.04 %1.39 %4.04 %6.32 %9.39 %
Rank within sector31 / 33987 / 32391 / 298144 / 239126 / 174
Quartile th1 st2 nd2 nd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund6.31 %2.22 %-3.47 %-0.71 %-1.3 %
Sector3.44 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector67 / 306184 / 273184 / 241182 / 20591 / 180
Quartile th1 st3 rd4 th4 th3 rd

Risk statistics

Alpha-1.33
Beta1.18
Sharpe-0
Volatility4.65
Tracking error3.48
Information ratio-0.3
R-Squared0.45

Price movement

52 week high10.42
52 week low9.57
Current bid price0
Current offer price0
Current mid price10.28

Holdings by region

  • 26.55% USA
  • 16.85% Japan
  • 9.46% Cayman Islands
  • 8.45% Germany
  • 6.4% EU
  • 4.73% Italy
  • 4.72% UK
  • 4.12% France
  • 2.49% Spain
  • 2.42% Canada

Holdings by sector

  • 32.68% Asset/Mortgage-Backed Securities
  • 31.51% Government Bonds
  • 20.04% Corporate Bonds
  • 11.28% Government Agency Bonds
  • 2.11% Local Government Bonds
  • 1.53% Money Market
  • 1.22% Fixed Interest
  • 0.01% Options
  • 0% Futures
  • -0.17% Derivatives

Holdings by asset type

  • 22.97% US Fixed Interest
  • 16.28% Japanese Government Fixed Interest
  • 11.18% US Corporate Fixed Interest
  • 9.46% American Emerging Fixed Interest
  • 7.77% German Government Fixed Interest
  • 4.36% Italian Government Fixed Interest
  • 3.31% US Government Fixed Interest
  • 3.2% French Government Fixed Interest
  • 1.85% Spanish Government Fixed Interest
  • 1.75% UK Gilts

Individual holdings

  • 4.59% JAPAN(GOVERNMENT OF) 0.1% BDS 20/06/19 JPY50000
  • 2.19% JAPAN(GOVERNMENT OF) 1.7% BDS 20/06/33 JPY1000
  • 2.04% JAPAN(GOVERNMENT OF) 1.4% BDS 20/09/34 JPY1000
  • 2.02% FMS WERTMANAGEMENT 13 NOV 2020 REGS
  • 1.96% JAPANESE GOVT IL CPI10Y #21 0.1% 10 MAR 2026 144A
  • 1.94% ITALY(REPUBLIC OF) 2.15% NTS 12/11/17 EUR1000
  • 1.92% FMS WERTMANAGEMENT 0% BDS 22/05/20 EUR1000
  • 1.86% BUONI POLIENNALI DEL TES 2.05% BDS 01/08/27 EUR1000
  • 1.81% SHACKLETON CLO LTD 2017- FRN 07 MAY 2026 144A
  • 1.76% G2SF MA4452