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
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

-1.83 %

1 Year rank in sector

-

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 121.5 m

FE Risk score

74

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    28.47%
  • Japan
    14.88%
  • EU
    8.6%
  • Cayman Islands
    8.03%
  • UK
    5.91%
  • Government Bonds
    33%
  • Asset/Mortgage-Backed Securities
    32.08%
  • Corporate Bonds
    20.8%
  • Government Agency Bonds
    5.82%
  • Fixed Interest
    4.59%
  • US Fixed Interest
    23.77%
  • Japanese Government Fixed Interest
    16.55%
  • US Corporate Fixed Interest
    12.33%
  • American Emerging Fixed Interest
    8.03%
  • Supranational Fixed Interest
    4.59%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.19 %4.71 %-1.83 %-0.87 %4.83 %
Sector0.76 %2.49 %1.42 %5.63 %10.99 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund5.69 %2.22 %-3.47 %-0.71 %-1.3 %
Sector3.17 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-2.36
Beta1.2
Sharpe-0
Volatility4.87
Tracking error3.64
Information ratio-0.57
R-Squared0.45

Price movement

52 week high10.45
52 week low9.57
Current bid price0
Current offer price0
Current mid price10.22

Holdings by region

  • 28.47% USA
  • 14.88% Japan
  • 8.6% EU
  • 8.03% Cayman Islands
  • 5.91% UK
  • 4.59% International
  • 4.31% Italy
  • 4.13% France
  • 3.32% Germany
  • 2.68% Spain

Holdings by sector

  • 33% Government Bonds
  • 32.08% Asset/Mortgage-Backed Securities
  • 20.8% Corporate Bonds
  • 5.82% Government Agency Bonds
  • 4.59% Fixed Interest
  • 2.14% Local Government Bonds
  • 1.17% Money Market
  • 0.67% Cash Funds
  • 0.42% Forwards
  • 0% Options

Holdings by asset type

  • 23.77% US Fixed Interest
  • 16.55% Japanese Government Fixed Interest
  • 12.33% US Corporate Fixed Interest
  • 8.03% American Emerging Fixed Interest
  • 4.59% Supranational Fixed Interest
  • 4.11% US Government Fixed Interest
  • 3.54% Italian Government Fixed Interest
  • 3.06% UK Gilts
  • 2.82% German Government Fixed Interest
  • 2.68% French Government Fixed Interest

Individual holdings

  • 4.74% JAPAN(GOVERNMENT OF) 0.1% BDS 20/06/19 JPY50000
  • 2.99% ITALY(REPUBLIC OF) 2.15% NTS 12/11/17 EUR1000
  • 2.26% JAPAN(GOVERNMENT OF) 1.7% BDS 20/06/33 JPY1000
  • 2.12% JAPAN(GOVERNMENT OF) 1.4% BDS 20/09/34 JPY1000
  • 2.05% FMS WERTMANAGEMENT 13 NOV 2020 REGS
  • 2% JAPANESE GOVT IL CPI10Y #21 0.1% 10 MAR 2026 144A
  • 1.82% G2SF MA4452
  • 1.81% SHACKLETON CLO LTD 2017- FRN 07 MAY 2026 144A
  • 1.77% JAPANESE GOVT IL CPI10Y #20 0.1% 10 MAR 2025 144A
  • 1.67% G2SF MA1376