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

6.43 %

1 Year rank in sector

71/306

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 119.7 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    25.22%
  • Japan
    17.22%
  • Cayman Islands
    8.92%
  • Germany
    8.88%
  • EU
    6.62%
  • Government Bonds
    31.07%
  • Asset/Mortgage-Backed Securities
    30.52%
  • Corporate Bonds
    19.87%
  • Government Agency Bonds
    11.77%
  • Mortgage & Secured Bonds
    2.33%
  • US Fixed Interest
    21.36%
  • Japanese Government Fixed Interest
    16.52%
  • US Corporate Fixed Interest
    11.36%
  • American Emerging Fixed Interest
    8.92%
  • German Government Fixed Interest
    8.13%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.26 %3.27 %6.43 %6.65 %4.93 %
Sector0.19 %1.45 %3.49 %6.08 %8.88 %
Rank within sector55 / 34253 / 32771 / 30698 / 240123 / 183
Quartile th1 st1 st1 st2 nd3 rd

Calendar performance

YTD-20182017201620152014
Fund0.77 %7.03 %2.22 %-3.47 %-0.71 %
Sector0.26 %3.67 %4.59 %-1.64 %3.66 %
Rank within sector74 / 34266 / 303181 / 270184 / 239185 / 207
Quartile th1 st1 st3 rd4 th4 th

Risk statistics

Alpha-0.63
Beta1.17
Sharpe-0
Volatility4.64
Tracking error3.5
Information ratio-0.09
R-Squared0.44

Price movement

52 week high10.43
52 week low9.68
Current bid price0
Current offer price0
Current mid price10.43

Holdings by region

  • 25.22% USA
  • 17.22% Japan
  • 8.92% Cayman Islands
  • 8.88% Germany
  • 6.62% EU
  • 4.97% UK
  • 4.46% France
  • 2.88% Italy
  • 2.56% Spain
  • 2.5% Canada

Holdings by sector

  • 31.07% Government Bonds
  • 30.52% Asset/Mortgage-Backed Securities
  • 19.87% Corporate Bonds
  • 11.77% Government Agency Bonds
  • 2.33% Mortgage & Secured Bonds
  • 2.19% Local Government Bonds
  • 1.22% Fixed Interest
  • 0.72% Money Market
  • 0.54% Cash Funds
  • 0.06% Forwards

Holdings by asset type

  • 21.36% US Fixed Interest
  • 16.52% Japanese Government Fixed Interest
  • 11.36% US Corporate Fixed Interest
  • 8.92% American Emerging Fixed Interest
  • 8.13% German Government Fixed Interest
  • 3.52% French Government Fixed Interest
  • 3.41% US Government Fixed Interest
  • 2.5% Italian Government Fixed Interest
  • 2.33% Norwegian Fixed Interest
  • 1.89% Spanish Government Fixed Interest

Individual holdings

  • 4.72% JAPAN(GOVERNMENT OF) 0.1% BDS 20/06/19 JPY50000
  • 2.33% DNB BOLIGKREDITT AS 1% BDS 22/01/18 EUR1000
  • 2.25% JAPAN(GOVERNMENT OF) 1.7% BDS 20/06/33 JPY1000
  • 2.12% FMS WERTMANAGEMENT 13 NOV 2020 REGS
  • 2.11% JAPAN(GOVERNMENT OF) 1.4% BDS 20/09/34 JPY1000
  • 2.02% FMS WERTMANAGEMENT 0% BDS 22/05/20 EUR1000
  • 1.93% BUONI POLIENNALI DEL TES 2.05% BDS 01/08/27 EUR1000
  • 1.84% SHACKLETON CLO LTD 2017- FRN 07 MAY 2026 144A
  • 1.83% JAPANESE GOVT IL CPI10Y #21 0.1% 10 MAR 2026 144A
  • 1.74% G2SF 4.00 01/18