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

0.89 %

1 Year rank in sector

-

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 122.7 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    23.55%
  • Japan
    17.08%
  • Cayman Islands
    9.33%
  • EU
    8.94%
  • Germany
    8.25%
  • Asset/Mortgage-Backed Securities
    32.73%
  • Government Bonds
    30.89%
  • Corporate Bonds
    19.65%
  • Government Agency Bonds
    11.3%
  • Cash Funds
    2.7%
  • US Fixed Interest
    23.15%
  • Japanese Government Fixed Interest
    16.04%
  • US Corporate Fixed Interest
    10.8%
  • American Emerging Fixed Interest
    9.33%
  • German Government Fixed Interest
    7.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.87 %3.33 %0.89 %1.89 %1.88 %
Sector0.07 %1.69 %1.99 %6.25 %9.26 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund6 %2.22 %-3.47 %-0.71 %-1.3 %
Sector3.5 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-1.59
Beta1.17
Sharpe-0
Volatility4.68
Tracking error3.54
Information ratio-0.37
R-Squared0.44

Price movement

52 week high10.42
52 week low9.57
Current bid price0
Current offer price0
Current mid price10.25

Holdings by region

  • 23.55% USA
  • 17.08% Japan
  • 9.33% Cayman Islands
  • 8.94% EU
  • 8.25% Germany
  • 5.02% UK
  • 4.41% France
  • 4.03% Italy
  • 2.55% Canada
  • 2.49% Money Market

Holdings by sector

  • 32.73% Asset/Mortgage-Backed Securities
  • 30.89% Government Bonds
  • 19.65% Corporate Bonds
  • 11.3% Government Agency Bonds
  • 2.7% Cash Funds
  • 2.1% Local Government Bonds
  • 1.31% Fixed Interest
  • 0.01% Options
  • 0% Futures
  • -0.05% Forwards

Holdings by asset type

  • 23.15% US Fixed Interest
  • 16.04% Japanese Government Fixed Interest
  • 10.8% US Corporate Fixed Interest
  • 9.33% American Emerging Fixed Interest
  • 7.8% German Government Fixed Interest
  • 4.04% US Government Fixed Interest
  • 3.49% Italian Government Fixed Interest
  • 3.19% French Government Fixed Interest
  • 2.49% Money Market
  • 1.84% Spanish Government Fixed Interest

Individual holdings

  • 4.59% JAPAN(GOVERNMENT OF) 0.1% BDS 20/06/19 JPY50000
  • 2.96% ITALY(REPUBLIC OF) 2.15% NTS 12/11/17 EUR1000
  • 2.2% JAPAN(GOVERNMENT OF) 1.7% BDS 20/06/33 JPY1000
  • 2.05% JAPAN(GOVERNMENT OF) 1.4% BDS 20/09/34 JPY1000
  • 2.03% FMS WERTMANAGEMENT 13 NOV 2020 REGS
  • 1.95% JAPANESE GOVT IL CPI10Y #21 0.1% 10 MAR 2026 144A
  • 1.93% FMS WERTMANAGEMENT 0% BDS 22/05/20 EUR1000
  • 1.79% SHACKLETON CLO LTD 2017- FRN 07 MAY 2026 144A
  • 1.77% G2SF MA4452
  • 1.72% JAPANESE GOVT IL CPI10Y #20 0.1% 10 MAR 2025 144A