Fact sheet: GS Gbl Fxd Inc Pfl Hgd

Fund information

Fund name
GS Global Fixed Income Portfolio (Hedged) R GBP Hedged
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager
Team Managed
since 17/12/2001
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 Global Aggregate Bond Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

-1.02 %

1 Year rank in sector

-

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 442.3 m

FE Risk score

19

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • EU
    80.03%
  • Cayman Islands
    9.25%
  • International
    5.53%
  • France
    5.52%
  • Italy
    4.81%
  • Government Bonds
    37.96%
  • Asset/Mortgage-Backed Securities
    34%
  • Corporate Bonds
    18.29%
  • Fixed Interest
    5.53%
  • Government Agency Bonds
    4.42%
  • US Fixed Interest
    23.52%
  • Japanese Government Fixed Interest
    21.24%
  • US Corporate Fixed Interest
    11.23%
  • American Emerging Fixed Interest
    9.25%
  • Supranational Fixed Interest
    5.53%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.65 %1.23 %-1.02 %7.65 %0 %
Sector0.2 %2.71 %2.3 %5.55 %10.75 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund0.95 %3.73 %1.29 %5.77 %1.09 %
Sector2.91 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha1.48
Beta0.63
Sharpe-0
Volatility2.3
Tracking error1.82
Information ratio0.47
R-Squared0.57

Price movement

52 week high11.02
52 week low10.5
Current bid price0
Current offer price0
Current mid price10.66

Holdings by region

  • 80.03% EU
  • 9.25% Cayman Islands
  • 5.53% International
  • 5.52% France
  • 4.81% Italy
  • 2.61% Spain
  • 1.39% Germany
  • 1.12% Netherlands
  • 1.1% Belgium
  • 0.81% Canada

Holdings by sector

  • 37.96% Government Bonds
  • 34% Asset/Mortgage-Backed Securities
  • 18.29% Corporate Bonds
  • 5.53% Fixed Interest
  • 4.42% Government Agency Bonds
  • 1.6% Local Government Bonds
  • 1.1% Forwards
  • 0% Options
  • 0% Cash Funds
  • 0% Futures

Holdings by asset type

  • 23.52% US Fixed Interest
  • 21.24% Japanese Government Fixed Interest
  • 11.23% US Corporate Fixed Interest
  • 9.25% American Emerging Fixed Interest
  • 5.53% Supranational Fixed Interest
  • 4.25% French Government Fixed Interest
  • 3.99% Italian Government Fixed Interest
  • 2.7% US Government Fixed Interest
  • 2.47% UK Gilts
  • 2.45% Canadian Government Fixed Interest

Individual holdings

  • 2.86% JAPAN(GOVERNMENT OF) 1% BDS 20/09/20 JPY50000 SRS 310
  • 2.75% JAPAN(GOVERNMENT OF) 1.1% TB 20/03/21 JPY100000 `314`
  • 2.33% JAPAN(GOVERNMENT OF) 1.4% BDS 20/09/34 JPY1000
  • 2.13% EUROPEAN FINANCIAL STABILITY FACILT 1.25% MTN 22/01/19 EUR1000
  • 2% JAPANESE GOVT IL CPI10Y #21 0.1% 10 MAR 2026 144A
  • 1.88% G2SF MA4452
  • 1.88% G2SF MA4511
  • 1.67% JAPANESE GOVT IL CPI10Y #20 0.1% 10 MAR 2025 144A
  • 1.61% FRANCE(GOVT OF) 3.5% BDS 25/04/26 EUR1
  • 1.49% EUROPEAN INVESTMENT BANK 1.5% BDS 01/02/19 EUR1000