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(s)
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

-0.56 %

1 Year rank in sector

-

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 445.3 m

FE Risk score

19

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • EU
    79.62%
  • Cayman Islands
    10.44%
  • France
    5.83%
  • Germany
    5.59%
  • Italy
    4.01%
  • Government Bonds
    36.07%
  • Asset/Mortgage-Backed Securities
    32.76%
  • Corporate Bonds
    17.6%
  • Government Agency Bonds
    8.78%
  • Money Market
    2.62%
  • US Fixed Interest
    22.11%
  • Japanese Government Fixed Interest
    19.52%
  • American Emerging Fixed Interest
    10.44%
  • US Corporate Fixed Interest
    9.95%
  • German Government Fixed Interest
    5.14%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.19 %0.28 %-0.56 %7.33 %0 %
Sector0.11 %1.66 %1.73 %6.22 %9.18 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund1.33 %3.73 %1.29 %5.77 %1.09 %
Sector3.47 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.89
Beta0.67
Sharpe-0
Volatility2.35
Tracking error1.77
Information ratio0.12
R-Squared0.57

Price movement

52 week high10.96
52 week low10.5
Current bid price0
Current offer price0
Current mid price10.7

Holdings by region

  • 79.62% EU
  • 10.44% Cayman Islands
  • 5.83% France
  • 5.59% Germany
  • 4.01% Italy
  • 2.66% Money Market
  • 2.38% Spain
  • 0.96% Belgium
  • 0.91% Netherlands
  • 0.56% Switzerland

Holdings by sector

  • 36.07% Government Bonds
  • 32.76% Asset/Mortgage-Backed Securities
  • 17.6% Corporate Bonds
  • 8.78% Government Agency Bonds
  • 2.62% Money Market
  • 1.55% Local Government Bonds
  • 0.62% Forwards
  • 0.27% Fixed Interest
  • 0.06% Options
  • 0.05% Cash Funds

Holdings by asset type

  • 22.11% US Fixed Interest
  • 19.52% Japanese Government Fixed Interest
  • 10.44% American Emerging Fixed Interest
  • 9.95% US Corporate Fixed Interest
  • 5.14% German Government Fixed Interest
  • 4.7% French Government Fixed Interest
  • 3.61% Italian Government Fixed Interest
  • 3.39% US Government Fixed Interest
  • 2.66% Money Market
  • 2.39% Canadian Government Fixed Interest

Individual holdings

  • 2.62% JAPAN(GOVERNMENT OF) 1.1% TB 20/03/21 JPY100000 `314`
  • 2.23% JAPAN(GOVERNMENT OF) 1.4% BDS 20/09/34 JPY1000
  • 2.18% G2SF MA4511
  • 1.96% FMS WERTMANAGEMENT 0% BDS 22/05/20 EUR1000
  • 1.91% JAPANESE GOVT IL CPI10Y #21 0.1% 10 MAR 2026 144A
  • 1.59% JAPANESE GOVT IL CPI10Y #20 0.1% 10 MAR 2025 144A
  • 1.57% G2SF MA4452
  • 1.48% FRANCE(GOVT OF) 3.5% BDS 25/04/26 EUR1
  • 1.42% JAPAN(GOVERNMENT OF) 0% BDS 18/12/17 JPY50000
  • 1.29% JAPAN(GOVERNMENT OF) 0.3% BDS 20/03/18 JPY50000