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

1.05 %

1 Year rank in sector

-

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 470.9 m

FE Risk score

20

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • EU
    77.15%
  • Cayman Islands
    9.49%
  • Germany
    5.55%
  • France
    5.18%
  • Italy
    2.75%
  • Government Bonds
    39.53%
  • Asset/Mortgage-Backed Securities
    29.72%
  • Corporate Bonds
    16.43%
  • Government Agency Bonds
    8.28%
  • Cash Funds
    2.84%
  • Japanese Government Fixed Interest
    25.2%
  • US Fixed Interest
    19.88%
  • American Emerging Fixed Interest
    9.49%
  • US Corporate Fixed Interest
    9.47%
  • German Government Fixed Interest
    4.87%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.57 %0.57 %1.05 %5.36 %13.85 %
Sector0.12 %1.45 %3.51 %6.01 %8.71 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20182017201620152014
Fund-0.19 %1.43 %3.73 %1.29 %5.77 %
Sector0.19 %3.67 %4.59 %-1.64 %3.66 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.64
Beta0.69
Sharpe-0
Volatility2.35
Tracking error1.69
Information ratio-0.01
R-Squared0.6

Price movement

52 week high10.75
52 week low10.5
Current bid price0
Current offer price0
Current mid price10.52

Holdings by region

  • 77.15% EU
  • 9.49% Cayman Islands
  • 5.55% Germany
  • 5.18% France
  • 2.75% Italy
  • 2.27% Spain
  • 2.25% Norway
  • 1.82% Money Market
  • 0.91% Belgium
  • 0.85% Netherlands

Holdings by sector

  • 39.53% Government Bonds
  • 29.72% Asset/Mortgage-Backed Securities
  • 16.43% Corporate Bonds
  • 8.28% Government Agency Bonds
  • 2.84% Cash Funds
  • 2.25% Mortgage & Secured Bonds
  • 1.46% Local Government Bonds
  • 0.58% Forwards
  • 0.17% Fixed Interest
  • 0.01% Options

Holdings by asset type

  • 25.2% Japanese Government Fixed Interest
  • 19.88% US Fixed Interest
  • 9.49% American Emerging Fixed Interest
  • 9.47% US Corporate Fixed Interest
  • 4.87% German Government Fixed Interest
  • 4.38% French Government Fixed Interest
  • 2.48% Italian Government Fixed Interest
  • 2.33% Canadian Government Fixed Interest
  • 2.25% Norwegian Fixed Interest
  • 2.17% UK Gilts

Individual holdings

  • 8.2% JAPAN(GOVERNMENT OF) 0% BDS 19/03/18 JPY50000
  • 2.44% JAPAN(GOVERNMENT OF) 1.1% TB 20/03/21 JPY100000 `314`
  • 2.39% G2SF 4.00 01/18
  • 2.25% DNB BOLIGKREDITT AS 1% BDS 22/01/18 EUR1000
  • 2.09% JAPAN(GOVERNMENT OF) 1.4% BDS 20/09/34 JPY1000
  • 1.86% FMS WERTMANAGEMENT 0% BDS 22/05/20 EUR1000
  • 1.76% G2SF MA4511
  • 1.63% JAPANESE GOVT IL CPI10Y #21 0.1% 10 MAR 2026 144A
  • 1.39% FRANCE(GOVT OF) 2.75% BDS 25/10/27 EUR1000
  • 1.21% JAPANESE GOVT IL CPI10Y #20 0.1% 10 MAR 2025 144A