Fact sheet: GS Gbl HiYld Pfl

Fund information

Fund name
GS Global High Yield Portfolio R GBP Hedged
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager
Team Managed
since 27/01/1998
Fund objective
The Portfolio seeks to provide income and capital growth over the longer term. The Portfolio will mostly invest in below investment grade fixed income securities of North American and European companies (including those securities issued by issuing entities based in offshore centres from where corporate fixed income securities may be issued). Such companies are either based in or earn most of their profits or revenues from North America and/or Europe. The Portfolio may also invest in below investment grade fixed income securities of companies which are based anywhere in the world.
Benchmark
Bloomberg Barclays Cap US High Yield 2% Issuer Capped Bond Index
Investment style
High Yield
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

8.34 %

1 Year rank in sector

-

Sector

FO Fixed Int - Global High Yield

Yield
-
Fund size

£ 5.3 b

FE Risk score

45

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    76.03%
  • Canada
    4.41%
  • Money Market
    4.23%
  • Luxembourg
    3.52%
  • Italy
    3.04%
  • Corporate Bonds
    94.96%
  • Cash Funds
    5.34%
  • US Equities
    0.79%
  • Energy
    0.19%
  • Communications
    0.01%
  • US Corporate Fixed Interest
    74.84%
  • Canadian Corporate Fixed Interest
    4.41%
  • Money Market
    4.23%
  • Luxembourg Corporate Fixed Interest
    3.52%
  • Italian Corporate Fixed Interest
    3.04%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.9 %3.29 %8.34 %10.7 %0 %
Sector0.52 %2.98 %7.01 %11.04 %24.69 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund5.02 %13.3 %-4.9 %1.88 %8.38 %
Sector4.62 %11.43 %-2.49 %1.36 %5.18 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-1.06
Beta1.27
Sharpe-0
Volatility6.14
Tracking error1.81
Information ratio-0.14
R-Squared0.96

Price movement

52 week high10.1
52 week low9.51
Current bid price0
Current offer price0
Current mid price10.04

Holdings by region

  • 76.03% USA
  • 4.41% Canada
  • 4.23% Money Market
  • 3.52% Luxembourg
  • 3.04% Italy
  • 2.29% UK
  • 1.42% France
  • 1.04% Jamaica
  • 0.76% Netherlands
  • 0.69% Ireland

Holdings by sector

  • 94.96% Corporate Bonds
  • 5.34% Cash Funds
  • 0.79% US Equities
  • 0.19% Energy
  • 0.01% Communications
  • 0% Cyclical Consumer Goods
  • 0% Futures
  • 0% Non-Cyclical Consumer Goods
  • 0% Others
  • -0% Forwards

Holdings by asset type

  • 74.84% US Corporate Fixed Interest
  • 4.41% Canadian Corporate Fixed Interest
  • 4.23% Money Market
  • 3.52% Luxembourg Corporate Fixed Interest
  • 3.04% Italian Corporate Fixed Interest
  • 2.29% UK Corporate Fixed Interest
  • 1.42% French Corporate Fixed Interest
  • 1.04% American Emerging Corporate Fixed Interest
  • 0.9% US Equities
  • 0.76% Dutch Corporate Fixed Interest

Individual holdings

  • 1.06% MGM RESORTS INTL 8.625% BDS 01/02/19 USD1000
  • 0.83% SPRINT CORP 7.875% BDS 15/09/23 USD2000
  • 0.8% TELECOM ITALIA CAPITAL 7.721% BDS 04/06/38 USD1000
  • 0.79% ISHARES IBOXX USD HIGH YIELD CORPORATE BOND
  • 0.75% HCA INC 5% BDS 15/03/24 USD2000
  • 0.74% VALEANT PHARMACEUTICALS INTL INC 5.375% BDS 29/02/20 USD2000
  • 0.72% ALTICE FINANCING SA 7.5% BDS 15/05/26 USD200000 144A
  • 0.69% WESTERN DIGITAL CORP 10.5% BDS 01/04/24 USD2000
  • 0.68% ALTICE US FINANCE I CORP 5.5% BDS 15/05/26 USD200000
  • 0.68% HCA INC 6.5% BDS 15/02/20 USD2000