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(s)
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

7.37 %

1 Year rank in sector

-

Sector

FO Fixed Int - Global High Yield

Yield
-
Fund size

£ 5.3 b

FE Risk score

44

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    75.59%
  • Canada
    4.95%
  • Italy
    4.12%
  • Luxembourg
    3.54%
  • Money Market
    2.82%
  • Corporate Bonds
    97.09%
  • Cash Funds
    4.16%
  • Energy
    0.18%
  • Communications
    0.01%
  • Options
    0.01%
  • US Corporate Fixed Interest
    75.12%
  • Canadian Corporate Fixed Interest
    4.95%
  • Italian Corporate Fixed Interest
    4.12%
  • Luxembourg Corporate Fixed Interest
    3.54%
  • Money Market
    2.82%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.89 %1.32 %7.37 %11.4 %0 %
Sector-0.47 %1.53 %6.8 %12.54 %24.41 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund4.71 %13.3 %-4.9 %1.88 %8.38 %
Sector4.64 %11.43 %-2.49 %1.36 %5.18 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-1.46
Beta1.28
Sharpe0
Volatility5.9
Tracking error1.81
Information ratio-0.24
R-Squared0.95

Price movement

52 week high10.12
52 week low9.51
Current bid price0
Current offer price0
Current mid price10.01

Holdings by region

  • 75.59% USA
  • 4.95% Canada
  • 4.12% Italy
  • 3.54% Luxembourg
  • 2.82% Money Market
  • 1.55% UK
  • 1.42% France
  • 1.03% Jamaica
  • 1.03% Ireland
  • 0.76% Japan

Holdings by sector

  • 97.09% Corporate Bonds
  • 4.16% Cash Funds
  • 0.18% Energy
  • 0.01% Communications
  • 0.01% Options
  • 0% Cyclical Consumer Goods
  • 0% Forwards
  • 0% Futures
  • 0% Non-Cyclical Consumer Goods
  • 0% Others

Holdings by asset type

  • 75.12% US Corporate Fixed Interest
  • 4.95% Canadian Corporate Fixed Interest
  • 4.12% Italian Corporate Fixed Interest
  • 3.54% Luxembourg Corporate Fixed Interest
  • 2.82% Money Market
  • 1.55% UK Corporate Fixed Interest
  • 1.42% French Corporate Fixed Interest
  • 1.03% American Emerging Corporate Fixed Interest
  • 1.03% Irish Corporate Fixed Interest
  • 0.76% Japanese Corporate Fixed Interest

Individual holdings

  • 1.07% MGM RESORTS INTL 8.625% BDS 01/02/19 USD1000
  • 1.04% WIND TRE S.P.A. 5% BDS 20/01/26 USD200000
  • 0.82% TELECOM ITALIA CAPITAL 7.721% BDS 04/06/38 USD1000
  • 0.76% SOFTBANK GROUP CORP 5.125% BDS 19/09/27 USD200000
  • 0.74% ALTICE FINANCING SA 7.5% BDS 15/05/26 USD200000 144A
  • 0.74% HCA INC 5% BDS 15/03/24 USD2000
  • 0.72% HCA INC 6.5% BDS 15/02/20 USD2000
  • 0.7% CSC HLDGS INC 5.5% BDS 15/04/27 USD1000
  • 0.68% ALTICE US FINANCE I CORP 5.5% BDS 15/05/26 USD200000
  • 0.67% WESTERN DIGITAL CORP 10.5% BDS 01/04/24 USD2000