Fact sheet: GS Gbl Strat IncBd Pfl

Fund information

Fund name
GS Global Strategic Income Bond Portfolio R GBP Hedged
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager
Team Managed
since 28/03/2011
Fund objective
The Portfolio seeks to provide income and capital growth over the longer term. The Portfolio will mostly invest in publicly traded securities, currencies and financial derivative instruments, mostly in the global fixed income and currency markets. The Portfolio may invest in convertible (securities that can be converted into other type of securities). These convertibles may include contingent convertible bonds ("CoCos") of banks, finance and insurance companies which have a particular risk profile as set out below.
Benchmark
3 M Libor USD
Investment style
Strategic Investment
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

1.45 %

1 Year rank in sector

-

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 4.4 b

FE Risk score

21

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    73.59%
  • Cayman Islands
    16.54%
  • Money Market
    7.91%
  • Czech Republic
    6.12%
  • Sweden
    5.95%
  • Government Bonds
    41.42%
  • Asset/Mortgage-Backed Securities
    40.23%
  • Corporate Bonds
    9.5%
  • Money Market
    7.1%
  • Local Government Bonds
    1.23%
  • Japanese Government Fixed Interest
    26.11%
  • US Fixed Interest
    23.27%
  • American Emerging Fixed Interest
    16.54%
  • US Government Fixed Interest
    9.37%
  • Money Market
    7.91%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.48 %-0.27 %1.45 %-0.79 %0 %
Sector-0.03 %2.24 %1.94 %6.16 %9.66 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund0.16 %1.93 %-0.93 %-0.26 %7.39 %
Sector3.33 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.04
Beta0.13
Sharpe-0
Volatility2.98
Tracking error3.78
Information ratio-0.41
R-Squared0.01

Price movement

52 week high102.08
52 week low98.72
Current bid price0
Current offer price0
Current mid price99.75

Holdings by region

  • 73.59% USA
  • 16.54% Cayman Islands
  • 7.91% Money Market
  • 6.12% Czech Republic
  • 5.95% Sweden
  • 5.48% Poland
  • 3.31% Indonesia
  • 3.27% Argentina
  • 2.84% Norway
  • 2.75% India

Holdings by sector

  • 41.42% Government Bonds
  • 40.23% Asset/Mortgage-Backed Securities
  • 9.5% Corporate Bonds
  • 7.1% Money Market
  • 1.23% Local Government Bonds
  • 0.81% Cash Funds
  • 0.54% Government Agency Bonds
  • 0.22% Forwards
  • 0.08% Options
  • 0.02% Energy

Holdings by asset type

  • 26.11% Japanese Government Fixed Interest
  • 23.27% US Fixed Interest
  • 16.54% American Emerging Fixed Interest
  • 9.37% US Government Fixed Interest
  • 7.91% Money Market
  • 4.72% US Corporate Fixed Interest
  • 2.53% American Emerging Government Fixed Interest
  • 1.5% Indonesian Government Fixed Interest
  • 1.18% African Government Fixed Interest
  • 1.09% American Emerging Corporate Fixed Interest

Individual holdings

  • 11.4% JAPAN(GOVERNMENT OF) 0% BDS 13/02/18 JPY50000
  • 4.54% JAPAN(GOVERNMENT OF) 0% BDS 30/10/17 JPY50000 698
  • 4.15% JAPANESE GOVT T-BILL #695 16 OCT 2017 144A
  • 2.78% JAPANESE GOVT IL CPI10Y #21 0.1% 10 MAR 2026 144A
  • 2.77% JAPAN(GOVERNMENT OF) 0% TB 23/10/17 JPY50000
  • 1.99% MORTGAGE REPURCHASE AGREEMENT FRN 12/08/19 USD100000
  • 1.81% UNITED STATES OF AMER TREAS NOTES 2.25% BDS 15/11/25 USD100
  • 1.59% US I/L 0.125%/13-15.04.2018
  • 1.18% MIDOCEAN CREDIT CLO A 2014-3A FRN 21 JUL 2026 144A
  • 1.16% UNITED STATES OF AMER TREAS BONDS 2.875% BDS 15/11/46 USD100