Fact sheet: GS Gbl Strat Mcr Bd Pfl

Fund information

Fund name
GS Global Strategic Macro Bond Portfolio R Acc
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 01/12/1993
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
LIBOR USD 3 month
Investment style
Macro
Investment method
Fixed Interest

Quick stats

1 Year return

1.97 %

1 Year rank in sector

-

Sector

FO Hedge/Stru Prod - Fixed Int

Yield
-
Fund size

£ 2.1 b

FE Risk score

27

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    78.12%
  • Sweden
    13.02%
  • Money Market
    11.75%
  • Poland
    8.26%
  • Argentina
    6.47%
  • Government Bonds
    66.3%
  • Government Agency Bonds
    12.87%
  • Asset/Mortgage-Backed Securities
    8.71%
  • Money Market
    7.75%
  • Cash Funds
    4%
  • US Government Fixed Interest
    40.51%
  • Japanese Government Fixed Interest
    20.86%
  • Money Market
    11.75%
  • US Fixed Interest
    8.71%
  • South African Government Fixed Interest
    6.48%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.18 %-0.23 %1.97 %5.66 %0 %
Sector0.04 %0.74 %2.74 %-11.25 %-15.14 %
Rank within sector28 / 3125 / 31 / / /
Quartile th4 th4 th th th th

Calendar performance

YTD-20172016201520142013
Fund0.72 %0 %0 %0 %0 %
Sector2.27 %1.7 %-14.45 %0.63 %-5.68 %
Rank within sector21 / 30 / / / /
Quartile th3 rd th th th th

Risk statistics

Alpha1.98
Beta-0.01
Sharpe-0
Volatility3.16
Tracking error7.18
Information ratio0.84
R-Squared0

Price movement

52 week high102.78
52 week low99.61
Current bid price0
Current offer price0
Current mid price100.71

Holdings by region

  • 78.12% USA
  • 13.02% Sweden
  • 11.75% Money Market
  • 8.26% Poland
  • 6.47% Argentina
  • 6.01% India
  • 5.81% Indonesia
  • 5.6% Norway
  • 4.54% Czech Republic
  • 4.24% Brazil

Holdings by sector

  • 66.3% Government Bonds
  • 12.87% Government Agency Bonds
  • 8.71% Asset/Mortgage-Backed Securities
  • 7.75% Money Market
  • 4% Cash Funds
  • 0.27% Options
  • 0.05% Forwards
  • 0.04% Derivatives
  • 0% Alternative Investment Strategies
  • 0% Futures

Holdings by asset type

  • 40.51% US Government Fixed Interest
  • 20.86% Japanese Government Fixed Interest
  • 11.75% Money Market
  • 8.71% US Fixed Interest
  • 6.48% South African Government Fixed Interest
  • 5.38% Russian Government Fixed Interest
  • 3.51% American Emerging Government Fixed Interest
  • 1.21% Hungarian Government Fixed Interest
  • 0.77% Brazilian Government Fixed Interest
  • 0.45% Mexican Government Fixed Interest

Individual holdings

  • 11.75% FEDERAL HOME LOAN BANKS 0% NTS 10/11/17 USD1000
  • 11.73% UNITED STATES OF AMER TREAS BILLS 0% TB 14/12/17 USD100
  • 8.06% JAPAN(GOVERNMENT OF) 0% BDS 18/12/17 JPY50000
  • 7.02% JAPAN(GOVERNMENT OF) 0% BDS 13/02/18 JPY50000
  • 4.91% JAPANESE GOVT IL CPI10Y #21 0.1% 10 MAR 2026 144A
  • 3.15% UNITED STATES OF AMER TREAS NOTES 0.625% NTS 15/01/26 USD100
  • 2.82% UNITED STATES OF AMER TREAS BILLS 0% TB 09/11/17 USD1
  • 2.65% RUSSIAN FEDERATION MINISTRY FINANCE 7.7% BDS 23/03/33 RUB1000
  • 2.18% SOUTH AFRICA(REPUBLIC OF) 8.5% BDS 31/01/37 ZAR1
  • 1.99% UNITED STATES OF AMER TREAS STRIP 0% TB 15/08/36 USD1000