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

1.57 %

1 Year rank in sector

18/33

Sector

FO Hedge/Stru Prod - Fixed Int

Yield
-
Fund size

£ 2.1 b

FE Risk score

28

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    61.78%
  • Sweden
    17.68%
  • Norway
    16.16%
  • Money Market
    14.75%
  • India
    10.58%
  • Government Bonds
    72.03%
  • Money Market
    9.64%
  • Asset/Mortgage-Backed Securities
    8.24%
  • Fixed Interest
    7.16%
  • Cash Funds
    5.11%
  • Japanese Government Fixed Interest
    19.73%
  • UK Gilts
    19.65%
  • Money Market
    14.75%
  • US Government Fixed Interest
    11.82%
  • South African Government Fixed Interest
    9.79%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.59 %0.07 %1.77 %9.57 %0 %
Sector0.51 %0.88 %2.89 %-10.44 %-15.49 %
Rank within sector3 / 3225 / 3418 / 33 / /
Quartile th1 st3 rd3 rd th th

Calendar performance

YTD-20182017201620152014
Fund1.47 %0.84 %0 %0 %0 %
Sector0.52 %2.22 %1.7 %-14.45 %0.63 %
Rank within sector5 / 2719 / 33 / / /
Quartile th1 st3 rd th th th

Risk statistics

Alpha2.06
Beta-0.01
Sharpe-0
Volatility3.11
Tracking error7.14
Information ratio0.85
R-Squared0

Price movement

52 week high102.78
52 week low99.9
Current bid price0
Current offer price0
Current mid price102.03

Holdings by region

  • 61.78% USA
  • 17.68% Sweden
  • 16.16% Norway
  • 14.75% Money Market
  • 10.58% India
  • 8.3% Indonesia
  • 8.16% Poland
  • 7.54% Argentina
  • 7.16% International
  • 5.62% New Zealand

Holdings by sector

  • 72.03% Government Bonds
  • 9.64% Money Market
  • 8.24% Asset/Mortgage-Backed Securities
  • 7.16% Fixed Interest
  • 5.11% Cash Funds
  • 0.71% Government Agency Bonds
  • 0% Alternative Investment Strategies
  • 0% Futures
  • -0.07% Options
  • -0.95% Forwards

Holdings by asset type

  • 19.73% Japanese Government Fixed Interest
  • 19.65% UK Gilts
  • 14.75% Money Market
  • 11.82% US Government Fixed Interest
  • 9.79% South African Government Fixed Interest
  • 8.24% US Fixed Interest
  • 7.16% Supranational Fixed Interest
  • 5.58% Russian Government Fixed Interest
  • 5.02% American Emerging Government Fixed Interest
  • 0.72% Brazilian Government Fixed Interest

Individual holdings

  • 18.5% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 29/01/18 GBP1
  • 8.17% JAPAN(GOVERNMENT OF) 0% BDS 19/03/18 JPY50000
  • 7.11% JAPAN(GOVERNMENT OF) 0% BDS 13/02/18 JPY50000
  • 5.94% EUROPEAN INVESTMENT BANK 2.625% MTN 15/03/18 EUR1000
  • 3.65% JAPANESE GOVT IL CPI10Y #21 0.1% 10 MAR 2026 144A
  • 3.19% UNITED STATES OF AMER TREAS NOTES 0.625% NTS 15/01/26 USD100
  • 2.99% SOUTH AFRICA(REPUBLIC OF) 8.5% BDS 31/01/37 ZAR1
  • 2.73% RUSSIAN FEDERATION MINISTRY FINANCE 7.7% BDS 23/03/33 RUB1000
  • 2.15% SOUTH AFRICA(REPUBLIC OF) 8% BDS 31/01/30 ZAR1
  • 2.05% UNITED STATES OF AMER TREAS STRIP 0% TB 15/08/36 USD1000