Fact sheet: GS Gbl Strat Mcr Bd Pfl

Fund information

Fund name
GS Global Strategic Macro Bond Portfolio P 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

2.18 %

1 Year rank in sector

18/30

Sector

FO Hedge/Stru Prod - Fixed Int

Yield
-
Fund size

£ 2.2 b

FE Risk score

25

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    70.65%
  • Sweden
    9.92%
  • Czech Republic
    9.61%
  • Money Market
    9.01%
  • Poland
    8.75%
  • Government Bonds
    64.69%
  • Government Agency Bonds
    17.88%
  • Asset/Mortgage-Backed Securities
    8.71%
  • Money Market
    6.29%
  • Cash Funds
    2.72%
  • US Government Fixed Interest
    46.15%
  • Japanese Government Fixed Interest
    20.71%
  • Money Market
    9.01%
  • US Fixed Interest
    8.71%
  • Russian Government Fixed Interest
    5.44%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.14 %0.56 %2.18 %0 %0 %
Sector0.27 %1.21 %2.75 %-10.67 %-14.69 %
Rank within sector25 / 3219 / 3318 / 30 / /
Quartile th4 th3 rd3 rd th th

Calendar performance

YTD-20172016201520142013
Fund1.44 %3.12 %2.6 %0 %0 %
Sector2.19 %1.7 %-14.45 %0.63 %-5.68 %
Rank within sector23 / 3214 / 296 / 26 / /
Quartile th3 rd2 nd1 st th th

Price movement

52 week high108.06
52 week low103.53
Current bid price0
Current offer price0
Current mid price106.82

Holdings by region

  • 70.65% USA
  • 9.92% Sweden
  • 9.61% Czech Republic
  • 9.01% Money Market
  • 8.75% Poland
  • 5.55% South Africa
  • 4.62% India
  • 4.57% Argentina
  • 4.42% Indonesia
  • 4.11% UK

Holdings by sector

  • 64.69% Government Bonds
  • 17.88% Government Agency Bonds
  • 8.71% Asset/Mortgage-Backed Securities
  • 6.29% Money Market
  • 2.72% Cash Funds
  • 0.19% Options
  • 0% Alternative Investment Strategies
  • 0% Futures
  • -0.19% Derivatives
  • -0.3% Forwards

Holdings by asset type

  • 46.15% US Government Fixed Interest
  • 20.71% Japanese Government Fixed Interest
  • 9.01% Money Market
  • 8.71% US Fixed Interest
  • 5.44% Russian Government Fixed Interest
  • 5.31% South African Government Fixed Interest
  • 2.4% American Emerging Government Fixed Interest
  • 1.15% Hungarian Government Fixed Interest
  • 0.95% Brazilian Government Fixed Interest
  • 0.46% Mexican Government Fixed Interest

Individual holdings

  • 11.45% FEDERAL HOME LOAN BANKS 0% NTS 10/11/17 USD1000
  • 11.44% UNITED STATES OF AMER TREAS BILLS 0% TB 14/12/17 USD100
  • 7.94% JAPAN(GOVERNMENT OF) 0% BDS 18/12/17 JPY50000
  • 6.91% JAPAN(GOVERNMENT OF) 0% BDS 13/02/18 JPY50000
  • 5.21% FEDERAL HOME LOAN BANKS 0% TB 06/10/17 USD100000
  • 4.79% JAPANESE GOVT IL CPI10Y #21 0.1% 10 MAR 2026 144A
  • 4.39% UNITED STATES OF AMER TREAS NOTES 0.625% NTS 15/01/26 USD100
  • 2.75% UNITED STATES OF AMER TREAS BILLS 0% TB 09/11/17 USD1
  • 2.73% RUSSIAN FEDERATION MINISTRY FINANCE 7.7% BDS 23/03/33 RUB1000
  • 1.95% UNITED STATES OF AMER TREAS STRIP 0% TB 15/08/36 USD1000