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
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

3.45 %

1 Year rank in sector

13/26

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
    94.86%
  • Money Market
    15.22%
  • Czech Republic
    9.36%
  • Poland
    8.19%
  • Sweden
    6.64%
  • Government Bonds
    61.72%
  • Government Agency Bonds
    14.88%
  • Asset/Mortgage-Backed Securities
    8.89%
  • Cash Funds
    8.57%
  • Money Market
    6.65%
  • US Government Fixed Interest
    43.1%
  • Japanese Government Fixed Interest
    18.27%
  • Money Market
    15.22%
  • US Fixed Interest
    8.89%
  • Russian Government Fixed Interest
    5.45%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.38 %0.16 %3.45 %0 %0 %
Sector-0.15 %1.44 %3.54 %-11.92 %-14.68 %
Rank within sector20 / 2823 / 2913 / 26 / /
Quartile th3 rd4 th2 nd th th

Calendar performance

YTD-20172016201520142013
Fund1.88 %3.12 %2.6 %0 %0 %
Sector1.91 %1.7 %-14.45 %0.63 %-5.68 %
Rank within sector19 / 2813 / 266 / 24 / /
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 price107.28

Holdings by region

  • 94.86% USA
  • 15.22% Money Market
  • 9.36% Czech Republic
  • 8.19% Poland
  • 6.64% Sweden
  • 4.1% India
  • 3.82% Norway
  • 3.01% Russia
  • 2.62% Indonesia
  • 2.51% Argentina

Holdings by sector

  • 61.72% Government Bonds
  • 14.88% Government Agency Bonds
  • 8.89% Asset/Mortgage-Backed Securities
  • 8.57% Cash Funds
  • 6.65% Money Market
  • 0.22% Options
  • 0% Alternative Investment Strategies
  • 0% Futures
  • -0.22% Forwards
  • -0.7% Derivatives

Holdings by asset type

  • 43.1% US Government Fixed Interest
  • 18.27% Japanese Government Fixed Interest
  • 15.22% Money Market
  • 8.89% US Fixed Interest
  • 5.45% Russian Government Fixed Interest
  • 3.79% South African Government Fixed Interest
  • 2.41% American Emerging Government Fixed Interest
  • 2.34% Hungarian Government Fixed Interest
  • 1.24% Brazilian Government Fixed Interest
  • 0.01% Mexican Government Fixed Interest

Individual holdings

  • 12.13% UNITED STATES OF AMER TREAS BILLS 0% BDS 14/09/17 USD100
  • 11.65% FEDERAL HOME LOAN BANKS 0% NTS 10/11/17 USD1000
  • 7.2% JAPAN(GOVERNMENT OF) 0% BDS 13/02/18 JPY50000
  • 4.98% JAPANESE GOVT T-BILL #689 19 SEP 2017 144A
  • 4.97% JAPANESE GOVT IL CPI10Y #21 0.1% 10 MAR 2026 144A
  • 3.27% UNITED STATES OF AMER TREAS NOTES 0.625% NTS 15/01/26 USD100
  • 2.8% UNITED STATES OF AMER TREAS BILLS 0% TB 09/11/17 USD1
  • 2.71% RUSSIAN FEDERATION MINISTRY FINANCE 7.7% BDS 23/03/33 RUB1000
  • 2.04% UNITED STATES OF AMER TREAS STRIP 0% TB 15/08/36 USD1000
  • 1.98% FEDERAL HOME LOAN BANK SYSTEM 08 SEP 2017