Fact sheet: GS GblCrPflH

Fund information

Fund name
GS Global Credit Portfolio (Hedged) R GBP Hedged
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 26/01/2006
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 companies anywhere in the world.
Benchmark
Bloomberg Barclays Global Aggregate Corporate Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

1.26 %

1 Year rank in sector

-

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 1.3 b

FE Risk score

25

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • EU
    30.81%
  • USA
    15.4%
  • UK
    13.99%
  • Switzerland
    8.23%
  • Cayman Islands
    5.18%
  • Corporate Bonds
    86.59%
  • Asset/Mortgage-Backed Securities
    9.56%
  • Cash Funds
    1.43%
  • Government Bonds
    1.24%
  • Money Market
    0.81%
  • US Corporate Fixed Interest
    48.95%
  • UK Corporate Fixed Interest
    9.37%
  • American Emerging Fixed Interest
    5.18%
  • Swiss Corporate Fixed Interest
    4.61%
  • US Fixed Interest
    4.38%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.67 %1.92 %1.26 %9.28 %0 %
Sector0.11 %1.66 %1.73 %6.22 %9.18 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund3.82 %5.05 %-0.31 %6.79 %1.2 %
Sector3.47 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.55
Beta1.22
Sharpe-0
Volatility3.52
Tracking error1.48
Information ratio0.66
R-Squared0.85

Price movement

52 week high10.79
52 week low10.12
Current bid price0
Current offer price0
Current mid price10.59

Holdings by region

  • 30.81% EU
  • 15.4% USA
  • 13.99% UK
  • 8.23% Switzerland
  • 5.18% Cayman Islands
  • 3.94% France
  • 3.14% Japan
  • 2.74% Spain
  • 2.63% Netherlands
  • 2.62% Germany

Holdings by sector

  • 86.59% Corporate Bonds
  • 9.56% Asset/Mortgage-Backed Securities
  • 1.43% Cash Funds
  • 1.24% Government Bonds
  • 0.81% Money Market
  • 0.26% Local Government Bonds
  • 0.13% Forwards
  • 0.01% Options
  • 0% Futures
  • -0.02% Derivatives

Holdings by asset type

  • 48.95% US Corporate Fixed Interest
  • 9.37% UK Corporate Fixed Interest
  • 5.18% American Emerging Fixed Interest
  • 4.61% Swiss Corporate Fixed Interest
  • 4.38% US Fixed Interest
  • 3.94% French Corporate Fixed Interest
  • 3.14% Japanese Corporate Fixed Interest
  • 2.74% Spanish Corporate Fixed Interest
  • 2.63% Dutch Corporate Fixed Interest
  • 2.62% German Corporate Fixed Interest

Individual holdings

  • 1.11% CREDIT SUISSE GROUP AG 1.25% 17 JUL 2025-24 REGS
  • 0.86% AXA 6.463% 14 DEC 2049-18 REGS
  • 0.79% BECTON DICKINSON & CO 3.7% BDS 06/06/27 USD1000
  • 0.79% MIZUHO FINANCIAL GROUP 2.953% BDS 28/02/22 USD200000
  • 0.76% FCC AQUALIA 2.629% BDS 08/06/27 EUR1000000
  • 0.75% BARCLAYS PLC 3.684% BDS 10/01/23 USD1000
  • 0.75% PRICELINE GROUP INC (THE) 3.6% BDS 01/06/26 USD2000
  • 0.73% SOUND POINT CLO XI, A 2016-1A FRN 20 JUL 2028 144A
  • 0.66% NAVIENT STUDENT LOA A 2017-2A FRN 27 DEC 2066 144A
  • 0.65% AVIVA 6.125% PERP SUB NTS GBP(VAR)