Fact sheet: GS Sterling Cr Prtf

Fund information

Fund name
GS Sterling Credit Portfolio R Acc
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 18/12/2008
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 denominated in Sterling.
Benchmark
iBoxx Sterling Non Gilt
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

4.86 %

1 Year rank in sector

10/13

Sector

FO Fixed Int - GBP Corporate Bond

Yield
-
Fund size

£ 46.5 m

FE Risk score

43

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    61.43%
  • Cayman Islands
    6.05%
  • Germany
    5.92%
  • France
    5.37%
  • International
    4.4%
  • Corporate Bonds
    75.31%
  • Asset/Mortgage-Backed Securities
    11.95%
  • Fixed Interest
    4.4%
  • Government Bonds
    3.06%
  • Money Market
    1.94%
  • UK Corporate Fixed Interest
    40.09%
  • US Corporate Fixed Interest
    10.84%
  • American Emerging Fixed Interest
    6.05%
  • German Corporate Fixed Interest
    5.49%
  • French Corporate Fixed Interest
    4.45%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.14 %1.15 %4.86 %12.57 %30.07 %
Sector-0.18 %1.39 %5.62 %11.61 %29.31 %
Rank within sector10 / 149 / 1310 / 134 / 82 / 6
Quartile th3 rd3 rd4 th2 nd2 nd

Calendar performance

YTD-20182017201620152014
Fund-0.27 %4.35 %10.39 %0.08 %11.47 %
Sector-0.16 %4.64 %10.14 %-0.51 %12.26 %
Rank within sector12 / 149 / 132 / 115 / 73 / 7
Quartile th4 th3 rd1 st3 rd2 nd

Risk statistics

Alpha0.42
Beta0.95
Sharpe0.21
Volatility6.34
Tracking error1.58
Information ratio0.11
R-Squared0.94

Price movement

52 week high132.04
52 week low124.68
Current bid price0
Current offer price0
Current mid price131.49

Holdings by region

  • 61.43% UK
  • 6.05% Cayman Islands
  • 5.92% Germany
  • 5.37% France
  • 4.4% International
  • 2.95% Switzerland
  • 2.9% Money Market
  • 2.1% Netherlands
  • 1.8% Belgium
  • 1.47% Spain

Holdings by sector

  • 75.31% Corporate Bonds
  • 11.95% Asset/Mortgage-Backed Securities
  • 4.4% Fixed Interest
  • 3.06% Government Bonds
  • 1.94% Money Market
  • 1.35% Government Agency Bonds
  • 0.96% Cash Funds
  • 0.77% Forwards
  • 0.58% Mortgage & Secured Bonds
  • 0.01% Options

Holdings by asset type

  • 40.09% UK Corporate Fixed Interest
  • 10.84% US Corporate Fixed Interest
  • 6.05% American Emerging Fixed Interest
  • 5.49% German Corporate Fixed Interest
  • 4.45% French Corporate Fixed Interest
  • 4.4% Supranational Fixed Interest
  • 3.42% US Fixed Interest
  • 2.95% Swiss Corporate Fixed Interest
  • 2.9% Money Market
  • 2.61% UK Fixed Interest

Individual holdings

  • 1.81% THAMES WATER UTILITIES CAYMAN FIN FRN 25/02/28 GBP1000
  • 1.67% INNOGY FINANCE BV 6.25% NTS 3/6/30 GBP1000
  • 1.58% EUROPEAN INVESTMENT BANK 6% BDS 7/12/2028 GBP1000
  • 1.55% B.A.T.INTERNATIONAL FINANCE 7.25% GTD NTS 12/03/24 GBP50000
  • 1.51% VIBRANT CLO VI, LTD A 2017-6A FRN 20 JUN 2029 144A
  • 1.46% ACIS CLO 2014-3 LTD A 2014-4A FRN 01 MAY 2026 144A
  • 1.4% ALTERNATIVE LOAN TRUST VAR MTG BDS 25/11/47 USD1000
  • 1.4% BANK OF AMERICA CORP 6.125% SNR NTS 15/09/21 GBP50000
  • 1.27% ICG US CLO 2014-1, A1R 2017-1A 0% 20 JAN 2030 144A
  • 1.24% EVERSHOLT FUNDING PLC 6.359% NTS 02/12/25 GBP100000