Fact sheet: GS Strgc AbsRtn Bd I Pfl

Fund information

Fund name
GS Strategic Absolute Return Bond I Portfolio R GBP Hedged
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager
Team Managed
since 28/06/2006
Fund objective
The Portfolio seeks to provide income and capital growth over the longer term. The Portfolio will mostly invest in publicly traded securities, currencies and financial derivative instruments, mostly in the global fixed income and currency markets. The Portfolio may invest in convertible (securities that can be converted into other type of securities). These convertibles may include contingent convertible bonds ("CoCos") of banks, finance and insurance companies which have a particular risk profile as set out below.
Benchmark
LIBOR 3 month GBP
Investment style
Absolute Return,Strategic Investment
Investment method
Fixed Interest

Quick stats

1 Year return

1.29 %

1 Year rank in sector

-

Sector

FO Absolute Return

Yield
-
Fund size

£ 1.3 b

FE Risk score

12

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    66.8%
  • Money Market
    27.72%
  • Cayman Islands
    6.42%
  • Czech Republic
    3.84%
  • Poland
    3.4%
  • Government Bonds
    44.22%
  • Asset/Mortgage-Backed Securities
    22%
  • Money Market
    18.37%
  • Cash Funds
    9.35%
  • Corporate Bonds
    3.68%
  • Money Market
    27.72%
  • Japanese Government Fixed Interest
    22.58%
  • US Government Fixed Interest
    20.64%
  • US Fixed Interest
    15.33%
  • American Emerging Fixed Interest
    6.42%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.24 %0.27 %1.29 %0.62 %0 %
Sector0.18 %1.21 %2.36 %3.34 %9.54 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund0.52 %1.31 %0.57 %-0.82 %3.31 %
Sector2.3 %0.66 %0.69 %1.2 %3.58 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-0.12
Beta0.47
Sharpe-0
Volatility1.87
Tracking error1.91
Information ratio-0.37
R-Squared0.21

Price movement

52 week high99.67
52 week low97.41
Current bid price0
Current offer price0
Current mid price98.39

Holdings by region

  • 66.8% USA
  • 27.72% Money Market
  • 6.42% Cayman Islands
  • 3.84% Czech Republic
  • 3.4% Poland
  • 3.39% Sweden
  • 1.7% India
  • 1.58% Argentina
  • 1.56% Norway
  • 1.5% Indonesia

Holdings by sector

  • 44.22% Government Bonds
  • 22% Asset/Mortgage-Backed Securities
  • 18.37% Money Market
  • 9.35% Cash Funds
  • 3.68% Corporate Bonds
  • 2.32% Government Agency Bonds
  • 0.68% Local Government Bonds
  • 0.19% Forwards
  • 0% Options
  • 0% Futures

Holdings by asset type

  • 27.72% Money Market
  • 22.58% Japanese Government Fixed Interest
  • 20.64% US Government Fixed Interest
  • 15.33% US Fixed Interest
  • 6.42% American Emerging Fixed Interest
  • 2.3% US Corporate Fixed Interest
  • 2.02% Brazilian Government Fixed Interest
  • 0.61% African Government Fixed Interest
  • 0.58% American Emerging Government Fixed Interest
  • 0.35% Indonesian Government Fixed Interest

Individual holdings

  • 9.29% JAPAN(GOVERNMENT OF) 0% BDS 13/02/18 JPY50000
  • 5.28% US 2.25%/14-30.04.2021
  • 3.73% JAPAN(GOVERNMENT OF) 0% BDS 30/10/17 JPY50000 698
  • 3.51% JAPANESE GOVT IL CPI10Y #21 0.1% 10 MAR 2026 144A
  • 3.41% JAPANESE GOVT T-BILL #695 16 OCT 2017 144A
  • 2.27% JAPAN(GOVERNMENT OF) 0% TB 23/10/17 JPY50000
  • 2.03% FEDERAL HOME LOAN BANKS 1% NTS 27/10/17 USD5000
  • 1.96% BRAZIL(FEDERATIVE REPUBLIC OF) 0% TB 01/10/19 BRL1000
  • 1.89% UNITED STATES OF AMER TREAS BONDS 3% BDS 15/11/44 USD100
  • 1.85% MORTGAGE REPURCHASE AGREEMENT FRN 12/08/19 USD100000