Fact sheet: GS Strgc AbsRtn BdII Pfl

Fund information

Fund name
GS Strategic Absolute Return Bond II Portfolio R GBP Hedged
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
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

0.1 %

1 Year rank in sector

-

Sector

FO Absolute Return

Yield
-
Fund size

£ 287.5 m

FE Risk score

25

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    39.4%
  • Money Market
    22.62%
  • Cayman Islands
    15.34%
  • Sweden
    10.41%
  • Czech Republic
    8.38%
  • Government Bonds
    38.33%
  • Asset/Mortgage-Backed Securities
    34.26%
  • Money Market
    13.09%
  • Cash Funds
    9.53%
  • Corporate Bonds
    4.6%
  • Japanese Government Fixed Interest
    24.16%
  • Money Market
    22.62%
  • US Fixed Interest
    18.63%
  • American Emerging Fixed Interest
    15.34%
  • US Government Fixed Interest
    9.97%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.25 %0.37 %0.1 %0.9 %0 %
Sector0.31 %1.51 %2.52 %4.43 %9.83 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund-0.31 %1.52 %-0.02 %-2.3 %6.42 %
Sector2.63 %0.66 %0.69 %1.2 %3.58 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-1.81
Beta0.94
Sharpe-0
Volatility4.01
Tracking error3.62
Information ratio-0.53
R-Squared0.18

Price movement

52 week high100.93
52 week low97.3
Current bid price0
Current offer price0
Current mid price98.06

Holdings by region

  • 39.4% USA
  • 22.62% Money Market
  • 15.34% Cayman Islands
  • 10.41% Sweden
  • 8.38% Czech Republic
  • 7.67% Poland
  • 5.22% Argentina
  • 4.71% Indonesia
  • 4.15% Brazil
  • 4.09% India

Holdings by sector

  • 38.33% Government Bonds
  • 34.26% Asset/Mortgage-Backed Securities
  • 13.09% Money Market
  • 9.53% Cash Funds
  • 4.6% Corporate Bonds
  • 1.06% Local Government Bonds
  • 0.18% Forwards
  • 0.1% Options
  • 0% Futures
  • -1.14% Derivatives

Holdings by asset type

  • 24.16% Japanese Government Fixed Interest
  • 22.62% Money Market
  • 18.63% US Fixed Interest
  • 15.34% American Emerging Fixed Interest
  • 9.97% US Government Fixed Interest
  • 2.37% US Corporate Fixed Interest
  • 1.46% African Government Fixed Interest
  • 1.42% American Emerging Government Fixed Interest
  • 0.79% Indonesian Government Fixed Interest
  • 0.75% Mexican Government Fixed Interest

Individual holdings

  • 10.61% JAPAN(GOVERNMENT OF) 0% BDS 13/02/18 JPY50000
  • 4.26% JAPAN(GOVERNMENT OF) 0% BDS 30/10/17 JPY50000 698
  • 3.9% JAPANESE GOVT T-BILL #695 16 OCT 2017 144A
  • 2.6% JAPAN(GOVERNMENT OF) 0% TB 23/10/17 JPY50000
  • 2.55% JAPANESE GOVT IL CPI10Y #21 0.1% 10 MAR 2026 144A
  • 1.68% UNITED STATES OF AMER TREAS STRIP 0% STRIP 15/08/35 USD1000 INTEREST
  • 1.53% MORTGAGE REPURCHASE AGREEMENT FRN 12/08/19 USD100000
  • 1.47% FEDERAL HOME LOAN A2 2012-K019 2.272% 25 MAR 2022
  • 1.33% US I/L 0.125%/13-15.04.2018
  • 1.21% UNITED STATES OF AMER TREAS NOTES 0.125% NTS 15/04/19 USD1000