Fact sheet: GS US Fixed Income Pfl

Fund information

Fund name
GS US Fixed Income Portfolio R Acc
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 27/07/1998
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 US issuer.
Benchmark
Bloomberg Barclays Capital US Aggregate Bond
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

1.86 %

1 Year rank in sector

24/39

Sector

FO Fixed Int - USD Investment Grade

Yield
-
Fund size

£ 123.9 m

FE Risk score

91

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    78.36%
  • Germany
    5.19%
  • Cayman Islands
    4.76%
  • International
    4.07%
  • UK
    2.71%
  • Corporate Bonds
    36.42%
  • Asset/Mortgage-Backed Securities
    30.24%
  • Government Bonds
    21.82%
  • Government Agency Bonds
    6.49%
  • Fixed Interest
    4.07%
  • US Corporate Fixed Interest
    28.71%
  • US Fixed Interest
    25.47%
  • US Government Fixed Interest
    23.49%
  • American Emerging Fixed Interest
    4.76%
  • German Government Fixed Interest
    4.37%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.55 %0.18 %1.86 %3.8 %9.4 %
Sector-0.76 %-0.13 %1.7 %4.28 %10.29 %
Rank within sector21 / 3917 / 3924 / 3914 / 3214 / 31
Quartile th3 rd2 nd3 rd2 nd2 nd

Calendar performance

YTD-20182017201620152014
Fund-0.55 %3.19 %2.3 %0.1 %5.26 %
Sector-0.57 %2.86 %3.82 %-0.74 %5.96 %
Rank within sector20 / 3921 / 3919 / 3412 / 3219 / 31
Quartile th3 rd3 rd3 rd2 nd3 rd

Risk statistics

Alpha0.29
Beta0.8
Sharpe-0
Volatility2.48
Tracking error1.39
Information ratio-0.07
R-Squared0.73

Price movement

52 week high11.06
52 week low10.63
Current bid price0
Current offer price0
Current mid price10.94

Holdings by region

  • 78.36% USA
  • 5.19% Germany
  • 4.76% Cayman Islands
  • 4.07% International
  • 2.71% UK
  • 0.98% Belgium
  • 0.67% Canada
  • 0.63% Indonesia
  • 0.58% United Arab Emirates
  • 0.4% Sweden

Holdings by sector

  • 36.42% Corporate Bonds
  • 30.24% Asset/Mortgage-Backed Securities
  • 21.82% Government Bonds
  • 6.49% Government Agency Bonds
  • 4.07% Fixed Interest
  • 0.83% Local Government Bonds
  • 0.4% Mortgage & Secured Bonds
  • 0% Options
  • 0% Cash Funds
  • 0% Futures

Holdings by asset type

  • 28.71% US Corporate Fixed Interest
  • 25.47% US Fixed Interest
  • 23.49% US Government Fixed Interest
  • 4.76% American Emerging Fixed Interest
  • 4.37% German Government Fixed Interest
  • 4.07% Supranational Fixed Interest
  • 2.71% UK Corporate Fixed Interest
  • 0.98% Belgian Corporate Fixed Interest
  • 0.81% German Corporate Fixed Interest
  • 0.67% Canadian Corporate Fixed Interest

Individual holdings

  • 4.68% G2SF MA3522
  • 4.37% KREDITANSTALT FUER WIEDERAUFBAU KFW 1.5% BDS 09/09/19 USD1000
  • 4.31% FNCL BM2004
  • 3.9% INTERNATIONAL BANK FOR REC & DEV 1.625% BDS 04/09/20 USD1000
  • 3.76% UNITED STATES OF AMER TREAS NOTES 1.25% TB 30/11/18 USD100
  • 2.55% UNITED STATES OF AMER TREAS NOTES 1.875% NTS 31/01/22 USD100
  • 2.3% UNITED STATES OF AMER TREAS BONDS 1.125% BDS 30/06/21 USD100
  • 2.23% UNITED STATES OF AMER TREAS BONDS 2.875% BDS 15/11/46 USD100
  • 1.72% FNCL 4.50 01/18
  • 1.7% UNITED STATES OF AMER TREAS BONDS 3.625% NTS 15/02/44 USD100