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
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 Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

0.27 %

1 Year rank in sector

-

Sector

FO Fixed Int - USD Investment Grade

Yield
-
Fund size

£ 248.4 m

FE Risk score

82

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    89.25%
  • Cayman Islands
    4.35%
  • Canada
    1.59%
  • Netherlands
    0.88%
  • Switzerland
    0.82%
  • Asset/Mortgage-Backed Securities
    35.4%
  • Government Bonds
    31.84%
  • Corporate Bonds
    31.76%
  • Cash Funds
    2.64%
  • Government Agency Bonds
    2.08%
  • US Government Fixed Interest
    33.94%
  • US Fixed Interest
    29.84%
  • US Corporate Fixed Interest
    25.24%
  • American Emerging Fixed Interest
    4.35%
  • Canadian Fixed Interest
    1.21%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.64 %2.52 %0.27 %6.7 %12.3 %
Sector0.5 %2.27 %0.33 %6.4 %15.03 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund3.1 %2.3 %0.1 %5.26 %-1.3 %
Sector2.79 %3.82 %-0.74 %5.96 %-1.08 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.61
Beta0.72
Sharpe-0
Volatility2.44
Tracking error1.55
Information ratio0.02
R-Squared0.7

Price movement

52 week high11.02
52 week low10.57
Current bid price0
Current offer price0
Current mid price10.99

Holdings by region

  • 89.25% USA
  • 4.35% Cayman Islands
  • 1.59% Canada
  • 0.88% Netherlands
  • 0.82% Switzerland
  • 0.76% Belgium
  • 0.73% Italy
  • 0.56% Japan
  • 0.47% Germany
  • 0.47% Indonesia

Holdings by sector

  • 35.4% Asset/Mortgage-Backed Securities
  • 31.84% Government Bonds
  • 31.76% Corporate Bonds
  • 2.64% Cash Funds
  • 2.08% Government Agency Bonds
  • 0.88% Local Government Bonds
  • 0.2% Mortgage & Secured Bonds
  • 0.08% Fixed Interest
  • 0.03% Derivatives
  • 0% Futures

Holdings by asset type

  • 33.94% US Government Fixed Interest
  • 29.84% US Fixed Interest
  • 25.24% US Corporate Fixed Interest
  • 4.35% American Emerging Fixed Interest
  • 1.21% Canadian Fixed Interest
  • 0.88% Dutch Corporate Fixed Interest
  • 0.82% Swiss Corporate Fixed Interest
  • 0.76% Belgian Corporate Fixed Interest
  • 0.73% Italian Corporate Fixed Interest
  • 0.62% Japanese Corporate Fixed Interest

Individual holdings

  • 5.95% FNCL 4.00 08/17 TBA
  • 3.34% US GOVT 2% 30 JUN 2024
  • 3.25% US GOVT 1.375% 30/04/2021
  • 2.77% UNITED STATES OF AMER TREAS NOTES 1.25% TB 30/11/18 USD100
  • 2.65% G2SF MA3522
  • 2.42% UNITED STATES OF AMER TREAS NOTES 2% NTS 31/05/24 USD100
  • 2.3% UNITED STATES OF AMER TREAS NOTES 1.875% NTS 31/01/22 USD100
  • 2.08% UNITED STATES OF AMER TREAS NOTES 2.25% BDS 31/01/24 USD1000
  • 2.07% UNITED STATES OF AMER TREAS BONDS 1.125% BDS 30/06/21 USD100
  • 1.94% UNITED STATES OF AMER TREAS BONDS 2.875% BDS 15/11/46 USD100