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

3.1 %

1 Year rank in sector

22/38

Sector

FO Fixed Int - USD Investment Grade

Yield
-
Fund size

£ 260.5 m

FE Risk score

89

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    73.53%
  • Money Market
    7.18%
  • Cayman Islands
    5.04%
  • Germany
    2.54%
  • UK
    2.37%
  • Corporate Bonds
    31.7%
  • Asset/Mortgage-Backed Securities
    30.7%
  • Government Bonds
    23.39%
  • Cash Funds
    5.94%
  • Government Agency Bonds
    4.04%
  • US Government Fixed Interest
    25.09%
  • US Fixed Interest
    24.73%
  • US Corporate Fixed Interest
    23.31%
  • Money Market
    7.18%
  • American Emerging Fixed Interest
    5.04%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %0.92 %3.1 %6.19 %9.88 %
Sector0.14 %1.05 %3.33 %6.43 %12 %
Rank within sector27 / 3927 / 3922 / 3815 / 3214 / 29
Quartile th3 rd3 rd3 rd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund3 %2.3 %0.1 %5.26 %-1.3 %
Sector2.97 %3.82 %-0.74 %5.96 %-1.08 %
Rank within sector21 / 3919 / 3412 / 3219 / 3114 / 31
Quartile th3 rd3 rd2 nd3 rd2 nd

Risk statistics

Alpha0.38
Beta0.79
Sharpe-0
Volatility2.47
Tracking error1.42
Information ratio-0.03
R-Squared0.72

Price movement

52 week high11.06
52 week low10.57
Current bid price0
Current offer price0
Current mid price10.98

Holdings by region

  • 73.53% USA
  • 7.18% Money Market
  • 5.04% Cayman Islands
  • 2.54% Germany
  • 2.37% UK
  • 1.95% International
  • 1.31% Canada
  • 0.93% Japan
  • 0.76% Netherlands
  • 0.72% Belgium

Holdings by sector

  • 31.7% Corporate Bonds
  • 30.7% Asset/Mortgage-Backed Securities
  • 23.39% Government Bonds
  • 5.94% Cash Funds
  • 4.04% Government Agency Bonds
  • 1.95% Fixed Interest
  • 1.24% Money Market
  • 0.85% Local Government Bonds
  • 0.19% Mortgage & Secured Bonds
  • 0.01% Forwards

Holdings by asset type

  • 25.09% US Government Fixed Interest
  • 24.73% US Fixed Interest
  • 23.31% US Corporate Fixed Interest
  • 7.18% Money Market
  • 5.04% American Emerging Fixed Interest
  • 2.37% UK Corporate Fixed Interest
  • 2.09% German Government Fixed Interest
  • 1.95% Supranational Fixed Interest
  • 0.93% Japanese Corporate Fixed Interest
  • 0.92% Canadian Fixed Interest

Individual holdings

  • 5.75% UNITED STATES OF AMER TREAS NOTES 1.25% TB 30/11/18 USD100
  • 5.25% FNCL 4.00 11/17
  • 2.36% G2SF MA3522
  • 2.19% UNITED STATES OF AMER TREAS NOTES 1.875% NTS 31/01/22 USD100
  • 2.09% KREDITANSTALT FUER WIEDERAUFBAU KFW 1.5% BDS 09/09/19 USD1000
  • 1.97% UNITED STATES OF AMER TREAS BONDS 1.125% BDS 30/06/21 USD100
  • 1.88% UNITED STATES OF AMER TREAS BONDS 2.875% BDS 15/11/46 USD100
  • 1.87% INTERNATIONAL BANK FOR REC & DEV 1.625% BDS 04/09/20 USD1000
  • 1.47% UNITED STATES OF AMER TREAS BILLS 2.125% TB 31/07/24 USD100
  • 1.42% UNITED STATES OF AMER TREAS BONDS 3.625% NTS 15/02/44 USD100