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 Bond
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

0.55 %

1 Year rank in sector

-

Sector

FO Fixed Int - USD Investment Grade

Yield
-
Fund size

£ 272.6 m

FE Risk score

87

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    82.25%
  • Cayman Islands
    4.98%
  • Germany
    2.43%
  • UK
    1.97%
  • International
    1.87%
  • Asset/Mortgage-Backed Securities
    33.68%
  • Corporate Bonds
    30.31%
  • Government Bonds
    29.47%
  • Cash Funds
    6.69%
  • Government Agency Bonds
    3.91%
  • US Government Fixed Interest
    31.4%
  • US Fixed Interest
    27.59%
  • US Corporate Fixed Interest
    22.88%
  • American Emerging Fixed Interest
    4.98%
  • UK Corporate Fixed Interest
    2.18%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.09 %2.61 %0.55 %7.12 %10.93 %
Sector-0.21 %1.9 %0.81 %6.73 %12.87 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund3.1 %2.3 %0.1 %5.26 %-1.3 %
Sector2.67 %3.82 %-0.74 %5.96 %-1.08 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.73
Beta0.73
Sharpe-0
Volatility2.45
Tracking error1.54
Information ratio0.13
R-Squared0.7

Price movement

52 week high11.06
52 week low10.57
Current bid price0
Current offer price0
Current mid price10.99

Holdings by region

  • 82.25% USA
  • 4.98% Cayman Islands
  • 2.43% Germany
  • 1.97% UK
  • 1.87% International
  • 1.36% Canada
  • 0.81% Netherlands
  • 0.75% Switzerland
  • 0.69% Belgium
  • 0.56% Italy

Holdings by sector

  • 33.68% Asset/Mortgage-Backed Securities
  • 30.31% Corporate Bonds
  • 29.47% Government Bonds
  • 6.69% Cash Funds
  • 3.91% Government Agency Bonds
  • 1.87% Fixed Interest
  • 0.81% Local Government Bonds
  • 0.19% Mortgage & Secured Bonds
  • 0% Futures
  • -0% Forwards

Holdings by asset type

  • 31.4% US Government Fixed Interest
  • 27.59% US Fixed Interest
  • 22.88% US Corporate Fixed Interest
  • 4.98% American Emerging Fixed Interest
  • 2.18% UK Corporate Fixed Interest
  • 2% German Government Fixed Interest
  • 1.87% Supranational Fixed Interest
  • 1.11% Canadian Fixed Interest
  • 0.81% Dutch Corporate Fixed Interest
  • 0.75% Swiss Corporate Fixed Interest

Individual holdings

  • 5.49% UNITED STATES OF AMER TREAS NOTES 1.25% TB 30/11/18 USD100
  • 4.27% FNCL 4.00 10/17
  • 4.25% UNITED STATES OF AMER TREAS NOTES FXD RT NTS 15/05/26 USD100
  • 2.83% UNITED STATES OF AMER TREAS BILLS 1.875% TB 30/04/22 USD100
  • 2.37% G2SF MA3522
  • 2.11% UNITED STATES OF AMER TREAS NOTES 1.875% NTS 31/01/22 USD100
  • 2% KREDITANSTALT FUER WIEDERAUFBAU KFW 1.5% BDS 09/09/19 USD1000
  • 1.89% UNITED STATES OF AMER TREAS BONDS 1.125% BDS 30/06/21 USD100
  • 1.84% UNITED STATES OF AMER TREAS BONDS 2.875% BDS 15/11/46 USD100
  • 1.79% INTERNATIONAL BANK FOR REC & DEV 1.625% BDS 04/09/20 USD1000