Fact sheet: GS US Real Est Bal Pfl

Fund information

Fund name
GS US Real Estate Balanced Portfolio R Acc
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 02/10/2012
Fund objective
The Portfolio seeks to provide income and capital growth over the longer term. The Portfolio aims to provide exposure to US real estate markets and will mostly hold: Shares or similar instruments relating to US companies, Fixed income securities (mostly below investment grade) of US companies (including those securities issued by issuing entities based in offshore centres from where corporate fixed income securities may be issued), US mortgage backed securities (mostly below investment grade).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
No Specified Index
Investment style
None
Investment method
Shares

Quick stats

1 Year return

11.38 %

1 Year rank in sector

1/5

Sector

FO Property - North America

Yield
-
Fund size

£ 508.4 m

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    90.9%
  • Money Market
    7.29%
  • Canada
    1.81%
  • Corporate Bonds
    44.81%
  • Asset/Mortgage-Backed Securities
    19.44%
  • Property Shares
    11.24%
  • Cyclical Consumer Goods
    9.78%
  • Cash Funds
    5.63%
  • US Corporate Fixed Interest
    42.99%
  • US Equities
    26.66%
  • US Fixed Interest
    19.44%
  • Money Market
    7.29%
  • Canadian Corporate Fixed Interest
    1.81%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.77 %5.64 %11.38 %26.03 %46.15 %
Sector-4.47 %-0.76 %1.07 %2.93 %32.95 %
Rank within sector1 / 51 / 51 / 51 / 51 / 4
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20182017201620152014
Fund0.26 %11.92 %7.4 %2.87 %6.46 %
Sector-4.07 %5.84 %5.43 %-0.04 %22.55 %
Rank within sector1 / 51 / 52 / 52 / 55 / 5
Quartile th1 st1 st2 nd2 nd4 th

Risk statistics

Alpha6.29
Beta0.27
Sharpe0.68
Volatility5.63
Tracking error9.33
Information ratio0.37
R-Squared0.28

Price movement

52 week high151.32
52 week low135.52
Current bid price0
Current offer price0
Current mid price151.09

Holdings by region

  • 90.9% USA
  • 7.29% Money Market
  • 1.81% Canada

Holdings by sector

  • 44.81% Corporate Bonds
  • 19.44% Asset/Mortgage-Backed Securities
  • 11.24% Property Shares
  • 9.78% Cyclical Consumer Goods
  • 5.63% Cash Funds
  • 2.42% Banks
  • 1.9% Others
  • 1.65% Money Market
  • 0.74% Capital Goods
  • 0.68% Financials

Holdings by asset type

  • 42.99% US Corporate Fixed Interest
  • 26.66% US Equities
  • 19.44% US Fixed Interest
  • 7.29% Money Market
  • 1.81% Canadian Corporate Fixed Interest
  • 1.8% Convertibles
  • 0.01% Alternative Investment Strategies

Individual holdings

  • 2.14% TOLL BROTHERS FINANCE CORP 4.375% BDS 15/04/23 USD1000
  • 2.03% DR HORTON INC
  • 1.81% BROOKFIELD RESIDENTIAL PPTYS INC 6.5% BDS 15/12/20 USD1000 144A
  • 1.7% NVR
  • 1.55% LENNAR CORP
  • 1.46% LEHMAN XS TRUST 3A3 2007-2N FRN 25 FEB 2037
  • 1.45% BUILDING MATERIALS 144a 5.375%/14-151124
  • 1.45% SIMON PROPERTY GROUP INC
  • 1.44% GIBRALTAR INDUSTRIES INC 6.25% BDS 01/02/2021 USD
  • 1.41% WILLIAM LYON HOMES 5.75% BDS 15/04/2019 USD