Fact sheet: Pimco GIS € Lo Dur

Fund information

Fund name
Pimco GIS Euro Low Duration E
Fund company manager
PIMCO Global Advisors(IRL) Ltd
Fund type
SIB
Fund manager(s)
Andrew Bosomworth
since 05/07/2011
Fund objective
The Euro Low Duration Fund is an actively managed, diversified portfolio of primarily short-duration, investment grade bonds. The fund must invest at least two thirds of its assets in euro-denominated fixed income instruments. The average duration of the fund will normally vary within +/-2 years of the benchmark, and may allocate up to 10% to high yield instruments and up to 20% to emerging markets.
Benchmark
Barclays Euro Aggregate ex Treasury 1 - 3 Year
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

0.1 %

1 Year rank in sector

-

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 84.9 m

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Germany
    20.8%
  • France
    20.67%
  • EU
    18.04%
  • UK
    16.72%
  • USA
    9.06%
  • Investment Grade Bonds
    48.33%
  • Government Guaranteed
    47.27%
  • Others
    6.11%
  • High Yield Bond
    3.15%
  • Mortgage & Secured Bonds
    3.11%
  • German Fixed Interest
    20.8%
  • French Fixed Interest
    20.67%
  • European Fixed Interest
    18.04%
  • UK Fixed Interest
    16.72%
  • US Fixed Interest
    9.06%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.1 %-0.1 %0.1 %-1.07 %0 %
Sector0.12 %0.23 %0.62 %1.93 %6.61 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund-0.1 %0.59 %-1.55 %2.49 %0 %
Sector0.18 %1.15 %0.21 %3.37 %0.95 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-0.94
Beta0.97
Sharpe-0
Volatility1.13
Tracking error0.61
Information ratio-1.58
R-Squared0.71

Price movement

52 week high10.22
52 week low10.16
Current bid price0
Current offer price0
Current mid price10.18

Holdings by region

  • 20.8% Germany
  • 20.67% France
  • 18.04% EU
  • 16.72% UK
  • 9.06% USA
  • 8.79% Italy
  • 8.32% Slovenia
  • 8.28% Spain
  • 6.12% Sweden
  • 2.85% Netherlands

Holdings by sector

  • 48.33% Investment Grade Bonds
  • 47.27% Government Guaranteed
  • 6.11% Others
  • 3.15% High Yield Bond
  • 3.11% Mortgage & Secured Bonds
  • -7.98% Money Market

Holdings by asset type

  • 20.8% German Fixed Interest
  • 20.67% French Fixed Interest
  • 18.04% European Fixed Interest
  • 16.72% UK Fixed Interest
  • 9.06% US Fixed Interest
  • 8.79% Italian Fixed Interest
  • 8.32% Slovenian Fixed Interest
  • 8.28% Spanish Fixed Interest
  • 6.12% Swedish Fixed Interest
  • 2.85% Dutch Fixed Interest

Individual holdings

  • 8.91% SLOVENIA(REP OF) 4.125% BDS 18/02/19 USD200000
  • 6.76% DEXIA CREDIT LOCAL SA 1.375% NTS 18/09/19 EUR50000
  • 3.83% SLOVENIA(REP OF) 4.125% BDS 26/01/20 EUR1000
  • 2.23% FRANCE(GOVT OF) 0.5% TB 25/11/19 EUR1
  • 2.18% ITALIAN BTP BOND % 15/10/2019
  • 1.89% CRITERIA CAIXA SA 2.38% 09/05/2019
  • 1.88% YORKSHIRE BUILDING SOC 2.13% 18/03/2019
  • 1.7% TELEFONICA EMISIONES SAU 5.375% INST 02/02/18 GBP50000
  • 1.69% FCE BANK 1.875% BDS 18/04/19 EUR100000