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
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

-0.2 %

1 Year rank in sector

17/36

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 57.6 m

FE Risk score

78

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • EU
    20.35%
  • Germany
    17.61%
  • UK
    16.26%
  • France
    15.38%
  • Slovenia
    11.76%
  • Government Guaranteed
    60.86%
  • Investment Grade Bonds
    41.72%
  • Others
    4.56%
  • High Yield Bond
    2.93%
  • Mortgage & Secured Bonds
    1.7%
  • European Fixed Interest
    20.35%
  • German Fixed Interest
    17.61%
  • UK Fixed Interest
    16.26%
  • French Fixed Interest
    15.38%
  • Slovenian Fixed Interest
    11.76%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %-0.1 %-0.2 %-0.78 %0 %
Sector-0.04 %0.33 %-0.14 %2.01 %7.06 %
Rank within sector7 / 3732 / 3617 / 3630 / 34 /
Quartile th1 st4 th2 nd4 th th

Calendar performance

YTD-20172016201520142013
Fund0 %0.59 %-1.55 %2.49 %0 %
Sector-0.01 %1.15 %0.21 %3.37 %0.95 %
Rank within sector19 / 3621 / 3533 / 349 / 28 /
Quartile th3 rd3 rd4 th2 nd th

Risk statistics

Alpha-0.7
Beta0.95
Sharpe-0
Volatility1.15
Tracking error0.66
Information ratio-1.11
R-Squared0.67

Price movement

52 week high10.22
52 week low10.16
Current bid price0
Current offer price0
Current mid price10.19

Holdings by region

  • 20.35% EU
  • 17.61% Germany
  • 16.26% UK
  • 15.38% France
  • 11.76% Slovenia
  • 8.14% Spain
  • 7.28% USA
  • 5.81% Sweden
  • 4.91% Italy
  • 3.62% Netherlands

Holdings by sector

  • 60.86% Government Guaranteed
  • 41.72% Investment Grade Bonds
  • 4.56% Others
  • 2.93% High Yield Bond
  • 1.7% Mortgage & Secured Bonds
  • -11.77% Money Market

Holdings by asset type

  • 20.35% European Fixed Interest
  • 17.61% German Fixed Interest
  • 16.26% UK Fixed Interest
  • 15.38% French Fixed Interest
  • 11.76% Slovenian Fixed Interest
  • 8.14% Spanish Fixed Interest
  • 7.28% US Fixed Interest
  • 5.81% Swedish Fixed Interest
  • 4.91% Italian Fixed Interest
  • 3.62% 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