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

-

1 Year rank in sector

13/34

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 55.2 m

FE Risk score

74

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    24.56%
  • France
    16.71%
  • Germany
    14.17%
  • EU
    12.74%
  • USA
    10.56%
  • Government Guaranteed
    48.84%
  • Investment Grade Bonds
    39.97%
  • Others
    4.14%
  • High Yield Bond
    3.57%
  • Mortgage & Secured Bonds
    2.34%
  • UK Fixed Interest
    24.56%
  • French Fixed Interest
    16.71%
  • German Fixed Interest
    14.17%
  • European Fixed Interest
    12.74%
  • US Fixed Interest
    10.56%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %0.1 %-0.1 %-0.1 %0 %
Sector-0.18 %0.2 %-0.25 %2.33 %7.99 %
Rank within sector12 / 3520 / 3413 / 3426 / 33 /
Quartile th2 nd3 rd2 nd4 th th

Calendar performance

YTD-20172016201520142013
Fund0 %0.59 %-1.55 %2.49 %0 %
Sector-0.11 %1.15 %0.21 %3.37 %0.95 %
Rank within sector15 / 3419 / 3432 / 338 / 27 /
Quartile th2 nd3 rd4 th2 nd th

Risk statistics

Alpha-0.83
Beta0.91
Sharpe-0
Volatility1.16
Tracking error0.69
Information ratio-1.31
R-Squared0.65

Price movement

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

Holdings by region

  • 24.56% UK
  • 16.71% France
  • 14.17% Germany
  • 12.74% EU
  • 10.56% USA
  • 8.99% Slovenia
  • 8.26% Spain
  • 6.55% Sweden
  • 4.69% Netherlands
  • 2.14% Switzerland

Holdings by sector

  • 48.84% Government Guaranteed
  • 39.97% Investment Grade Bonds
  • 4.14% Others
  • 3.57% High Yield Bond
  • 2.34% Mortgage & Secured Bonds
  • 1.14% Money Market

Holdings by asset type

  • 24.56% UK Fixed Interest
  • 16.71% French Fixed Interest
  • 14.17% German Fixed Interest
  • 12.74% European Fixed Interest
  • 10.56% US Fixed Interest
  • 8.99% Slovenian Fixed Interest
  • 8.26% Spanish Fixed Interest
  • 6.55% Swedish Fixed Interest
  • 4.69% Dutch Fixed Interest
  • 2.88% American Emerging Fixed Interest

Individual holdings

  • 7.98% SLOVENIA(REP OF) 4.125% BDS 18/02/19 USD200000
  • 6.39% DEXIA CREDIT LOCAL SA 1.375% NTS 18/09/19 EUR50000
  • 3.37% ESM 0.875% NTS 15/10/19 EUR1000
  • 2.03% SWEDBANK MORTGAGE AB 3.75% BDS 19/06/19 SEK1000
  • 1.92% SKANDINAVISKA ENSKILDA BANKEN 3% BDS 19/06/19 SEK500000
  • 1.89% NORDEA HYPOTEK AB 2.25% BDS 19/06/19 SEK100000
  • 1.82% SLOVENIA(REP OF) 4.75% BDS 10/05/18 USD200000