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
Bloomberg Barclays Euro Aggregate ex Treasury 1 - 3 Year Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

-0.49 %

1 Year rank in sector

-

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 434.3 m

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    21.82%
  • UK
    15.35%
  • EU
    12.28%
  • Germany
    11.84%
  • USA
    9.92%
  • Investment Grade Bonds
    47.35%
  • Government Guaranteed
    45.46%
  • Others
    6.37%
  • High Yield Bond
    3.14%
  • Mortgage & Secured Bonds
    2.32%
  • French Fixed Interest
    21.82%
  • UK Fixed Interest
    15.35%
  • European Fixed Interest
    12.28%
  • German Fixed Interest
    11.84%
  • US Fixed Interest
    9.92%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.3 %-0.49 %-0.49 %-1.74 %0 %
Sector-0.21 %0.24 %0.08 %0.97 %6.01 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20182017201620152014
Fund0 %-0.49 %0.59 %-1.55 %2.49 %
Sector0.03 %-0.02 %1.15 %0.21 %3.37 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-0.93
Beta0.99
Sharpe-0
Volatility1.15
Tracking error0.61
Information ratio-1.53
R-Squared0.72

Price movement

52 week high10.22
52 week low10.14
Current bid price0
Current offer price0
Current mid price10.14

Holdings by region

  • 21.82% France
  • 15.35% UK
  • 12.28% EU
  • 11.84% Germany
  • 9.92% USA
  • 8.38% Spain
  • 7.76% Slovenia
  • 5.66% Italy
  • 5.64% Sweden
  • 2.67% Netherlands

Holdings by sector

  • 47.35% Investment Grade Bonds
  • 45.46% Government Guaranteed
  • 6.37% Others
  • 3.14% High Yield Bond
  • 2.32% Mortgage & Secured Bonds
  • -4.64% Money Market

Holdings by asset type

  • 21.82% French Fixed Interest
  • 15.35% UK Fixed Interest
  • 12.28% European Fixed Interest
  • 11.84% German Fixed Interest
  • 9.92% US Fixed Interest
  • 8.38% Spanish Fixed Interest
  • 7.76% Slovenian Fixed Interest
  • 5.66% Italian Fixed Interest
  • 5.64% Swedish Fixed Interest
  • 2.67% Dutch Fixed Interest

Individual holdings

  • 10.99% DEXIA CREDIT LOCAL SA 1.375% NTS 18/09/19 EUR50000
  • 5.76% SLOVENIA(REP OF) 4.125% BDS 18/02/19 USD200000
  • 2.82% ITALIAN BTP BOND % 15/10/2019
  • 2.56% SLOVENIA(REP OF) 4.125% BDS 26/01/20 EUR1000
  • 2.02% UNICREDIT SPA 3.25% MTN 14/01/21 EUR100000
  • 1.5% FRANCE(GOVT OF) 0.5% TB 25/11/19 EUR1
  • 1.49% ROYAL BK SCOTLND PLC SR UNSEC EMTN 5.38% 30/09/2019
  • 1.48% CAISSE CENT CREDIT IMMOB 0.13% 05/02/2020