Fact sheet: Pimco GIS Com Rl Rtn

Fund information

Fund name
Pimco GIS Commodity Real Return E Inc USD
Fund company manager
PIMCO Global Advisors(IRL) Ltd
Fund type
SIB
Fund manager
Nic Johnson
since 01/04/2015
Fund objective
The Commodity Real Return Fund is an actively managed portfolio that provides exposure to two sources of real return: Efficient exposure to a commodity index comprised of various sectors, including energy, industrial and precious metals, livestock and agriculture. This is primarily via commodity-linked derivative instruments, which are collateralized by a portfolio of low duration global inflationlinked government bonds.
Benchmark
Bloomberg Commodity
Investment style
None
Investment method
Shares

Quick stats

1 Year return

2.12 %

1 Year rank in sector

53/98

Sector

FO Commodity & Energy

Yield
-
Fund size

£ 493.8 m

FE Risk score

116

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    40.69%
  • Money Market
    27.77%
  • Italy
    9.03%
  • France
    8.53%
  • UK
    6.39%
  • Government Guaranteed
    56.74%
  • Money Market
    32.08%
  • Investment Grade Bonds
    5.22%
  • Mortgage & Secured Bonds
    4.76%
  • Others
    2.68%
  • Commodity & Energy
    72.23%
  • Money Market
    27.77%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.26 %0.99 %2.12 %-27.84 %-41.88 %
Sector4.04 %-0.4 %3.72 %-12.18 %-20.09 %
Rank within sector57 / 9945 / 9953 / 9875 / 9564 / 79
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Calendar performance

YTD-20172016201520142013
Fund-1.62 %14.3 %-26 %-17.75 %-10.49 %
Sector0.68 %23.06 %-19.83 %-8.99 %-6.61 %
Rank within sector66 / 9860 / 9969 / 9872 / 8757 / 82
Quartile th3 rd3 rd3 rd4 th3 rd

Risk statistics

Alpha-7.69
Beta0.8
Sharpe-0.02
Volatility14.27
Tracking error9.39
Information ratio-0.72
R-Squared0.6

Price movement

52 week high3.97
52 week low3.51
Current bid price0
Current offer price0
Current mid price3.76

Holdings by region

  • 40.69% USA
  • 27.77% Money Market
  • 9.03% Italy
  • 8.53% France
  • 6.39% UK
  • 2.22% Germany
  • 1.72% Australia
  • 1.11% Mexico
  • 0.99% Denmark
  • 0.92% Switzerland

Holdings by sector

  • 56.74% Government Guaranteed
  • 32.08% Money Market
  • 5.22% Investment Grade Bonds
  • 4.76% Mortgage & Secured Bonds
  • 2.68% Others
  • 0.56% Local Government Bonds
  • -2.03% High Yield Bond

Holdings by asset type

  • 72.23% Commodity & Energy
  • 27.77% Money Market

Individual holdings

  • 12.55% U S TREASURY INFLATE PROT BD 0.13% 15/04/2020
  • 9.04% UNITED STATES OF AMER TREAS BILLS BDS 15/04/21 USD100
  • 7.71% UNITED STATES OF AMER TREAS NOTES 2.75% TB 15/02/24 USD1000
  • 7.35% FRANCE OAT I/L 0.1%/12-25.07.2021
  • 4.83% ITALIAN BTP BOND I/L
  • 4.54% UNITED STATES OF AMER TREAS BONDS 2.375% BDS 15/1/25 USD1000
  • 3.88% UNITED STATES OF AMER TREAS NOTES 0.125% NTS 15/04/19 USD1000
  • 3.19% UNITED STATES OF AMER TREAS NOTES 1.25% NTS 15/07/20 USD1000