Fact sheet: Pimco GIS Euro Lg Avg Durtn

Fund information

Fund name
Pimco GIS Euro Long Average Duration EUR
Fund company manager
PIMCO Global Advisors(IRL) Ltd
Fund type
SIB
Fund manager
Andrew Balls
since 01/02/2009
Fund objective
The Euro Long Average Duration Fund invests at least two thirds of its assets in euro-denominated, fixed-income securities. The portfolio normally maintains duration within two years of the 15-year-plus benchmark, and may invest up to 10% of its assets in non-investment grade securities. Currency exposure is limited to 10% of the fund’s assets.
Benchmark
Bloomberg Barclays Euro Government
Investment style
Total Return
Investment method
Fixed Interest

Quick stats

1 Year return

-5.22 %

1 Year rank in sector

1/7

Sector

FO Fixed Int - EUR Long Maturity

Yield
-
Fund size

£ 326.6 m

FE Risk score

126

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    46.8%
  • Germany
    40.52%
  • USA
    14.42%
  • Netherlands
    9.62%
  • UK
    8.41%
  • Government Guaranteed
    104.11%
  • Investment Grade Bonds
    15.48%
  • Mortgage & Secured Bonds
    7.68%
  • High Yield Bond
    1.74%
  • Others
    0.01%
  • French Fixed Interest
    46.8%
  • German Fixed Interest
    40.52%
  • US Fixed Interest
    14.42%
  • Dutch Fixed Interest
    9.62%
  • UK Fixed Interest
    8.41%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.99 %4.76 %-5.22 %22.61 %46.16 %
Sector-0.98 %3.5 %-5.5 %14.18 %41.16 %
Rank within sector5 / 71 / 71 / 71 / 73 / 6
Quartile th3 rd1 st1 st1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund0.38 %12.27 %-1.76 %31.61 %-4.58 %
Sector-0.99 %7.27 %-0.58 %27.07 %-1.43 %
Rank within sector1 / 71 / 77 / 72 / 65 / 6
Quartile th1 st1 st4 th2 nd4 th

Risk statistics

Alpha1.11
Beta1.31
Sharpe0.21
Volatility13.17
Tracking error4.07
Information ratio0.52
R-Squared0.96

Price movement

52 week high25.99
52 week low22.56
Current bid price0
Current offer price0
Current mid price23.94

Holdings by region

  • 46.8% France
  • 40.52% Germany
  • 14.42% USA
  • 9.62% Netherlands
  • 8.41% UK
  • 8.32% International
  • 7.03% Denmark
  • 4.61% Sweden
  • 4.13% Slovenia
  • 3.97% Ireland

Holdings by sector

  • 104.11% Government Guaranteed
  • 15.48% Investment Grade Bonds
  • 7.68% Mortgage & Secured Bonds
  • 1.74% High Yield Bond
  • 0.01% Others
  • -29.02% Money Market

Holdings by asset type

  • 46.8% French Fixed Interest
  • 40.52% German Fixed Interest
  • 14.42% US Fixed Interest
  • 9.62% Dutch Fixed Interest
  • 8.41% UK Fixed Interest
  • 8.32% Global Fixed Interest
  • 7.03% Danish Fixed Interest
  • 4.61% Swedish Fixed Interest
  • 4.13% Slovenian Fixed Interest
  • 3.97% Irish Fixed Interest

Individual holdings

  • 11.98% FRANCE(GOVT OF) 1.75% BDS 25/05/66 EUR1
  • 10.37% FRANCE(GOVT OF) 2% BDS 25/05/48 EUR1
  • 6.68% NETHERLANDS(KINGDOM OF) 2.5% BDS 15/01/47 EUR1
  • 5.21% EFSF GOV GTD 1.25% 24/05/2033
  • 5.01% NYKREDIT REALKREDIT AS 2.5% BDS 01/10/47 DKK0.01