Fact sheet: Pimco GIS Infln Strat

Fund information

Fund name
Pimco GIS Inflation Strategy E Acc USD
Fund company manager
PIMCO Global Advisors(IRL) Ltd
Fund type
SIB
Fund manager
Jeremie Banet
since 01/10/2015
Fund objective
The Inflation Strategy Fund is a comprehensive real return asset allocation solution designed to hedge global inflation risks while targeting enhanced after inflation return. It invests actively in global inflation-linked bonds, commodities, emerging market (EM) currencies, real estate and gold. In addition, tail risk hedging strategies are used to limit the impact of periodic market stresses that may affect inflation-related assets.
Benchmark
OECD CPI +3%(3MonthLag.)
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

-4.04 %

1 Year rank in sector

285/302

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 86.3 m

FE Risk score

88

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    55.93%
  • UK
    14.83%
  • Germany
    10.02%
  • Brazil
    9.34%
  • Mexico
    4.29%
  • AAA
    48%
  • AA
    22%
  • BBB
    9%
  • A
    8%
  • BB
    5%
  • US Fixed Interest
    55.93%
  • UK Fixed Interest
    15.68%
  • German Fixed Interest
    10.02%
  • Brazilian Fixed Interest
    9.34%
  • Mexican Fixed Interest
    4.29%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.34 %-1.35 %-4.04 %-10.58 %0 %
Sector0.76 %2.49 %1.42 %5.63 %10.99 %
Rank within sector318 / 339304 / 326285 / 302253 / 258 /
Quartile th4 th4 th4 th4 th th

Calendar performance

YTD-20172016201520142013
Fund0.92 %3.69 %-9.77 %3.56 %0 %
Sector3.17 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector246 / 319134 / 286254 / 262122 / 227 /
Quartile th4 th2 nd4 th3 rd th

Risk statistics

Alpha-7.32
Beta2.54
Sharpe-0.01
Volatility8.5
Tracking error6.44
Information ratio-0.75
R-Squared0.67

Price movement

52 week high9.19
52 week low8.48
Current bid price0
Current offer price0
Current mid price8.8

Holdings by region

  • 55.93% USA
  • 14.83% UK
  • 10.02% Germany
  • 9.34% Brazil
  • 4.29% Mexico
  • 4.21% Ireland
  • 3.97% France
  • 3.79% Italy
  • 1.96% Denmark
  • 1.27% South Africa

Holdings by sector

  • 48% AAA
  • 22% AA
  • 9% BBB
  • 8% A
  • 5% BB
  • 4% A+
  • 3% B
  • 1% A-

Holdings by asset type

  • 55.93% US Fixed Interest
  • 15.68% UK Fixed Interest
  • 10.02% German Fixed Interest
  • 9.34% Brazilian Fixed Interest
  • 4.29% Mexican Fixed Interest
  • 4.21% Irish Fixed Interest
  • 3.97% French Fixed Interest
  • 3.79% Italian Fixed Interest
  • 1.96% Danish Fixed Interest
  • 1.36% American Emerging Fixed Interest

Individual holdings

  • 10.19% UNITED STATES OF AMER TREAS NOTES 1.875% TB 28/02/22 USD1000
  • 6.12% UNITED STATES OF AMER TREAS NOTES 1.25% NTS 15/07/20 USD1000
  • 4.75% UST NOTES 2.125% 12/31/2021
  • 4.73% UNITED STATES OF AMER TREAS BONDS 2% BDS 15/01/26 USD1000
  • 4.49% TREASURY (CPI) NOTE 0.125 07/15/2022
  • 3.33% UST NOTES 2.0% 02/15/2025
  • 3.21% FNMA TBA 3.0% APR 30YR
  • 3.04% UK TSY 0.125% 2026 I/L GILT 0.13% 22/03/2026
  • 2.93% UNITED STATES OF AMER TREAS BILLS 0.125% BDS 15/07/26 USD100