Fact sheet: Pimco GIS Infln Strat

Fund information

Fund name
Pimco GIS Inflation Strategy Inst USD
Fund company manager
PIMCO Global Advisors(IRL) Ltd
Fund type
SIB
Fund manager(s)
Nic Johnson
since 01/04/2015
Mihir P. Worah
since 01/04/2015
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
-
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

4.89 %

1 Year rank in sector

112/306

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 89.5 m

FE Risk score

92

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    56.08%
  • UK
    17.52%
  • Brazil
    12.68%
  • Italy
    3.84%
  • France
    3.03%
  • Index Linked
    57%
  • Others
    15%
  • Commodity & Energy
    13%
  • Property Shares
    10%
  • Precious Metals & Stones
    5%
  • US Fixed Interest
    56.08%
  • UK Fixed Interest
    18.37%
  • Brazilian Fixed Interest
    12.68%
  • Italian Fixed Interest
    3.84%
  • French Fixed Interest
    3.03%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.88 %3.65 %4.89 %-2.03 %0 %
Sector0.19 %1.45 %3.49 %6.08 %8.88 %
Rank within sector11 / 34234 / 327112 / 306226 / 240 /
Quartile th1 st1 st2 nd4 th th

Calendar performance

YTD-20182017201620152014
Fund1.68 %4.05 %4.94 %-8.71 %4.84 %
Sector0.26 %3.67 %4.59 %-1.64 %3.66 %
Rank within sector14 / 342136 / 30388 / 270231 / 23996 / 207
Quartile th1 st2 nd2 nd4 th2 nd

Risk statistics

Alpha-4.75
Beta2.31
Sharpe-0
Volatility7.66
Tracking error5.78
Information ratio-0.39
R-Squared0.63

Price movement

52 week high9.66
52 week low9.13
Current bid price0
Current offer price0
Current mid price9.66

Holdings by region

  • 56.08% USA
  • 17.52% UK
  • 12.68% Brazil
  • 3.84% Italy
  • 3.03% France
  • 2.34% Mexico
  • 2.21% Argentina
  • 1.62% Canada
  • 1.62% Germany
  • 1.56% Australia

Holdings by sector

  • 57% Index Linked
  • 15% Others
  • 13% Commodity & Energy
  • 10% Property Shares
  • 5% Precious Metals & Stones

Holdings by asset type

  • 56.08% US Fixed Interest
  • 18.37% UK Fixed Interest
  • 12.68% Brazilian Fixed Interest
  • 3.84% Italian Fixed Interest
  • 3.03% French Fixed Interest
  • 2.41% American Emerging Fixed Interest
  • 2.34% Mexican Fixed Interest
  • 1.62% Canadian Fixed Interest
  • 1.62% German Fixed Interest
  • 1.56% Australian Fixed Interest

Individual holdings

  • 9.75% INT CAP US CMS 10-5 @ .263 03/29/18 DUB % 29/03/2018
  • 5.22% UNITED STATES OF AMER TREAS BONDS 2.375% BDS 15/1/25 USD1000
  • 4.22% UNITED STATES OF AMER TREAS NOTES 0.125% TB 15/07/24 USD1000
  • 3.94% UNITED STATES OF AMER TREAS NOTES 1.25% NTS 15/07/20 USD1000
  • 3.34% HM TREASURY UNITED KINGDOM DMO 0.125% IDX LKD GILT 22/03/26 GBP0.01
  • 2.99% FANNIE MAE POOL
  • 2.9% UNITED STATES OF AMER TREAS BONDS 2% BDS 15/01/26 USD1000