Fact sheet: Pimco GIS Low Avg Dr

Fund information

Fund name
Pimco GIS Low Average Duration R Hedged Inc GBP
Fund company manager
PIMCO Global Advisors(IRL) Ltd
Fund type
SIB
Fund manager(s)
Jerome Schneider
since 26/09/2014
Scott A. Mather
since 26/09/2014
Fund objective
The Low Average Duration Fund is a diverse portfolio of short-duration, high-quality, fixed-income instruments. The fund typically invests at least two-thirds of its assets in a diverse portfolio of fixed income instruments with an average duration of one to three years, and may include forwards or derivatives such as options, futures contracts or swap agreements.
Benchmark
BofA Merrill Lynch 1-3 US Treasury Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

0.16 %

1 Year rank in sector

-

Sector

FO Fixed Int - USD Short/ Medium Maturity

Yield
-
Fund size

£ 1.7 b

FE Risk score

9

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    111%
  • Japan
    19.92%
  • Denmark
    14.11%
  • Germany
    12.72%
  • Sweden
    2.79%
  • Mortgage & Secured Bonds
    28.46%
  • Money Market
    26.1%
  • Government Guaranteed
    21.83%
  • Investment Grade Bonds
    15.77%
  • Others
    5%
  • US Fixed Interest
    111%
  • Japanese Fixed Interest
    19.92%
  • Danish Fixed Interest
    14.11%
  • German Fixed Interest
    12.72%
  • Swedish Fixed Interest
    2.79%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.12 %0.07 %0.16 %2.47 %0 %
Sector0.09 %0.56 %1.07 %4.25 %6.1 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund0.51 %1.25 %0.65 %1.35 %0.02 %
Sector1.45 %3.15 %-0.08 %0.37 %0.86 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-0.01
Beta0.6
Sharpe-0
Volatility0.89
Tracking error0.72
Information ratio-0.83
R-Squared0.61

Price movement

52 week high9.85
52 week low9.72
Current bid price0
Current offer price0
Current mid price9.74

Holdings by region

  • 111% USA
  • 19.92% Japan
  • 14.11% Denmark
  • 12.72% Germany
  • 2.79% Sweden
  • 1.92% Brazil
  • 1.84% UK
  • 1.4% Canada
  • 1.06% Mexico
  • 0.94% Switzerland

Holdings by sector

  • 28.46% Mortgage & Secured Bonds
  • 26.1% Money Market
  • 21.83% Government Guaranteed
  • 15.77% Investment Grade Bonds
  • 5% Others
  • 2.55% Local Government Bonds
  • 0.29% High Yield Bond

Holdings by asset type

  • 111% US Fixed Interest
  • 19.92% Japanese Fixed Interest
  • 14.11% Danish Fixed Interest
  • 12.72% German Fixed Interest
  • 2.79% Swedish Fixed Interest
  • 1.92% Brazilian Fixed Interest
  • 1.84% UK Fixed Interest
  • 1.4% Canadian Fixed Interest
  • 1.06% Mexican Fixed Interest
  • 0.94% Swiss Fixed Interest

Individual holdings

  • 8.72% FANNIE MAE POOL
  • 5.84% FEDERAL NATIONAL MORTGAGE ASSOC 4% MTG BDS 25/09/41 USD1000
  • 3.18% FEDERAL NATIONAL MORTGAGE ASSOC 3% MTG BDS 25/05/42 USD 1000
  • 2.13% LETRA TESOURO NACIONAL % 01/04/2018
  • 2.05% FANNIE MAE POOL
  • 1.88% FNMA TBA 4.5% AUG 30YR 4.50% 14/08/2047
  • 1.87% FEDERAL NATIONAL MORTGAGE ASSOC 3% SFM 30YR TBA SEPT
  • 1.72% UNITED STATES OF AMER TREAS BILLS BDS 15/04/21 USD100