Fact sheet: Pimco GIS Stk Pl

Fund information

Fund name
Pimco GIS Stocks Plus E Ret Acc USD
Fund company manager
PIMCO Global Advisors(IRL) Ltd
Fund type
SIB
Fund manager
Saumil H. Parikh
since 26/09/2014
Fund objective
The StocksPLUS Fund offers investors exposure to the returns of the S&P 500 Index via non-leveraged positions in futures and swaps which are collateralised by an actively managed portfolio of short-duration, fixed income securities. The fixed income portfolio offers the potential for excess returns relative to the index.
Benchmark
S&P 500
Investment style
Active
Investment method
Mixed

Quick stats

1 Year return

15.76 %

1 Year rank in sector

5/148

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 1.5 b

FE Risk score

113

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    152.86%
  • Japan
    19.55%
  • Denmark
    8.19%
  • UK
    4.61%
  • Germany
    2.16%
  • Investment Grade Bonds
    31.49%
  • Others
    25.96%
  • Mortgage & Secured Bonds
    20.96%
  • Money Market
    20.61%
  • Local Government Bonds
    2.17%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.66 %9.75 %16.03 %29.17 %95.04 %
Sector-0.09 %1.79 %1.66 %2.18 %7.35 %
Rank within sector7 / 1563 / 1655 / 1488 / 1002 / 79
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund11.37 %11.39 %-0.56 %12.48 %31.51 %
Sector1.8 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector2 / 1629 / 13056 / 10725 / 923 / 82
Quartile th1 st1 st3 rd2 nd1 st

Risk statistics

Alpha7.42
Beta2.17
Sharpe0.44
Volatility10.98
Tracking error10.38
Information ratio0.74
R-Squared0.15

Price movement

52 week high26.37
52 week low22
Current bid price0
Current offer price0
Current mid price26.35

Holdings by region

  • 152.86% USA
  • 19.55% Japan
  • 8.19% Denmark
  • 4.61% UK
  • 2.16% Germany
  • 1.71% France
  • 1.66% Canada
  • 1.01% Switzerland
  • 0.68% Netherlands
  • 0.5% Korea

Holdings by sector

  • 31.49% Investment Grade Bonds
  • 25.96% Others
  • 20.96% Mortgage & Secured Bonds
  • 20.61% Money Market
  • 2.17% Local Government Bonds
  • 1.37% High Yield Bond
  • -2.56% Government Guaranteed

Holdings by asset type

-

Individual holdings

  • 7.46% U S TREASURY REPO 0.83% 11/04/2017
  • 6.95% JAPAN(GOVERNMENT OF) 0% BDS 10/04/17 JPY10000000 655
  • 5.48% FED HOME LN BK DISC NT % 03/04/2017
  • 4.77% U S TREASURY REPO 0.90% 03/04/2017
  • 3.7% U S TREASURY REPO 0.76% 04/04/2017