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(s)
Sudi Mariappa
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

24.16 %

1 Year rank in sector

-

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 1.7 b

FE Risk score

114

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    151.36%
  • Japan
    19.7%
  • Denmark
    6.9%
  • UK
    5.31%
  • Canada
    2.51%
  • Investment Grade Bonds
    34.33%
  • Others
    23.97%
  • Mortgage & Secured Bonds
    23.89%
  • Money Market
    19.76%
  • Local Government Bonds
    3.62%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.87 %13.5 %24.16 %42.05 %98 %
Sector1.42 %3.77 %5.2 %3.88 %10.53 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20182017201620152014
Fund3.87 %21.09 %11.39 %-0.56 %12.48 %
Sector1.31 %4.12 %-0.53 %-0.64 %5.08 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha8.32
Beta2.42
Sharpe0.63
Volatility10.71
Tracking error10.04
Information ratio0.92
R-Squared0.18

Price movement

52 week high29.86
52 week low23.94
Current bid price0
Current offer price0
Current mid price30.04

Holdings by region

  • 151.36% USA
  • 19.7% Japan
  • 6.9% Denmark
  • 5.31% UK
  • 2.51% Canada
  • 1.37% France
  • 1.27% Germany
  • 0.93% Switzerland
  • 0.81% Netherlands
  • 0.6% Korea

Holdings by sector

  • 34.33% Investment Grade Bonds
  • 23.97% Others
  • 23.89% Mortgage & Secured Bonds
  • 19.76% Money Market
  • 3.62% Local Government Bonds
  • 2.08% High Yield Bond
  • -7.65% Government Guaranteed

Holdings by asset type

-

Individual holdings

  • 8.97% JAPAN(GOVERNMENT OF) 0% BDS 20/11/17 JPY50000
  • 6.16% JAPAN(GOVERNMENT OF) 0% TB 23/10/17 JPY50000
  • 3.47% TREASURY NOTE (OTR)
  • 3.05% FANNIE MAE POOL
  • 2.26% FEDERAL NATIONAL MORTGAGE ASSOC 3.5% MTG BDS 31/12/49 USD
  • 1.36% REALKREDIT DANMARK 2% BDS 01/04/18 DKK1000