Fact sheet: Pimco GISCr Abs Ret

Fund information

Fund name
Pimco GIS Credit Absolute Return Inst Acc USD
Fund company manager
PIMCO Global Advisors(IRL) Ltd
Fund type
SIB
Fund manager(s)
Mark R. Kiesel
since 14/10/2011
Fund objective
The Credit Absolute Return Fund is a diversified absolute return-oriented global credit strategy that is not tethered to benchmark-specific guidelines. The fund has significant discretion to allocate across a broad range of global credit sectors, and it is designed to offer the flexibility to actively adjust long and short credit exposures to target opportunities in any market environment while providing proactive downside risk mitigation.
Benchmark
3 Month USD Libor
Investment style
Absolute Return
Investment method
Fixed Interest

Quick stats

1 Year return

8.03 %

1 Year rank in sector

14/139

Sector

FO Absolute Return

Yield
-
Fund size

£ 287.1 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    157.73%
  • Australia
    5.11%
  • Brazil
    4.3%
  • Mexico
    3.86%
  • UK
    3.47%
  • High Yield Bond
    41.58%
  • Government Guaranteed
    29.17%
  • Mortgage & Secured Bonds
    12.95%
  • Others
    11.23%
  • Investment Grade Bonds
    6.51%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.56 %4.2 %8.03 %10.97 %15.96 %
Sector0.32 %1.49 %2.61 %4.86 %9.62 %
Rank within sector57 / 15521 / 15014 / 13918 / 10221 / 69
Quartile th2 nd1 st1 st1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund6.85 %7.84 %-3.35 %1.43 %1.08 %
Sector2.62 %0.66 %0.69 %1.2 %3.58 %
Rank within sector16 / 1457 / 13096 / 11343 / 8851 / 72
Quartile th1 st1 st4 th2 nd3 rd

Risk statistics

Alpha1.52
Beta1.52
Sharpe-0
Volatility3.61
Tracking error2.53
Information ratio0.82
R-Squared0.57

Price movement

52 week high12.65
52 week low11.6
Current bid price0
Current offer price0
Current mid price12.64

Holdings by region

  • 157.73% Money Market
  • 5.11% Australia
  • 4.3% Brazil
  • 3.86% Mexico
  • 3.47% UK
  • 2.03% Ireland
  • 2.03% Germany
  • 1.03% Argentina
  • 1% United Arab Emirates
  • 0.56% Hong Kong

Holdings by sector

  • 41.58% High Yield Bond
  • 29.17% Government Guaranteed
  • 12.95% Mortgage & Secured Bonds
  • 11.23% Others
  • 6.51% Investment Grade Bonds
  • 0.76% Local Government Bonds
  • -2.21% Money Market

Holdings by asset type

-

Individual holdings

  • 17.32% UNITED STATES OF AMER TREAS NOTES 1.625% TB 31/07/20 USD100
  • 12.12% UNITED STATES OF AMER TREAS NOTES 1.125% BDS 31/08/21 USD100
  • 11% UNITED STATES OF AMER TREAS NOTES 1.75% BDS 31/12/20 USD100
  • 10.93% UNITED STATES OF AMER TREAS NOTES 1.375% BDS 31/10/20 USD100
  • 6.15% UNITED STATES OF AMER TREAS BONDS 2.125% BDS 30/06/22 USD100
  • 5.67% UNITED STATES OF AMER TREAS NOTES 2.125% TB 31/08/20 USD100
  • 4.8% UNITED STATES OF AMER TREAS BILLS 2.5% BDS 15/05/27 USD100