Fact sheet: Pimco GblLwDurRealRet

Fund information

Fund name
Pimco Global Low Duration Real Return Inst Acc
Fund company manager
PIMCO Global Advisors(IRL) Ltd
Fund type
SIB
Fund manager(s)
Mihir P. Worah
since 01/04/2015
Jeremie Banet
since 01/04/2015
Fund objective
The Global Low Duration Real Return Fund is an actively managed portfolio of low duration global inflation-linked bonds, primarily issued by developed governments such as the US, UK, France, Germany, Australia and Japan. The fund may also have limited tactical holdings, including nominal government, mortgage, corporate or money market securities.
Benchmark
Bloomberg Barclays World Govt ILB 1-5yr Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

1.68 %

1 Year rank in sector

147/308

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 2.3 b

FE Risk score

13

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    46.45%
  • Money Market
    18.28%
  • Canada
    8.52%
  • Italy
    7.83%
  • France
    7.66%
  • Government Guaranteed
    62.78%
  • Money Market
    28.43%
  • Mortgage & Secured Bonds
    4.61%
  • Others
    2.4%
  • Investment Grade Bonds
    1.82%
  • US Fixed Interest
    46.45%
  • Money Market
    18.28%
  • Canadian Fixed Interest
    8.52%
  • Italian Fixed Interest
    7.83%
  • French Fixed Interest
    7.66%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %0.59 %1.68 %2.08 %0 %
Sector0.11 %1.66 %1.73 %6.22 %9.18 %
Rank within sector232 / 345231 / 331147 / 308180 / 252 /
Quartile th3 rd3 rd2 nd3 rd th

Calendar performance

YTD-20172016201520142013
Fund1.38 %3.56 %-0.91 %0 %0 %
Sector3.47 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector229 / 317141 / 285128 / 256 / /
Quartile th3 rd2 nd2 nd th th

Risk statistics

Alpha-0.38
Beta0.49
Sharpe-0
Volatility1.94
Tracking error1.97
Information ratio-0.7
R-Squared0.45

Price movement

52 week high10.33
52 week low10.07
Current bid price0
Current offer price0
Current mid price10.3

Holdings by region

  • 46.45% USA
  • 18.28% Money Market
  • 8.52% Canada
  • 7.83% Italy
  • 7.66% France
  • 4.07% UK
  • 2.1% Australia
  • 2.05% Spain
  • 1.38% Germany
  • 1.01% Mexico

Holdings by sector

  • 62.78% Government Guaranteed
  • 28.43% Money Market
  • 4.61% Mortgage & Secured Bonds
  • 2.4% Others
  • 1.82% Investment Grade Bonds
  • 0.12% High Yield Bond
  • -0.16% Local Government Bonds

Holdings by asset type

  • 46.45% US Fixed Interest
  • 18.28% Money Market
  • 8.52% Canadian Fixed Interest
  • 7.83% Italian Fixed Interest
  • 7.66% French Fixed Interest
  • 4.07% UK Fixed Interest
  • 2.1% Australian Fixed Interest
  • 2.05% Spanish Fixed Interest
  • 1.38% German Fixed Interest
  • 1.01% Mexican Fixed Interest

Individual holdings

  • 12.36% UNITED STATES OF AMER TREAS BILLS BDS 15/04/21 USD100
  • 12.05% U S TREASURY INFLATE PROT BD 0.13% 15/04/2020
  • 10.14% UNITED STATES OF AMER TREAS NOTES 1.25% NTS 15/07/20 USD1000
  • 8.78% UNITED STATES OF AMER TREAS NOTES 0.125% NTS 15/04/19 USD1000
  • 7.49% ITALIAN BTP BOND I/L
  • 4.75% UK TSY 0.125% 2019 I/L GILT 0.13% 22/11/2019
  • 3.62% UNITED STATES OF AMER TREAS NOTES 1.875% TB 28/02/22 USD1000
  • 3.55% FRANCE(GOVT OF) 2.25% IDX LKD BDS 25/7/20 EUR1
  • 3.47% UNITED STATES OF AMER TREAS NOTES 0.625% NTS 15/07/21 USD100