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CSD Retirement Trust 403(b) Plan
Goldman Sachs Bond R6 - GSFUX
Monitoring Rating: Pass
Objective
The investment seeks a total return consisting of capital
appreciation and income. The fund invests, under normal
circumstances, at least 80% of its net assets plus any
borrowings for investment purposes (measured at the time of
purchase) ('Net Assets') in bonds and other fixed income
securities, including securities issued or guaranteed by the
U.S. government, its agencies, instrumentalities or sponsored
enterprises, corporate debt securities, collateralized loan
obligations, privately issued adjustable rate and fixed rate
mortgage loans or other mortgage-related securities, asset-
backed securities and high yield non-investment grade
securities.
Statistics
Inception Date
07/31/2015
Manager Tenure
10.17
Assets($1000s)
$519,331
Net Exp Ratio
0.43
12b-1 Fees
-
Average Mkt Cap($1000s)
-
Risk Characteristics
GSFUX Cat Avg
3 Yr Std Dev
2.65 2.94
5 Yr Std Dev
2.79 2.97
5 Yr Beta
0.87 0.93
5 Yr Alpha
1.70 0.52
5 Yr Sharpe
1.28 0.85
5 Yr Information Ratio
1.20 0.13
5 Yr Tracking Error
1.23 1.17
5 Yr Upside Capture
107.18 101.26
5 Yr Downside Capture
62.00 89.04
5 Yr Batting Avg
0.67 0.53
Excess Returns vs. Category/Index
vs BBgBarc US Agg Bond TR USD
vs Category Avg
2
1
0
-1
10-Yr
5-Yr
3-Yr
12-Month
3-Month
0.48
1.47
-0.02
0.13
0.22
0.72
1.08
0.27
-0.45
-0.22
Calendar Year Performance
2012
2013
2014
2015
2016
GSFUX
9.79
-0.07
5.80
0.54
2.78
Cat Avg
6.65
-1.41
5.34
-0.21
3.23
Index
4.21
-2.02
5.97
0.55
2.65
Cat Rank
9
14
39
22
56
Fixed Income Style
Quality
Duration
Maturity
Yield
GSFUX
-
4.82
-
-
Cat Avg
BelowB
5.08
7.55
2.90
Sector Allocation vs. Category
10
0
-10
Government
Municipal
Corporate
Securitized
Cash&Equivalents
Derivatives
0.15
-0.34
-7.68
5.78
2.56
1.4
+/-Category Avg
Asset Allocation
Other (0.00%)
Non-US Bonds (13.54%)
US Bonds (83.39%)
Non-US Stocks (0.00%)
US Stocks (0.00%)
Cash (3.07%)