Benchmark Morningstar Category
Conservative Allocation

Asset Allocation

 

GSBFX


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 01/31/2014
Cash 7.64 0.28 7.92 5.50 8.53
US Stock 47.88 0.00 47.88 26.45 26.55
Non US Stock 8.97 0.00 8.97 11.62 8.35
Bond 29.51 37.80 67.31 54.24 53.31
Other 6.00 0.00 6.00 2.18 3.26
 

Style Details

 

GSBFX

Avg Market Cap USD
36,218 Mil
 
Benchmark Market Cap USD
25,523 Mil
 
Category Avg Market Cap USD
43,894 Mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 42.80 37.94 49.40
Large 25.37 27.28 26.39
Medium 27.50 25.77 17.65
Small 4.05 8.78 5.78
Micro 0.28 0.23 0.79
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 01/31/2014
*Forward-looking based on historical data
Style and Market Cap Breakdown and Value and Growth Measures are calculated only using the long position holdings of the portfolio.
Price/Prospective Earnings* 13.73 15.19 15.90
Price/Book* 1.75 1.84 2.06
Price/Sales* 1.11 1.19 1.47
Price/Cash Flow* 5.47 6.56 7.43
Dividend Yield %* 4.19 2.35 2.64
Long-Term Earnings % 7.73 8.94 9.87
Historical Earnings % 3.88 -11.16 -8.06
Sales Growth % 6.27 -24.31 -14.46
Cash-Flow Growth % 3.71 -9.82 -18.82
Book-Value Growth % 4.68 -13.77 -19.82
 
Ownership Zone
Weighted Average of holdings

75% of fund's stock holdings
 
Holdings Style
Portfolio Weight%
> 50% 25–50% 10–25% 0–10%
Investment Style History
Year Style % Equity
*As of 01/31/2014
Style Box Detail calculations do not include the fund's short positions (if any).
2014* 56.85
2013 51.30
2012 43.35
2011 54.12
2010 46.82
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 12/31/1998
2014 29.51
2013 39.73
2012 47.55
2011 39.23
2010 37.67
 
Bond Statistics
Detail Value
As of 12/31/1998, *As of 01/31/2014
Average Effective Duration (Years)*
Average Effective Maturity (Years)*
Average Credit Quality Not Rated
Average Weighted Coupon* 6.33
Average Weighted Price* 103.80
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 35.81 37.13
AA 32.96 16.81
A 18.43 7.76
BBB 12.67 23.67
BB 0.12 5.24
B 0.03 5.63
Below B 0.00 2.55
Not Rated 0.00 1.20
As of 12/31/1998
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

GSBFX

% Stocks Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
Cyclical
Basic Materials 0.99 5.81 5.69
Consumer Cyclical 6.69 11.12 10.94
Financial Services 23.03 17.82 15.63
Real Estate 5.61 3.70 4.45
Sensitive
Communication Services 5.57 3.93 3.87
Energy 16.95 9.05 11.11
Industrials 8.75 12.34 11.31
Technology 9.82 13.03 12.92
Defensive
Consumer Defensive 6.07 8.50 7.54
Healthcare 10.68 10.40 11.68
Utilities 5.85 4.29 4.87
As of 01/31/2014
Sector data is calculated only using the long position holdings of the portfolio.
Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 3.17 69.16 31.71
Government 3.17 66.50 20.21
Government-Related 0.00 2.66 11.50
       
Corporate 75.74 21.46 28.88
       
Securitized 0.81 0.18 18.02
Agency Mortgage-Backed 0.00 0.11 9.92
Non-Agency Residential MBS 0.63 0.01 2.31
Commercial MBS 0.15 0.02 3.32
Asset-Backed 0.03 0.01 2.43
Covered Bond 0.00 0.03 0.04
       
Municipal 0.00 0.00 1.78
       
Cash & Equivalents 10.07 9.20 16.68
       
Other 10.21 0.00 2.93
As of 01/31/2014
Sector data is calculated only using the long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% PIK 11.67 0.06 8.93
0% to 4% 4.24 75.97 50.36
4% to 6% 34.74 17.00 23.11
6% to 8% 35.21 5.44 10.81
8% to 10% 12.53 1.46 2.69
10% to 12% 1.61 0.08 1.50
More than 12% 0.00 0.00 2.61
As of 01/31/2014
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

GSBFX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 76.32 77.33 85.34
United Kingdom 4.63 3.07 1.60
France 3.10 2.13 0.72
Luxembourg 2.41 0.25 0.82
Canada 2.37 1.28 1.55
Bermuda 2.03 0.11 0.10
Japan 1.81 5.50 0.44
Italy 1.71 1.65 0.47
Netherlands 1.56 1.37 0.90
Switzerland 1.23 0.24 0.63
As of 01/31/2014
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

GSBFX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 4.51 32.97 20.48
3 to 5 Years 3.64 26.02 19.82
5 to 7 Years 19.96 16.69 12.29
7 to 10 Years 53.56 10.77 18.16
10 to 15 Years 1.73 3.67 4.25
15 to 20 Years 0.90 2.38 2.66
20 to 30 Years 5.59 7.00 16.97
Over 30 Years 10.11 0.50 5.37
As of 01/31/2014
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World Regions

 

GSBFX

% Stocks Benchmark Category Avg
As of 01/31/2014
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
Americas 84.23 72.67 78.32
North America 84.23 71.61 77.81
Latin America 0.00 1.06 0.52
Greater Europe 14.60 16.03 15.42
United Kingdom 5.99 4.66 5.91
Europe Developed 8.61 10.08 9.02
Europe Emerging 0.00 0.61 0.27
Africa/Middle East 0.00 0.68 0.22
Greater Asia 1.17 11.30 6.25
Japan 0.00 4.18 2.73
Australasia 1.17 1.63 1.15
Asia Developed 0.00 2.94 1.32
Asia Emerging 0.00 2.55 1.05
Market Classification
% Developed Markets 100.00 95.26 98.05
% Emerging Markets 0.00 4.74 1.95
 
Greater Asia Americas Greater Europe

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