GHYBs portfolio selection starts from the most liquid corporate high yields from the FTSE US High-Yield Market Index (the Reference Index), this index may include US and Canada-domiciled bonds denominated in USD. A maturity-bucketing process is applied to approximate the average effective duration of the Reference Index. After that, fundamental screens are employed, starting with grouping bonds based on three broad industries: financials, industrials, and utilities. Within each group, issuers are ranked and weighted equally by debt service and leverage. The underlying index chooses the highest-ranking eligible securities in each industry group, screening out the lowest ranking.
公司网站 :
https://www.gsam.com/content/gsam/us/en/individual/products/etf-fund-finder/goldman-sachs-access-high-yield-corporate-bond-etf.html#scType=Common+Shares
总经理:-
建立时间:2017
公司总部:New York
领域:Miscellaneous
行业:Investment trusts/Mutual funds