Fact sheet: GS AlterTrPfl

Fund information
Fund name
GS Alternative Trend Portfolio I Acc
Fund manager company
Goldman Sachs
Fund type
Offshore Fund
Fund manager
  • Team Managedsince 20/01/2015
Fund objective
The Portfolio seeks to implement a trading strategy that seeks to approximate the returns of a portfolio of investment funds that employ trend strategies.
Benchmark
  • SG Trend Index
Investment style
Systematic Trend
Investment method
Mixed
Quick stats
1 Year return
-7.9%
1 Year rank in sector
107/123
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.86%
Fund size
£174m (£9m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
55
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps18.7%
Castellain Value17.6%
Avia Altus14.6%
Garraway Garr FT11.1%
Nordea 1 Alpha 1510.6%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

  • USA125.8%
    Australia10.3%
    Ireland8.5%
    Taiwan6.7%
    New Zealand4.6%
  • Fixed Interest66.8%
    Money Market31.9%
    Financials1.4%
    Futures0%
    Forwards-0.1%
  • US Fixed Interest68.2%
    Money Market31.9%
    Futures0%
    Forwards-0.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.6%-1%-0.5%-7.9%6.6%-2.9%
Sector-0.5%-1.2%-0.2%-2.1%3.2%6.9%
Rank within sector31 / 11679 / 14076 / 137107 / 12326 / 8259 / 68
Quartile2nd3rd3rd4th2nd4th
Calendar performance
 YTD - 20162015201420132012
Fund-5.1%-1.3%13.7%-1.8%-8.4%
Sector-1.3%-0.6%5.1%1.4%1.9%
Rank within sector98 / 12468 / 10814 / 8959 / 8172 / 72
Quartile4th3rd1st3rd4th
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-0.18
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
2.35
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-0
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
9.39
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
8.51
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.15
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.26
Price movement
52 week high10.09
52 week low8.81
Current bid price-
Current offer price-
Current mid price9.08
Region
1USA125.76%
2Australia10.27%
3Ireland8.53%
4Taiwan6.75%
5New Zealand4.57%
6Brazil3.86%
7South Africa2.77%
8Japan1.8%
9Korea1.45%
Industry sector
1Fixed Interest66.84%
2Money Market31.9%
3Financials1.37%
4Futures-
5Forwards-0.11%
Asset type
1US Fixed Interest68.21%
2Money Market31.9%
3Futures-
4Forwards-0.11%
Individual holdings
No data available.
Management
Fund manager group
Goldman Sachs
Fund manager company
Goldman Sachs
Fund type
Offshore Fund
Fund objective
The Portfolio seeks to implement a trading strategy that seeks to approximate the returns of a portfolio of investment funds that employ trend strategies.
Benchmark
  • SG Trend Index
Investment style
Systematic Trend
Investment method
Mixed
Fund manager
NameSinceBiography
Team Managed20/01/2015
Compliance
Transparent for Austrian Tax, Transparent for German Tax, Reporting Fund Status, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Greece, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Portugal, Singapore, Sweden
GS Alternative Trend Portfolio I Acc
Initial charge-
Annual charge0.65%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.86%
Total expense ratio (TER)0.86%
Bid price-
Offer price-
Mid price9.08
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFR4M
GS Alternative Trend Portfolio IO Acc
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.21%
Total expense ratio (TER)0.21%
Bid price-
Offer price-
Mid price9.33
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE65G
GS Alternative Trend Portfolio Other Currency Acc EUR Hedged
Initial charge5.5%
Annual charge1.35%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.6%
Total expense ratio (TER)1.6%
Bid price-
Offer price-
Mid price8.81
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFR5U
GS Alternative Trend Portfolio R GBP Hedged
Initial charge5.5%
Annual charge0.65%
Min single investment£3,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price9.07
CurrencyGBP
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFR5V
Data provided by

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