Fact sheet: GS EFILgShrtRskPrmiaPfl

Fund information
Fund name
GS EFI Long Short Risk Premia Portfolio C 3x Acc
Fund manager company
Goldman Sachs
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
The Portfolio’s investment objective is to provide a synthetic exposure to the performance of the GS Equity Risk Premia Long/Short Strategy (the “Strategy”). The Strategy is a proprietary strategy created and calculated by Goldman Sachs International. The Strategy aims to provide a synthetic exposure to the performance of a basket comprising three underlying assets (each, an "Asset"): a long position in the Goldman Sachs RP Equity World Net Total Return Series P USD Index; a short position in the MSCI Daily TR Gross World USD; and; a short position in the USD Goldman Sachs Overnight Money Market Index.
Benchmark
No data available.
Investment style
Long/Short
Investment method
Equity
Quick stats
1 Year return
-3.8%
1 Year rank in sector
74/105
Sector
FO Hedge/Stru Prod - Equity
Yield
-
Fund size
£8m (£0m 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.
42
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...more in FO Hedge/Stru Prod - Equity

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.2%-2%-5.3%-3.8%--
Sector0.6%1.8%1.4%-0.6%5.4%15.6%
Rank within sector89 / 122111 / 121107 / 11574 / 105--
Quartile3rd4th4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund-2.6%1.8%---
Sector-1.8%2.7%2.5%7.1%3.9%
Rank within sector65 / 11154 / 98---
Quartile3rd3rd
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high10.83
52 week low9.98
Current bid price-
Current offer price-
Current mid price10.2
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Goldman Sachs
Fund manager company
Goldman Sachs
Fund type
Offshore Fund
Fund objective
The Portfolio’s investment objective is to provide a synthetic exposure to the performance of the GS Equity Risk Premia Long/Short Strategy (the “Strategy”). The Strategy is a proprietary strategy created and calculated by Goldman Sachs International. The Strategy aims to provide a synthetic exposure to the performance of a basket comprising three underlying assets (each, an "Asset"): a long position in the Goldman Sachs RP Equity World Net Total Return Series P USD Index; a short position in the MSCI Daily TR Gross World USD; and; a short position in the USD Goldman Sachs Overnight Money Market Index.
Benchmark
No data available.
Investment style
Long/Short
Investment method
Equity
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Belgium, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
GS EFI Long Short Risk Premia Portfolio A 1xs Acc
Initial charge-
Annual charge-
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.868
CurrencyUSD
Price updated01/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE35F
GS EFI Long Short Risk Premia Portfolio A 3xs Acc
Initial charge-
Annual charge-
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.6412
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE18C
GS EFI Long Short Risk Premia Portfolio A 3xs Acc EUR Hedged
Initial charge-
Annual charge-
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.5303
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE18B
GS EFI Long Short Risk Premia Portfolio A 3xs Acc SEK Hedged
Initial charge-
Annual charge-
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.5834
CurrencySEK
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE18D
GS EFI Long Short Risk Premia Portfolio C 1x Acc EUR Hedged
Initial charge-
Annual charge0.35%
Min single investment£1,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.7162
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFURX
GS EFI Long Short Risk Premia Portfolio C 3x Acc
Initial charge-
Annual charge0.35%
Min single investment£1,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.2004
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUSB
GS EFI Long Short Risk Premia Portfolio C 3x Acc CHF Hedged
Initial charge-
Annual charge0.35%
Min single investment£1,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.4488
CurrencyCHF
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFURY
GS EFI Long Short Risk Premia Portfolio C 3x Acc EUR Hedged
Initial charge-
Annual charge0.35%
Min single investment£1,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.0081
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFURZ
GS EFI Long Short Risk Premia Portfolio C 3x Acc GBP Hedged
Initial charge-
Annual charge0.35%
Min single investment£1,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.6534
CurrencyGBP
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUSA
GS EFI Long Short Risk Premia Portfolio C 3x Acc SEK Hedged
Initial charge-
Annual charge-
Min single investment£6,000,000
Min regular saving£6,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.4353
CurrencySEK
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE86P
GS EFI Long Short Risk Premia Portfolio C 3x GBP Hedged
Initial charge-
Annual charge0.35%
Min single investment£1,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.4468
CurrencyGBP
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFUSC
GS EFI Long Short Risk Premia Portfolio C 5x Acc
Initial charge-
Annual charge0.35%
Min single investment£1,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.5387
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUWO
GS EFI Long Short Risk Premia Portfolio C 5x Acc EUR Hedged
Initial charge-
Annual charge0.35%
Min single investment£1,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.1134
CurrencyEUR
Price updated26/05/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUWP
GS EFI Long Short Risk Premia Portfolio I 3x Acc CHF Hedged
Initial charge-
Annual charge1%
Min single investment£100,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.6499
CurrencyCHF
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUSD
GS EFI Long Short Risk Premia Portfolio I 3x Acc EUR Hedged
Initial charge-
Annual charge1%
Min single investment£100,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.8242
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUSE
GS EFI Long Short Risk Premia Portfolio I 3x Acc USD Hedged
Initial charge-
Annual charge1%
Min single investment£100,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.9663
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUSF
GS EFI Long Short Risk Premia Portfolio Z 3x Acc
Initial charge-
Annual charge0.2%
Min single investment£15,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.1412
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUSJ
GS EFI Long Short Risk Premia Portfolio Z 3x Acc CHF Hedged
Initial charge-
Annual charge0.2%
Min single investment£15,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.8328
CurrencyCHF
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUSG
GS EFI Long Short Risk Premia Portfolio Z 3x Acc EUR Hedged
Initial charge-
Annual charge0.2%
Min single investment£15,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.0101
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUSH
GS EFI Long Short Risk Premia Portfolio Z 3x Acc GBP Hedged
Initial charge-
Annual charge0.2%
Min single investment£15,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.6715
CurrencyGBP
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUSI
GS EFI Long Short Risk Premia Portfolio Z 5x Acc EUR Hedged
Initial charge-
Annual charge-
Min single investment£15,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.5591
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUXX
GS EFI Long Short Risk Premia Portfolio Z 5xs Acc GBP Hedged
Initial charge-
Annual charge-
Min single investment£15,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.6073
CurrencyGBP
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE8YK
GS EFI Long Short Risk Premia Portfolio Z 5xs Acc USD
Initial charge-
Annual charge-
Min single investment£15,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.6194
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE8YJ
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.