Fact sheet: GS GblCurrPl Pfl

Fund information
Fund name
GS Global Currency Plus Portfolio R GBP Hedged
Fund manager company
Goldman Sachs
Fund type
Offshore Fund
Fund manager
  • Team Managedsince 01/09/2008
Fund objective
The Portfolio seeks to provide capital growth over the longer term. The Portfolio will mostly invest in currencies via various derivatives (contracts between two or more parties whose value depends on the rise and fall of the underlying asset). The Portfolio will also invest in fixed income securities of any type of issuer based anywhere in the world.
Benchmark
  • $ LIBOR Rate
Investment style
Macro
Investment method
Money Market
Quick stats
1 Year return
0.1%
1 Year rank in sector
-
Sector
FO Hedge/Stru Prod - Currency
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.
0.95%
Fund size
£18m (£19m 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.
29
Top in this sector
Fund name1 Year
CGS FMS Gbl Evl EM Debt & FX16.4%
Boost Long $ Short EUR 5x Dly ETP14.6%
Boost Long $ Short EUR 4x Dly ETP13.2%
Principal GIF GblTmDivAbRt4.5%
Amundi Abst Mac For0.3%
...more in FO Hedge/Stru Prod - Currency

Performance snapshot

Holdings snapshot

  • USA91.5%
    Money Market50%
    Sweden18.2%
    Czech Republic13.3%
    Mexico10.5%
  • Government Bonds44.9%
    Money Market40.2%
    Cash Funds9.8%
    Asset/Mortgage-Backed Securities5.3%
    Options0.1%
  • Money Market50%
    Japanese Government Fixed Interest32.8%
    US Government Fixed Interest12.1%
    US Fixed Interest5.3%
    Alternative Investment Strategies-0.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.5%2.3%-0.5%0.1%1.5%-
Sector0.3%0.1%0%1.8%3.5%-4.4%
Rank within sector------
Quartile
Calendar performance
 YTD - 20172016201520142013
Fund-0.2%-2.4%-0.9%5.8%0%
Sector0.1%1.3%0.4%2.2%-6.5%
Rank within sector-----
Quartile
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.
-0.63
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.
0.62
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%.
4.11
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.
4.04
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.
-0.28
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.
0.05
Price movement
52 week high104.58
52 week low99.96
Current bid price-
Current offer price-
Current mid price102.67
Region
1USA91.47%
2Money Market50.02%
3Sweden18.18%
4Czech Republic13.29%
5Mexico10.47%
6Poland10.3%
7Indonesia4.95%
8Norway4.69%
9Argentina4.29%
Industry sector
1Government Bonds44.89%
2Money Market40.23%
3Cash Funds9.79%
4Asset/Mortgage-Backed Securities5.33%
5Options0.08%
6Forwards-0.32%
Asset type
1Money Market50.02%
2Japanese Government Fixed Interest32.8%
3US Government Fixed Interest12.09%
4US Fixed Interest5.33%
5Alternative Investment Strategies-0.24%
Individual holdings
1JAPANESE GOVT T-BILL #657 17 APR 201721.51%
2UNITED STATES OF AMER TREAS BILLS 0% TB 23/03/17 USD10012.09%
3JAPAN(GOVERNMENT OF) 1.7% BDS `285` 20/03/17 JPY5000011.29%
4SLM STUDENT LOAN TRUST 2007-1 FRN 26/01/26 USD12.49%
5GOAL CAPITAL FUNDING TRU A3 2005-2 FRN 28 MAY 20301.1%
6NELNET STUDENT LOAN TRUST`06-1` CLS`A-5`NTS 23/08/27 USD1000000.94%
7WACHOVIA STUDENT LOAN TR A5 2005-1 FRN 26 JAN 20260.26%
8ACCESS GROUP, INC. A2 2006-1 FRN 25 AUG 20230.24%
9NELNET STUDENT LOAN TRUST`05-4` CLS`A-3`NTS 22/06/26 USD0.22%
Management
Fund manager group
Goldman Sachs
Fund manager company
Goldman Sachs
Fund type
Offshore Fund
Fund objective
The Portfolio seeks to provide capital growth over the longer term. The Portfolio will mostly invest in currencies via various derivatives (contracts between two or more parties whose value depends on the rise and fall of the underlying asset). The Portfolio will also invest in fixed income securities of any type of issuer based anywhere in the world.
Benchmark
  • $ LIBOR Rate
Investment style
Macro
Investment method
Money Market
Fund manager
NameSinceBiography
Team Managed01/09/2008
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Distributor Status, IA Recognised, Reporting Fund Status, UCITS IV Compliant, 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 Global Currency Plus Portfolio A
Initial charge4%
Annual charge1.25%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)2.05%
Total expense ratio (TER)2.05%
Bid price-
Offer price-
Mid price91.59
CurrencyUSD
Price updated27/02/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeI7R3
GS Global Currency Plus Portfolio A Acc EUR Hedged
Initial charge4%
Annual charge1.25%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)2.05%
Total expense ratio (TER)2.05%
Bid price-
Offer price-
Mid price90.32
CurrencyEUR
Price updated27/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI7R2
GS Global Currency Plus Portfolio Base
Initial charge5.5%
Annual charge1.25%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.65%
Total expense ratio (TER)1.65%
Bid price-
Offer price-
Mid price95.1
CurrencyUSD
Price updated27/02/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeDTY9
GS Global Currency Plus Portfolio Base Acc
Initial charge5.5%
Annual charge1.25%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.65%
Total expense ratio (TER)1.65%
Bid price-
Offer price-
Mid price95.06
CurrencyUSD
Price updated27/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDTZ0
GS Global Currency Plus Portfolio Base Acc EUR Hedged
Initial charge5.5%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100
CurrencyEUR
Price updated15/01/2010
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI5D5
GS Global Currency Plus Portfolio Base EUR Hedged
Initial charge5.5%
Annual charge1.25%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.65%
Total expense ratio (TER)1.65%
Bid price-
Offer price-
Mid price92.09
CurrencyEUR
Price updated27/02/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeIEX2
GS Global Currency Plus Portfolio Base GBP Hedged
Initial charge5.5%
Annual charge1.25%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.65%
Total expense ratio (TER)1.65%
Bid price-
Offer price-
Mid price95.37
CurrencyGBP
Price updated27/02/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeI5D4
GS Global Currency Plus Portfolio I Acc
Initial charge-
Annual charge0.55%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.91%
Total expense ratio (TER)0.91%
Bid price-
Offer price-
Mid price100.29
CurrencyUSD
Price updated27/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKJA7
GS Global Currency Plus Portfolio I Acc EUR Hedged
Initial charge-
Annual charge0.55%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.91%
Total expense ratio (TER)0.91%
Bid price-
Offer price-
Mid price100.4
CurrencyEUR
Price updated27/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeI7R0
GS Global Currency Plus Portfolio Other Currency Acc EUR Hedged
Initial charge5.5%
Annual charge1.25%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.65%
Total expense ratio (TER)1.65%
Bid price-
Offer price-
Mid price94.13
CurrencyEUR
Price updated27/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDTZ3
GS Global Currency Plus Portfolio P
Initial charge5.5%
Annual charge0.8%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.2%
Total expense ratio (TER)1.2%
Bid price-
Offer price-
Mid price100.48
CurrencyUSD
Price updated27/02/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeDTZ1
GS Global Currency Plus Portfolio R
Initial charge5.5%
Annual charge0.55%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price102.03
CurrencyUSD
Price updated27/02/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF4KL
GS Global Currency Plus Portfolio R Acc
Initial charge5.5%
Annual charge0.55%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price102.07
CurrencyUSD
Price updated27/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF4KM
GS Global Currency Plus Portfolio R Acc EUR Hedged
Initial charge5.5%
Annual charge0.55%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price100
CurrencyEUR
Price updated27/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF4DD
GS Global Currency Plus Portfolio R GBP Hedged
Initial charge5.5%
Annual charge0.55%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price102.67
CurrencyGBP
Price updated27/02/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF4DE
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

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.