Fact sheet: GS Global SmCap Core Eq

Fund information
Fund name
GS Global Small Cap Core Equity Portfolio R Snap GBP
Fund manager company
Goldman Sachs
Fund type
Offshore Fund
Fund manager
  • Team Managedsince 02/08/2006
Fund objective
The Portfolio seeks to provide capital growth over the longer term. The Portfolio will mostly hold shares or similar instruments relating to companies anywhere in the world which have a market capital value no greater than the company with the largest market capital value in the S&P/Citigroup EMI World Index at the time the investment is made. The Portfolio may also invest in companies which do not meet this requirement. The Portfolio utilises the CORE strategy, a multi-factor proprietary model developed by Goldman Sachs which aims to forecast returns on securities.
Benchmark
  • S&P Developed Small Cap Index
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
25.3%
1 Year rank in sector
-
Sector
FO Equity - International
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.
0.85%
Fund size
£329m (£472m 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.
105
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq40%
Schroder ISF Gbl Rec32.9%
Dodge & Cox Gbl Stk31.6%
Dimensional Gbl Small Cos26.9%
SKAGEN Focus26.5%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA53.9%
    Japan7.2%
    UK5.9%
    Switzerland5.4%
    Korea4.8%
  • Industrials18.4%
    Information Technology14.8%
    Consumer Discretionary13.5%
    Financials12.5%
    Materials9.8%
  • US Equities53.8%
    Japanese Equities7.4%
    Swiss Equities5.4%
    Money Market5.3%
    UK Equities5.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.7%7.9%21.6%25.3%39.4%114.8%
Sector0.3%-0.2%4.2%2.3%13.7%52.3%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund26.4%6%1.4%38.8%15.8%
Sector4.9%0.7%6%21.3%12.7%
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.
8.39
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.
0.85
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.
0.8
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%.
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.
7.64
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.
0.97
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.
0.53
Price movement
52 week high13.15
52 week low8.93
Current bid price-
Current offer price-
Current mid price12.82
Region
1USA53.9%
2Japan7.21%
3UK5.87%
4Switzerland5.44%
5Korea4.82%
6France3.91%
7Germany3.8%
8Netherlands3.13%
9Canada2.99%
Industry sector
1Industrials18.37%
2Information Technology14.79%
3Consumer Discretionary13.47%
4Financials12.54%
5Materials9.82%
6Health Care8.41%
7Real Estate8.12%
8Energy6.05%
9Money Market5.29%
Asset type
1US Equities53.85%
2Japanese Equities7.37%
3Swiss Equities5.44%
4Money Market5.29%
5UK Equities5.18%
6South Korean Equities4.82%
7French Equities3.91%
8German Equities3.8%
9Dutch Equities3.13%
Individual holdings
1PIPER JAFFRAY COMPANIES1.19%
2REINSURANCE GROUP OF AMERICA1.15%
3LONZA GROUP AG1.13%
4STEEL DYNAMICS INC1.1%
5VAIL RESORTS INC1.1%
6ALLIED WORLD ASSURANCE1.08%
7SCHNITZER STEEL1.07%
8AMERICAN EQUITY INVT LIFE HLDG CO1.05%
9BRADY CORP1.03%
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 hold shares or similar instruments relating to companies anywhere in the world which have a market capital value no greater than the company with the largest market capital value in the S&P/Citigroup EMI World Index at the time the investment is made. The Portfolio may also invest in companies which do not meet this requirement. The Portfolio utilises the CORE strategy, a multi-factor proprietary model developed by Goldman Sachs which aims to forecast returns on securities.
Benchmark
  • S&P Developed Small Cap Index
Investment style
Growth
Investment method
Shares
Fund manager
NameSinceBiography
Team Managed02/08/2006
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Distributor Status, IA Recognised, 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 Global Small Cap Core Equity Portfolio A Close
Initial charge4%
Annual charge1.25%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)2%
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price14.13
CurrencyUSD
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFMH5
GS Global Small Cap Core Equity Portfolio A Snap
Initial charge4%
Annual charge1.25%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)2%
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price13.44
CurrencyUSD
Price updated02/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFME2
GS Global Small Cap Core Equity Portfolio Base Close
Initial charge5.5%
Annual charge1.25%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.5%
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price17.04
CurrencyUSD
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFMH6
GS Global Small Cap Core Equity Portfolio Base Snap
Initial charge5.5%
Annual charge1.25%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.5%
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price17.02
CurrencyUSD
Price updated02/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeR665
GS Global Small Cap Core Equity Portfolio E Close Acc
Initial charge4%
Annual charge1.25%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)2%
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price17.92
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFMH7
GS Global Small Cap Core Equity Portfolio E Snap Acc
Initial charge4%
Annual charge1.25%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)2%
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price17.03
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFME3
GS Global Small Cap Core Equity Portfolio I Snap Acc
Initial charge-
Annual charge0.6%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.81%
Total expense ratio (TER)1.06%
Bid price-
Offer price-
Mid price21.37
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFME4
GS Global Small Cap Core Equity Portfolio I Snap Acc USD
Initial charge-
Annual charge0.6%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.81%
Total expense ratio (TER)0.81%
Bid price-
Offer price-
Mid price10.48
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE9QF
GS Global Small Cap Core Equity Portfolio IO Close 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 price18.26
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFMH8
GS Global Small Cap Core Equity Portfolio IO Close Acc GBP
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 price31.92
CurrencyGBP
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFLR5
GS Global Small Cap Core Equity Portfolio IO Snap
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 price10.7
CurrencyUSD
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFL3E
GS Global Small Cap Core Equity Portfolio IO Snap 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 price10.39
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFL3D
GS Global Small Cap Core Equity Portfolio Other Currency Snap Acc SEK
Initial charge5.5%
Annual charge1.25%
Min single investment£40,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.5%
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price116.64
CurrencySEK
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE15W
GS Global Small Cap Core Equity Portfolio P Snap Acc
Initial charge-
Annual charge1%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.25%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price14.8
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFMF5
GS Global Small Cap Core Equity Portfolio R Snap
Initial charge5.5%
Annual charge0.6%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.85%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price15.51
CurrencyUSD
Price updated02/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF4JA
GS Global Small Cap Core Equity Portfolio R Snap Acc
Initial charge5.5%
Annual charge0.6%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.85%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price15.97
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF4JB
GS Global Small Cap Core Equity Portfolio R Snap GBP
Initial charge5.5%
Annual charge0.6%
Min single investment£3,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.85%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price12.82
CurrencyGBP
Price updated02/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFVIJ
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