Fact sheet: GS Stgc Factr Alloc Pf

Fund information
Fund name
GS Strategic Factor Allocation Portfolio I Acc
Fund manager company
Goldman Sachs
Fund type
Offshore Fund
Fund manager
  • Team Managedsince 29/09/2016
Fund objective
The Portfolio seeks to provide income and capital growth over the longer term. The Investment Adviser will seek to implement a range of strategic factors based upon allocation recommendations generated by Goldman Sachs & Co.
Benchmark
No data available.
Investment style
Balanced
Investment method
None
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Mixed Asset - Balanced
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.
0.96%
Fund size
£0m
Top in this sector
Fund name1 Year
Templeton Emg Mkts Bal32.5%
Capital Group EMTOpL25.4%
HSBC Pfl World Seltn 324.5%
Morg Stnly Gbl Bal Inc20.1%
Oasis Crs Gbl Low EqBal19.6%
...more in FO Mixed Asset - Balanced

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.4%-----
Sector0.3%-1.1%2.7%2.8%9.3%24.6%
Rank within sector64 / 143-----
Quartile2nd
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector3.6%-0.3%4.7%7.5%7.6%
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.
-
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 high100
52 week low98.09
Current bid price-
Current offer price-
Current mid price99.31
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 seeks to provide income and capital growth over the longer term. The Investment Adviser will seek to implement a range of strategic factors based upon allocation recommendations generated by Goldman Sachs & Co.
Benchmark
No data available.
Investment style
Balanced
Investment method
None
Fund manager
NameSinceBiography
Team Managed29/09/2016
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, Italy, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
GS Strategic Factor Allocation Portfolio I
Initial charge-
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.96%
Total expense ratio (TER)0.96%
Bid price-
Offer price-
Mid price99.31
CurrencyUSD
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC12Y
GS Strategic Factor Allocation Portfolio I Acc
Initial charge-
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.96%
Total expense ratio (TER)0.96%
Bid price-
Offer price-
Mid price99.31
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC12Z
GS Strategic Factor Allocation Portfolio I Acc EUR Hedged
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100.05
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC2MA
GS Strategic Factor Allocation Portfolio P
Initial charge-
Annual charge0.75%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price99.27
CurrencyUSD
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC13A
GS Strategic Factor Allocation Portfolio P Acc
Initial charge-
Annual charge0.75%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price99.26
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC13B
GS Strategic Factor Allocation Portfolio P Acc EUR Hedged
Initial charge-
Annual charge0.75%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price99.08
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC13C
GS Strategic Factor Allocation Portfolio P EUR Hedged
Initial charge-
Annual charge0.75%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1%
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price99.07
CurrencyEUR
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC13D
GS Strategic Factor Allocation Portfolio R Acc GBP Hedged
Initial charge5.5%
Annual charge0.25%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price99.2
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC13E
GS Strategic Factor Allocation Portfolio R GBP Hedged
Initial charge5.5%
Annual charge0.25%
Min single investment£5,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price99.2
CurrencyGBP
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeC13F
Data provided by

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