Fact sheet: GS US Sml Cap CORE Eq Pfl

Fund information
Fund name
GS US Small Cap CORE Equity Portfolio R Snap GBP
Fund manager company
Goldman Sachs
Fund type
Offshore Fund
Fund manager
  • Team Managedsince 05/12/2005
Fund objective
The Portfolio seeks to provide capital growth over the longer term. The Portfolio will mostly hold shares or similar instruments relating to US companies which have a market capitalisation smaller than that of the company with the largest market capital value in the Russell 2500 index at the time the investment is made. Such companies are either based in or earn most of their profits or revenues from the US. The Portfolio may also invest in companies which do not meet this requirement and/or are based in other countries. The Portfolio utilises the CORE strategy, a multi-factor proprietary model developed by Goldman Sachs which aims to forecast returns on securities.
Benchmark
  • Russell 2000
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
37.4%
1 Year rank in sector
-
Sector
FO Equity - Small Cap USA
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
£84m (£113m 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.
129
Top in this sector
Fund name1 Year
GS US Sml Cap CORE Eq Pfl37.4%
SEI US Sm Cos31.6%
Manulife US Small Cap Equity19.7%
LM Royce US SCapOpp19.4%
RBC (Lux) USSMCapEq19.2%
...more in FO Equity - Small Cap USA

Performance snapshot

Holdings snapshot

  • USA95.2%
    Bermuda1.8%
    Ireland1.6%
    Luxembourg0.6%
    Cayman Islands0.3%
  • Financials17.2%
    Industrials16.8%
    Consumer Discretionary15.7%
    Information Technology15.6%
    Health Care12.6%
  • US Equities94.4%
    North American Equities1.8%
    Money Market1.8%
    American Emerging Equities0.7%
    Luxembourg Equities0.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund12.8%13.8%33.1%37.4%64.7%140%
Sector11.5%4%11.5%11.6%20%77.7%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund37.2%2.9%14.1%37.9%8.8%
Sector15.4%-4.1%4.8%37.9%11.8%
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.
12.74
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.
0.82
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.
0.97
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%.
14.93
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.
9.75
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.
1.15
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.
0.6
Price movement
52 week high22.39
52 week low13.71
Current bid price-
Current offer price-
Current mid price21.82
Region
1USA95.21%
2Bermuda1.84%
3Ireland1.62%
4Luxembourg0.63%
5Cayman Islands0.28%
6Panama0.21%
7Curacao0.21%
8UK-
Industry sector
1Financials17.19%
2Industrials16.83%
3Consumer Discretionary15.73%
4Information Technology15.63%
5Health Care12.57%
6Materials6.45%
7Real Estate5.39%
8Utilities3.63%
9Energy2.79%
Asset type
1US Equities94.44%
2North American Equities1.84%
3Money Market1.79%
4American Emerging Equities0.7%
5Luxembourg Equities0.63%
6Irish Equities0.61%
7Futures-
Individual holdings
1HUDSON PACIFIC PROPERTIES INC0.85%
2SOUTHWEST GAS CORP0.85%
3PORTLAND GENERAL ELECTRIC CO0.84%
4MINERALS TECHNOLOGIES INC0.83%
5PROSPERITY BANCSHARES INC0.83%
6CURTISS-WRIGHT CORP0.8%
7PIPER JAFFRAY COMPANIES0.8%
8AMERICAN EQUITY INVT LIFE HLDG CO0.79%
9MASIMO CORP0.76%
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 US companies which have a market capitalisation smaller than that of the company with the largest market capital value in the Russell 2500 index at the time the investment is made. Such companies are either based in or earn most of their profits or revenues from the US. The Portfolio may also invest in companies which do not meet this requirement and/or are based in other countries. The Portfolio utilises the CORE strategy, a multi-factor proprietary model developed by Goldman Sachs which aims to forecast returns on securities.
Benchmark
  • Russell 2000
Investment style
Growth
Investment method
Shares
Fund manager
NameSinceBiography
Team Managed05/12/2005
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 US 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 price18.55
CurrencyUSD
Price updated02/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFLZ7
GS US Small Cap CORE Equity Portfolio Base Close Acc
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 price19.6
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFLZ8
GS US 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 price20.41
CurrencyUSD
Price updated05/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeY753
GS US Small Cap CORE Equity Portfolio Base Snap Acc
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 price20.36
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeY752
GS US 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 price20.33
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFLZ9
GS US 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 price21.1
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeY751
GS US Small Cap CORE Equity Portfolio I Snap
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)0.96%
Bid price-
Offer price-
Mid price19.04
CurrencyUSD
Price updated05/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeY750
GS US 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)0.96%
Bid price-
Offer price-
Mid price19.78
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC2Y2
GS US Small Cap CORE Equity Portfolio P Snap Acc
Initial charge-
Annual charge0.8%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.05%
Total expense ratio (TER)1.05%
Bid price-
Offer price-
Mid price17.78
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC2Y1
GS US 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 price17.13
CurrencyUSD
Price updated05/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF4JF
GS US 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 price17.34
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF4JG
GS US 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 price21.82
CurrencyGBP
Price updated05/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF4LB
Data provided by

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