Fact sheet: GS AbsRtTrkPfl

Fund information

Fund name
GS Absolute Return Tracker Portfolio I Acc
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 13/01/2015
Fund objective
The Portfolio seeks to implement a trading strategy (the "Strategy") that seeks to approximate the returns of hedge funds as a broad asset class. Returns of hedge funds can be viewed as being composed of both "beta" (or varying market exposure) or "alpha" (or manager skill).
Benchmark
LIBOR 3 month GBP
Investment style
Multi Strategy
Investment method
Mixed

Quick stats

1 Year return

7.07 %

1 Year rank in sector

45/155

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 172.5 m

FE Risk score

33

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Switzerland
    70.28%
  • EU
    69.39%
  • Sweden
    44.45%
  • Ireland
    4.92%
  • USA
    4.34%
  • Fixed Interest
    153.34%
  • Money Market
    36.87%
  • Others
    7.28%
  • Forwards
    2.6%
  • Futures
    0%
  • US Fixed Interest
    153.34%
  • Money Market
    36.87%
  • Others
    7.28%
  • Forwards
    2.6%
  • Futures
    0%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.81 %3.23 %7.07 %12.23 %20.5 %
Sector0.27 %2.19 %4.5 %3.3 %9.75 %
Rank within sector46 / 14950 / 17145 / 155 / /
Quartile th2 nd2 nd2 nd th th

Calendar performance

YTD-20172016201520142013
Fund6.97 %4.8 %0 %0 %0 %
Sector4.15 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector45 / 15926 / 126 / / /
Quartile th2 nd1 st th th th

Risk statistics

Alpha2
Beta1.06
Sharpe-0
Volatility3.85
Tracking error3.27
Information ratio0.61
R-Squared0.28

Price movement

52 week high11.2
52 week low10.46
Current bid price0
Current offer price0
Current mid price11.2

Holdings by region

  • 70.28% Switzerland
  • 69.39% EU
  • 44.45% Sweden
  • 4.92% Ireland
  • 4.34% USA
  • 2.26% UK
  • 1.83% Korea
  • 0.82% India
  • 0.56% Czech Republic
  • 0.54% Japan

Holdings by sector

  • 153.34% Fixed Interest
  • 36.87% Money Market
  • 7.28% Others
  • 2.6% Forwards
  • 0% Futures
  • -0.09% Options

Holdings by asset type

  • 153.34% US Fixed Interest
  • 36.87% Money Market
  • 7.28% Others
  • 2.6% Forwards
  • 0% Futures
  • -0.09% Options

Individual holdings

-