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
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

6.86 %

1 Year rank in sector

22/148

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 197.6 m

FE Risk score

36

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Switzerland
    32.67%
  • EU
    24.52%
  • Sweden
    21.73%
  • USA
    11.78%
  • UK
    2.51%
  • Fixed Interest
    77.57%
  • Money Market
    15.7%
  • Others
    4.75%
  • Forwards
    2.03%
  • Futures
    0%
  • US Fixed Interest
    77.57%
  • Money Market
    15.7%
  • Others
    4.75%
  • Forwards
    2.03%
  • Futures
    0%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.74 %3.9 %7.06 %7.82 %19.71 %
Sector-0.09 %1.79 %1.66 %2.18 %7.35 %
Rank within sector27 / 15638 / 16522 / 148 / /
Quartile th1 st1 st1 st th th

Calendar performance

YTD-20172016201520142013
Fund4.3 %4.8 %0 %0 %0 %
Sector1.8 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector34 / 16223 / 130 / / /
Quartile th1 st1 st th th th

Risk statistics

Alpha1.39
Beta0.89
Sharpe-0
Volatility4.61
Tracking error4.27
Information ratio0.29
R-Squared0.14

Price movement

52 week high10.92
52 week low10.1
Current bid price0
Current offer price0
Current mid price10.92

Holdings by region

  • 32.67% Switzerland
  • 24.52% EU
  • 21.73% Sweden
  • 11.78% USA
  • 2.51% UK
  • 2.44% Ireland
  • 0.53% India
  • 0.49% Israel
  • 0.46% Korea
  • 0.45% New Zealand

Holdings by sector

  • 77.57% Fixed Interest
  • 15.7% Money Market
  • 4.75% Others
  • 2.03% Forwards
  • 0% Futures
  • -0.05% Options

Holdings by asset type

  • 77.57% US Fixed Interest
  • 15.7% Money Market
  • 4.75% Others
  • 2.03% Forwards
  • 0% Futures
  • -0.05% Options

Individual holdings

-