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

7.76 %

1 Year rank in sector

43/154

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 159.7 m

FE Risk score

33

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Switzerland
    40.14%
  • EU
    39.88%
  • Sweden
    16.54%
  • Ireland
    2.54%
  • UK
    1.22%
  • Fixed Interest
    97.06%
  • Others
    5.65%
  • Futures
    0%
  • Options
    -0.08%
  • Money Market
    -1.15%
  • US Fixed Interest
    97.06%
  • Others
    5.65%
  • Futures
    0%
  • Options
    -0.08%
  • Money Market
    -1.15%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.18 %3.16 %7.76 %9.86 %21.7 %
Sector0.33 %2.06 %4.48 %3.44 %9.86 %
Rank within sector73 / 15048 / 17243 / 154 / /
Quartile th2 nd2 nd2 nd th th

Calendar performance

YTD-20172016201520142013
Fund6.11 %4.8 %0 %0 %0 %
Sector3.49 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector46 / 16027 / 126 / / /
Quartile th2 nd1 st th th th

Risk statistics

Alpha1.96
Beta1
Sharpe-0
Volatility3.86
Tracking error3.29
Information ratio0.58
R-Squared0.27

Price movement

52 week high11.18
52 week low10.31
Current bid price0
Current offer price0
Current mid price11.11

Holdings by region

  • 40.14% Switzerland
  • 39.88% EU
  • 16.54% Sweden
  • 2.54% Ireland
  • 1.22% UK
  • 0.73% Korea
  • 0.41% India
  • 0.41% Israel
  • 0.31% Russia
  • 0.29% Chile

Holdings by sector

  • 97.06% Fixed Interest
  • 5.65% Others
  • 0% Futures
  • -0.08% Options
  • -1.15% Money Market
  • -1.47% Forwards

Holdings by asset type

  • 97.06% US Fixed Interest
  • 5.65% Others
  • 0% Futures
  • -0.08% Options
  • -1.15% Money Market
  • -1.47% Forwards

Individual holdings

-