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

8.3 %

1 Year rank in sector

21/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 182.9 m

FE Risk score

33

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Switzerland
    36.09%
  • EU
    28.71%
  • Sweden
    18.86%
  • USA
    6.75%
  • Ireland
    2.54%
  • Fixed Interest
    83.81%
  • Money Market
    11.82%
  • Others
    4.98%
  • Futures
    0%
  • Options
    -0.04%
  • US Fixed Interest
    83.81%
  • Money Market
    11.82%
  • Others
    4.98%
  • Futures
    0%
  • Options
    -0.04%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.09 %4.13 %8.3 %14.11 %18.99 %
Sector0.27 %2.14 %3.39 %4.06 %8.71 %
Rank within sector37 / 15041 / 16921 / 150 / /
Quartile th1 st1 st1 st th th

Calendar performance

YTD-20172016201520142013
Fund5.92 %4.8 %0 %0 %0 %
Sector3 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector38 / 16124 / 126 / / /
Quartile th1 st1 st th th th

Risk statistics

Alpha2.92
Beta0.89
Sharpe0.01
Volatility3.95
Tracking error3.55
Information ratio0.78
R-Squared0.2

Price movement

52 week high11.09
52 week low10.1
Current bid price0
Current offer price0
Current mid price11.09

Holdings by region

  • 36.09% Switzerland
  • 28.71% EU
  • 18.86% Sweden
  • 6.75% USA
  • 2.54% Ireland
  • 1.45% UK
  • 0.79% Canada
  • 0.52% Korea
  • 0.51% Australia
  • 0.46% Israel

Holdings by sector

  • 83.81% Fixed Interest
  • 11.82% Money Market
  • 4.98% Others
  • 0% Futures
  • -0.04% Options
  • -0.57% Forwards

Holdings by asset type

  • 83.81% US Fixed Interest
  • 11.82% Money Market
  • 4.98% Others
  • 0% Futures
  • -0.04% Options
  • -0.57% Forwards

Individual holdings

-