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

5.54 %

1 Year rank in sector

30/146

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 200.3 m

FE Risk score

35

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Switzerland
    33.15%
  • EU
    26.86%
  • Sweden
    23.42%
  • USA
    6.16%
  • UK
    2.82%
  • Fixed Interest
    81.51%
  • Money Market
    12.78%
  • Others
    5.5%
  • Forwards
    0.27%
  • Futures
    0%
  • US Fixed Interest
    81.51%
  • Money Market
    12.78%
  • Others
    5.5%
  • Forwards
    0.27%
  • Futures
    0%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.28 %2.07 %5.54 %7.58 %17.6 %
Sector0.15 %0.73 %0.75 %2.34 %7.25 %
Rank within sector108 / 14949 / 16330 / 146 / /
Quartile th3 rd2 nd1 st th th

Calendar performance

YTD-20172016201520142013
Fund3.72 %4.8 %0 %0 %0 %
Sector1.69 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector41 / 16024 / 129 / / /
Quartile th2 nd1 st th th th

Risk statistics

Alpha2.31
Beta1.04
Sharpe-0
Volatility4.44
Tracking error3.96
Information ratio0.57
R-Squared0.21

Price movement

52 week high10.92
52 week low10.1
Current bid price0
Current offer price0
Current mid price10.86

Holdings by region

  • 33.15% Switzerland
  • 26.86% EU
  • 23.42% Sweden
  • 6.16% USA
  • 2.82% UK
  • 2.49% Ireland
  • 0.68% Canada
  • 0.58% New Zealand
  • 0.53% Australia
  • 0.52% India

Holdings by sector

  • 81.51% Fixed Interest
  • 12.78% Money Market
  • 5.5% Others
  • 0.27% Forwards
  • 0% Futures
  • -0.06% Options

Holdings by asset type

  • 81.51% US Fixed Interest
  • 12.78% Money Market
  • 5.5% Others
  • 0.27% Forwards
  • 0% Futures
  • -0.06% Options

Individual holdings

-