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

8.44 %

1 Year rank in sector

43/158

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 172.5 m

FE Risk score

34

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Switzerland
    63.96%
  • EU
    54.35%
  • Sweden
    38.38%
  • Japan
    26.57%
  • Ireland
    4.9%
  • Fixed Interest
    158.32%
  • Money Market
    30.5%
  • Others
    8.71%
  • Forwards
    2.62%
  • Futures
    0%
  • US Fixed Interest
    158.32%
  • Money Market
    30.5%
  • Others
    8.71%
  • Forwards
    2.62%
  • Futures
    0%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.05 %4.96 %8.44 %14.3 %21.8 %
Sector1.25 %3.71 %5.01 %3.66 %10.42 %
Rank within sector47 / 15060 / 17243 / 15817 / 99 /
Quartile th2 nd2 nd2 nd1 st th

Calendar performance

YTD-20182017201620152014
Fund1.78 %7.26 %4.8 %0 %0 %
Sector1.14 %4.12 %-0.53 %-0.64 %5.08 %
Rank within sector52 / 13742 / 15825 / 125 / /
Quartile th2 nd2 nd1 st th th

Risk statistics

Alpha2.35
Beta1.1
Sharpe-
Volatility3.84
Tracking error3.23
Information ratio0.74
R-Squared0.29

Price movement

52 week high11.43
52 week low10.49
Current bid price0
Current offer price0
Current mid price11.43

Holdings by region

  • 63.96% Switzerland
  • 54.35% EU
  • 38.38% Sweden
  • 26.57% Japan
  • 4.9% Ireland
  • 2.36% UK
  • 2.07% Korea
  • 1.5% India
  • 1.4% USA
  • 0.99% Philippines

Holdings by sector

  • 158.32% Fixed Interest
  • 30.5% Money Market
  • 8.71% Others
  • 2.62% Forwards
  • 0% Futures
  • -0.15% Options

Holdings by asset type

  • 158.32% US Fixed Interest
  • 30.5% Money Market
  • 8.71% Others
  • 2.62% Forwards
  • 0% Futures
  • -0.15% Options

Individual holdings

-