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

6.8 %

1 Year rank in sector

33/152

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 184.3 m

FE Risk score

34

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Switzerland
    35.26%
  • EU
    26.8%
  • Sweden
    18.78%
  • USA
    10.22%
  • Ireland
    2.45%
  • Fixed Interest
    80.21%
  • Money Market
    14.09%
  • Others
    5.06%
  • Forwards
    0.69%
  • Futures
    0%
  • US Fixed Interest
    80.21%
  • Money Market
    14.09%
  • Others
    5.06%
  • Forwards
    0.69%
  • Futures
    0%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.2 %3.38 %6.8 %10.42 %17.91 %
Sector0.3 %1.69 %2.15 %2.48 %7.92 %
Rank within sector31 / 15938 / 16933 / 152 / /
Quartile th1 st1 st1 st th th

Calendar performance

YTD-20172016201520142013
Fund5.06 %4.8 %0 %0 %0 %
Sector2.48 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector34 / 16123 / 129 / / /
Quartile th1 st1 st th th th

Risk statistics

Alpha1.63
Beta0.97
Sharpe-0
Volatility4.31
Tracking error3.87
Information ratio0.4
R-Squared0.2

Price movement

52 week high11.01
52 week low10.1
Current bid price0
Current offer price0
Current mid price11

Holdings by region

  • 35.26% Switzerland
  • 26.8% EU
  • 18.78% Sweden
  • 10.22% USA
  • 2.45% Ireland
  • 0.85% Canada
  • 0.76% UK
  • 0.63% Australia
  • 0.53% India
  • 0.5% Korea

Holdings by sector

  • 80.21% Fixed Interest
  • 14.09% Money Market
  • 5.06% Others
  • 0.69% Forwards
  • 0% Futures
  • -0.05% Options

Holdings by asset type

  • 80.21% US Fixed Interest
  • 14.09% Money Market
  • 5.06% Others
  • 0.69% Forwards
  • 0% Futures
  • -0.05% Options

Individual holdings

-