Fact sheet: GS AlterTrPfl

Fund information

Fund name
GS Alternative Trend Portfolio I Acc
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager
Team Managed
since 20/01/2015
Fund objective
The Portfolio seeks to implement a trading strategy that seeks to approximate the returns of a portfolio of investment funds that employ trend strategies.
Benchmark
LIBOR 3 month GBP
Investment style
Systematic Trend
Investment method
Mixed

Quick stats

1 Year return

4.75 %

1 Year rank in sector

39/148

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 200.0 m

FE Risk score

65

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    35.8%
  • Ireland
    8.51%
  • New Zealand
    6.91%
  • Israel
    6.89%
  • Switzerland
    6.16%
  • Fixed Interest
    73.54%
  • Money Market
    24.27%
  • Others
    1.58%
  • Forwards
    0.61%
  • Futures
    0%
  • US Fixed Interest
    73.54%
  • Money Market
    24.27%
  • Others
    1.58%
  • Forwards
    0.61%
  • Futures
    0%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.41 %4.06 %5.19 %18.8 %2.64 %
Sector-0.17 %1.73 %1.57 %2.15 %7.28 %
Rank within sector93 / 15334 / 16539 / 14816 / 10060 / 79
Quartile th3 rd1 st2 nd1 st4 th

Calendar performance

YTD-20172016201520142013
Fund4.29 %-2.51 %-1.34 %13.72 %-1.84 %
Sector1.74 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector33 / 16285 / 13067 / 10721 / 9263 / 82
Quartile th1 st3 rd3 rd1 st4 th

Risk statistics

Alpha3.5
Beta2.74
Sharpe0.16
Volatility9.14
Tracking error8.14
Information ratio0.53
R-Squared0.34

Price movement

52 week high9.86
52 week low8.81
Current bid price0
Current offer price0
Current mid price9.73

Holdings by region

  • 35.8% USA
  • 8.51% Ireland
  • 6.91% New Zealand
  • 6.89% Israel
  • 6.16% Switzerland
  • 5.87% India
  • 5.63% EU
  • 4.49% Indonesia
  • 3.69% Australia
  • 3.34% Poland

Holdings by sector

  • 73.54% Fixed Interest
  • 24.27% Money Market
  • 1.58% Others
  • 0.61% Forwards
  • 0% Futures

Holdings by asset type

  • 73.54% US Fixed Interest
  • 24.27% Money Market
  • 1.58% Others
  • 0.61% Forwards
  • 0% Futures

Individual holdings

-