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(s)
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

9.76 %

1 Year rank in sector

16/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 211.9 m

FE Risk score

65

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    33.05%
  • Ireland
    8.55%
  • Canada
    7.32%
  • EU
    7.25%
  • UK
    5.45%
  • Fixed Interest
    73.45%
  • Money Market
    24.28%
  • Others
    1.67%
  • Financials
    1.43%
  • Futures
    0%
  • US Fixed Interest
    74.87%
  • Money Market
    24.28%
  • Others
    1.67%
  • Futures
    0%
  • Forwards
    -0.82%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.41 %4.65 %9.76 %13.14 %10 %
Sector0.27 %2.14 %3.39 %4.06 %8.71 %
Rank within sector79 / 15027 / 16916 / 15026 / 10143 / 75
Quartile th3 rd1 st1 st2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund6.11 %-2.51 %-1.34 %13.72 %-1.84 %
Sector3 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector35 / 16184 / 12664 / 10321 / 8858 / 77
Quartile th1 st3 rd3 rd1 st4 th

Risk statistics

Alpha2.29
Beta2.93
Sharpe0.09
Volatility8.83
Tracking error7.69
Information ratio0.45
R-Squared0.42

Price movement

52 week high9.99
52 week low8.81
Current bid price0
Current offer price0
Current mid price9.9

Holdings by region

  • 33.05% USA
  • 8.55% Ireland
  • 7.32% Canada
  • 7.25% EU
  • 5.45% UK
  • 5.07% Australia
  • 4.63% Israel
  • 3.54% Chile
  • 3.03% Sweden
  • 2.98% Norway

Holdings by sector

  • 73.45% Fixed Interest
  • 24.28% Money Market
  • 1.67% Others
  • 1.43% Financials
  • 0% Futures
  • -0.82% Forwards

Holdings by asset type

  • 74.87% US Fixed Interest
  • 24.28% Money Market
  • 1.67% Others
  • 0% Futures
  • -0.82% Forwards

Individual holdings

-