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

9.28 %

1 Year rank in sector

29/153

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 217.8 m

FE Risk score

65

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    84.43%
  • Ireland
    8.53%
  • EU
    5.09%
  • Israel
    3.91%
  • India
    3.41%
  • Fixed Interest
    83.8%
  • Money Market
    14.65%
  • Others
    1.93%
  • Futures
    0%
  • Forwards
    -0.38%
  • US Fixed Interest
    83.8%
  • Money Market
    14.65%
  • Others
    1.93%
  • Futures
    0%
  • Forwards
    -0.38%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.1 %2.91 %9.28 %9.77 %13.81 %
Sector0.37 %2.72 %4.61 %3.28 %9.94 %
Rank within sector105 / 15167 / 17129 / 15334 / 9941 / 76
Quartile th3 rd2 nd1 st2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund6 %-2.51 %-1.34 %13.72 %-1.84 %
Sector3.67 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector49 / 16085 / 12561 / 10021 / 8756 / 77
Quartile th2 nd3 rd3 rd1 st3 rd

Risk statistics

Alpha0.54
Beta2.97
Sharpe0.09
Volatility8.84
Tracking error7.6
Information ratio0.38
R-Squared0.46

Price movement

52 week high10
52 week low9.03
Current bid price0
Current offer price0
Current mid price9.89

Holdings by region

  • 84.43% USA
  • 8.53% Ireland
  • 5.09% EU
  • 3.91% Israel
  • 3.41% India
  • 2.84% Chile
  • 2.2% Korea
  • 2.15% Poland
  • 2.01% Canada
  • 1.85% Russia

Holdings by sector

  • 83.8% Fixed Interest
  • 14.65% Money Market
  • 1.93% Others
  • 0% Futures
  • -0.38% Forwards

Holdings by asset type

  • 83.8% US Fixed Interest
  • 14.65% Money Market
  • 1.93% Others
  • 0% Futures
  • -0.38% Forwards

Individual holdings

-