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

8.68 %

1 Year rank in sector

18/152

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 209.8 m

FE Risk score

65

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Canada
    11.28%
  • EU
    11.03%
  • Australia
    9.4%
  • Ireland
    8.46%
  • India
    7.02%
  • Fixed Interest
    72.22%
  • Money Market
    24.54%
  • Others
    1.46%
  • Financials
    1.42%
  • Forwards
    0.36%
  • US Fixed Interest
    73.64%
  • Money Market
    24.54%
  • Others
    1.46%
  • Forwards
    0.36%
  • Futures
    0%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.28 %4.11 %8.68 %16.49 %7.73 %
Sector0.72 %1.5 %2.54 %2.51 %7.96 %
Rank within sector17 / 15423 / 16818 / 15219 / 10251 / 77
Quartile th1 st1 st1 st1 st3 rd

Calendar performance

YTD-20172016201520142013
Fund6 %-2.51 %-1.34 %13.72 %-1.84 %
Sector2.55 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector29 / 16285 / 12968 / 10622 / 9161 / 80
Quartile th1 st3 rd3 rd1 st4 th

Risk statistics

Alpha3.81
Beta2.83
Sharpe0.23
Volatility8.98
Tracking error7.9
Information ratio0.61
R-Squared0.38

Price movement

52 week high9.99
52 week low8.81
Current bid price0
Current offer price0
Current mid price9.89

Holdings by region

  • 11.28% Canada
  • 11.03% EU
  • 9.4% Australia
  • 8.46% Ireland
  • 7.02% India
  • 5.38% Chile
  • 5.34% Sweden
  • 5.2% Norway
  • 5.05% Taiwan
  • 4.29% Switzerland

Holdings by sector

  • 72.22% Fixed Interest
  • 24.54% Money Market
  • 1.46% Others
  • 1.42% Financials
  • 0.36% Forwards
  • 0% Futures

Holdings by asset type

  • 73.64% US Fixed Interest
  • 24.54% Money Market
  • 1.46% Others
  • 0.36% Forwards
  • 0% Futures

Individual holdings

-