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

10.27 %

1 Year rank in sector

34/158

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 250.7 m

FE Risk score

68

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    50.02%
  • Ireland
    8.51%
  • India
    7.09%
  • Korea
    6.91%
  • UK
    5.92%
  • Fixed Interest
    70.47%
  • Money Market
    27.21%
  • Others
    2.09%
  • Forwards
    0.23%
  • Futures
    0%
  • US Fixed Interest
    70.47%
  • Money Market
    27.21%
  • Others
    2.09%
  • Forwards
    0.23%
  • Futures
    0%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.1 %5.96 %10.27 %6.29 %15.97 %
Sector1.54 %4.04 %5.83 %4.15 %10.89 %
Rank within sector41 / 15751 / 17134 / 15844 / 9738 / 74
Quartile th2 nd2 nd1 st2 nd3 rd

Calendar performance

YTD-20182017201620152014
Fund3.51 %6.75 %-2.51 %-1.34 %13.72 %
Sector1.67 %4.12 %-0.53 %-0.64 %5.08 %
Rank within sector34 / 14146 / 15685 / 12359 / 9621 / 84
Quartile th1 st2 nd3 rd3 rd1 st

Risk statistics

Alpha-1.28
Beta2.53
Sharpe-0
Volatility7.77
Tracking error6.76
Information ratio-0.01
R-Squared0.38

Price movement

52 week high10.31
52 week low9.27
Current bid price0
Current offer price0
Current mid price10.31

Holdings by region

  • 50.02% USA
  • 8.51% Ireland
  • 7.09% India
  • 6.91% Korea
  • 5.92% UK
  • 5.34% Philippines
  • 4.97% Israel
  • 4.82% EU
  • 3.64% Taiwan
  • 3.43% Poland

Holdings by sector

  • 70.47% Fixed Interest
  • 27.21% Money Market
  • 2.09% Others
  • 0.23% Forwards
  • 0% Futures

Holdings by asset type

  • 70.47% US Fixed Interest
  • 27.21% Money Market
  • 2.09% Others
  • 0.23% Forwards
  • 0% Futures

Individual holdings

-