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

4.09 %

1 Year rank in sector

48/146

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 213.0 m

FE Risk score

64

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    13.89%
  • EU
    8.96%
  • Ireland
    8.82%
  • Canada
    7.98%
  • New Zealand
    7.2%
  • Fixed Interest
    77.74%
  • Money Market
    20.36%
  • Others
    1.7%
  • Forwards
    0.2%
  • Futures
    0%
  • US Fixed Interest
    77.74%
  • Money Market
    20.36%
  • Others
    1.7%
  • Forwards
    0.2%
  • Futures
    0%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.41 %1.79 %4.09 %18.24 %5.46 %
Sector0.32 %1.09 %1.18 %2.63 %7.51 %
Rank within sector122 / 14960 / 16348 / 14619 / 9953 / 75
Quartile th4 th2 nd2 nd1 st3 rd

Calendar performance

YTD-20172016201520142013
Fund3.54 %-2.51 %-1.34 %13.72 %-1.84 %
Sector1.98 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector48 / 16086 / 12968 / 10621 / 9161 / 80
Quartile th2 nd3 rd3 rd1 st4 th

Risk statistics

Alpha4.73
Beta2.93
Sharpe0.31
Volatility9.09
Tracking error8
Information ratio0.7
R-Squared0.39

Price movement

52 week high9.86
52 week low8.81
Current bid price0
Current offer price0
Current mid price9.66

Holdings by region

  • 13.89% USA
  • 8.96% EU
  • 8.82% Ireland
  • 7.98% Canada
  • 7.2% New Zealand
  • 7.15% Australia
  • 6.59% Switzerland
  • 5.72% India
  • 3.55% Indonesia
  • 3.53% Hungary

Holdings by sector

  • 77.74% Fixed Interest
  • 20.36% Money Market
  • 1.7% Others
  • 0.2% Forwards
  • 0% Futures

Holdings by asset type

  • 77.74% US Fixed Interest
  • 20.36% Money Market
  • 1.7% Others
  • 0.2% Forwards
  • 0% Futures

Individual holdings

-