Fact sheet: GS EFILgShrtRskPrmiaPfl

Fund information

Fund name
GS EFI Long Short Risk Premia Portfolio C 3x Acc
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Fund objective
The Portfolio’s investment objective is to provide a synthetic exposure to the performance of the GS Equity Risk Premia Long/Short Strategy (the “Strategy”). The Strategy is a proprietary strategy created and calculated by Goldman Sachs International. The Strategy aims to provide a synthetic exposure to the performance of a basket comprising three underlying assets (each, an "Asset"): a long position in the Goldman Sachs RP Equity World Net Total Return Series P USD Index; a short position in the MSCI Daily TR Gross World USD; and; a short position in the USD Goldman Sachs Overnight Money Market Index.
Benchmark
-
Investment style
Long/Short
Investment method
Equity

Quick stats

1 Year return

2 %

1 Year rank in sector

91/130

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size
-
FE Risk score

60

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.73 %2.35 %2.29 %0 %0 %
Sector0.71 %3.83 %5.37 %8.34 %18.27 %
Rank within sector25 / 14281 / 14291 / 130 / /
Quartile th1 st3 rd3 rd th th

Calendar performance

YTD-20172016201520142013
Fund5.2 %-7.99 %1.79 %0 %0 %
Sector5.54 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector53 / 13387 / 10546 / 83 / /
Quartile th2 nd4 th3 rd th th

Price movement

52 week high10.2701
52 week low9.5862
Current bid price0
Current offer price0
Current mid price10.1408

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-