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 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

0.26 %

1 Year rank in sector

102/132

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size
-
FE Risk score

58

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.32 %2.68 %0.26 %0 %0 %
Sector0.74 %2.89 %4.71 %5.82 %17.15 %
Rank within sector112 / 13572 / 143102 / 132 / /
Quartile th4 th3 rd4 th th th

Calendar performance

YTD-20172016201520142013
Fund4.15 %-7.99 %1.79 %0 %0 %
Sector4.67 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector64 / 13893 / 11047 / 87 / /
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 price10.0401

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

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