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

5.54 %

1 Year rank in sector

63/131

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size
-
FE Risk score

63

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.89 %2.94 %5.54 %-2.99 %0 %
Sector1.51 %3.67 %6.53 %7.79 %17.34 %
Rank within sector131 / 13963 / 14263 / 13162 / 73 /
Quartile th4 th2 nd2 nd4 th th

Calendar performance

YTD-20182017201620152014
Fund-1.48 %7.2 %-7.99 %1.79 %0 %
Sector1.09 %6.17 %-1.99 %2.66 %2.51 %
Rank within sector128 / 13247 / 13087 / 10043 / 72 /
Quartile th4 th2 nd4 th3 rd th

Risk statistics

Alpha0.33
Beta-0.01
Sharpe-0
Volatility6.18
Tracking error6.85
Information ratio-0.3
R-Squared-

Price movement

52 week high10.4633
52 week low9.5895
Current bid price0
Current offer price0
Current mid price10.1802

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-