Fact sheet: GS EmgMktsCREqPfl

Fund information

Fund name
GS Emerging Markets CORE Equity Portfolio R Close GBP
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 10/08/2009
Fund objective
The Portfolio seeks to provide capital growth over the longer term. The Portfolio will mostly hold shares or similar instruments relating to emerging market companies. Such companies are either based in or earn most of their profits or revenues from emerging markets. The Portfolio may also invest in companies which are based anywhere in the world. The Portfolio utilises the CORE strategy, a multi-factor proprietary model developed by Goldman Sachs which aims to forecast returns on securities.
Benchmark
MSCI Emerging Markets
Investment style
Growth
Investment method
Shares

Quick stats

1 Year return

26.78 %

1 Year rank in sector

-

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 1.7 b

FE Risk score

146

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    25.18%
  • Korea
    15.43%
  • Taiwan
    12.03%
  • India
    8.06%
  • South Africa
    5.84%
  • Information Technology
    30.84%
  • Financials
    20.77%
  • Materials
    10.13%
  • Consumer Discretionary
    9.63%
  • Energy
    8.59%
  • Chinese Equities
    25.18%
  • South Korean Equities
    15.43%
  • Taiwanese Equities
    12.03%
  • Indian Equities
    7.87%
  • South African Equities
    5.79%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.64 %9.53 %26.78 %62.78 %66.5 %
Sector-1.05 %7.9 %23.67 %20 %17.02 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund25.45 %34.58 %-5.78 %5.81 %-2.24 %
Sector24.53 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha10.64
Beta0.98
Sharpe0.68
Volatility16.32
Tracking error9.53
Information ratio1.06
R-Squared0.65

Price movement

52 week high16.14
52 week low12.15
Current bid price0
Current offer price0
Current mid price15.31

Holdings by region

  • 25.18% China
  • 15.43% Korea
  • 12.03% Taiwan
  • 8.06% India
  • 5.84% South Africa
  • 5.05% Brazil
  • 4.74% Russia
  • 4.29% Mexico
  • 3.5% Thailand
  • 2.86% Hong Kong

Holdings by sector

  • 30.84% Information Technology
  • 20.77% Financials
  • 10.13% Materials
  • 9.63% Consumer Discretionary
  • 8.59% Energy
  • 6.77% Industrials
  • 4.89% Real Estate
  • 3.94% Consumer Staples
  • 1.8% Telecommunications Utilities
  • 1.55% Money Market

Holdings by asset type

  • 25.18% Chinese Equities
  • 15.43% South Korean Equities
  • 12.03% Taiwanese Equities
  • 7.87% Indian Equities
  • 5.79% South African Equities
  • 4.97% Brazilian Equities
  • 4.74% Russian Equities
  • 4.11% Mexican Equities
  • 3.44% Thai Equities
  • 2.97% Hong Kong Equities

Individual holdings

  • 6.4% SAMSUNG ELECTRONICS CO
  • 5.6% TAIWAN SEMICONDUCTOR CO
  • 4.9% TENCENT HLDGS LIMITED
  • 3% CHINA CONSTRUCTION BANK
  • 2.5% ALIBABA GROUP HLDG LTD
  • 2.4% SBERBANK OF RUSSIA
  • 2.4% SK HYNIX INC
  • 2.3% BANK OF CHINA LTD
  • 1.8% MARUTI SUZUKI INDIA LTD
  • 1.8% MARUTI SUZUKI INDIA LTD