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
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

23.36 %

1 Year rank in sector

-

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 1.2 b

FE Risk score

137

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    21.25%
  • Korea
    14.8%
  • Taiwan
    10.34%
  • Brazil
    9.27%
  • Mexico
    6.2%
  • Information Technology
    29.65%
  • Financials
    21.83%
  • Materials
    10.36%
  • Industrials
    8.22%
  • Consumer Discretionary
    7.98%
  • Chinese Equities
    21.25%
  • South Korean Equities
    14.8%
  • Taiwanese Equities
    10.33%
  • Brazilian Equities
    9.08%
  • Mexican Equities
    6.05%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.05 %9.38 %23.36 %57.21 %74.92 %
Sector0.59 %10.98 %18.03 %10.01 %18.76 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund23.42 %34.58 %-5.78 %5.81 %-2.24 %
Sector22.49 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha14.14
Beta0.99
Sharpe0.74
Volatility16.38
Tracking error9.19
Information ratio1.49
R-Squared0.68

Price movement

52 week high15.67
52 week low12.01
Current bid price0
Current offer price0
Current mid price15.28

Holdings by region

  • 21.25% China
  • 14.8% Korea
  • 10.34% Taiwan
  • 9.27% Brazil
  • 6.2% Mexico
  • 5.75% India
  • 5.43% Russia
  • 5.11% Hong Kong
  • 4.93% Cayman Islands
  • 3% South Africa

Holdings by sector

  • 29.65% Information Technology
  • 21.83% Financials
  • 10.36% Materials
  • 8.22% Industrials
  • 7.98% Consumer Discretionary
  • 5.72% Real Estate
  • 4.59% Energy
  • 4.48% Telecommunications Utilities
  • 3.36% Consumer Staples
  • 2.44% Money Market

Holdings by asset type

  • 21.25% Chinese Equities
  • 14.8% South Korean Equities
  • 10.33% Taiwanese Equities
  • 9.08% Brazilian Equities
  • 6.05% Mexican Equities
  • 5.58% Indian Equities
  • 5.43% Russian Equities
  • 5.14% American Emerging Equities
  • 4.56% Hong Kong Equities
  • 2.98% South African Equities

Individual holdings

  • 4.47% TENCENT HLDGS LIMITED
  • 4.43% TAIWAN SEMICONDUCTOR CO
  • 4.11% SAMSUNG ELECTRONICS CO
  • 3.95% ALIBABA GROUP HLDG LTD
  • 2.42% SBERBANK OF RUSSIA
  • 2.12% AMERICA MOVIL SAB DE CV
  • 1.91% ITOCHU CORP
  • 1.74% MMC NORILSK NICKEL PJSC
  • 1.74% SHINHAN FINANCIAL GROUP
  • 1.73% KB FINANCIAL GROUP INC