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

22.71 %

1 Year rank in sector

-

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 1.1 b

FE Risk score

137

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    19.84%
  • Korea
    16.63%
  • Taiwan
    10.13%
  • Brazil
    8.31%
  • India
    6.32%
  • Information Technology
    28.87%
  • Financials
    21.2%
  • Consumer Discretionary
    11.01%
  • Industrials
    8.32%
  • Materials
    6.36%
  • Chinese Equities
    19.84%
  • South Korean Equities
    16.63%
  • Taiwanese Equities
    10.1%
  • Brazilian Equities
    8.15%
  • American Emerging Equities
    6.23%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.82 %9.75 %21.92 %51.51 %69.86 %
Sector0.2 %9.59 %14.6 %4.04 %17.34 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund20.92 %34.58 %-5.78 %5.81 %-2.24 %
Sector18.57 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha14.15
Beta0.98
Sharpe0.73
Volatility16.32
Tracking error9.19
Information ratio1.49
R-Squared0.68

Price movement

52 week high15.26
52 week low11.93
Current bid price0
Current offer price0
Current mid price14.97

Holdings by region

  • 19.84% China
  • 16.63% Korea
  • 10.13% Taiwan
  • 8.31% Brazil
  • 6.32% India
  • 6.15% Cayman Islands
  • 5.56% Hong Kong
  • 5.42% Mexico
  • 4.34% South Africa
  • 4.12% Russia

Holdings by sector

  • 28.87% Information Technology
  • 21.2% Financials
  • 11.01% Consumer Discretionary
  • 8.32% Industrials
  • 6.36% Materials
  • 5.81% Real Estate
  • 4.58% Telecommunications Utilities
  • 4.31% Money Market
  • 4.31% Energy
  • 3.29% Consumer Staples

Holdings by asset type

  • 19.84% Chinese Equities
  • 16.63% South Korean Equities
  • 10.1% Taiwanese Equities
  • 8.15% Brazilian Equities
  • 6.23% American Emerging Equities
  • 6.16% Indian Equities
  • 5.25% Mexican Equities
  • 4.36% Hong Kong Equities
  • 4.31% Money Market
  • 4.12% Russian Equities

Individual holdings

  • 5.1% SAMSUNG ELECTRONICS CO
  • 5% TAIWAN SEMICONDUCTOR CO
  • 4.5% TENCENT HLDGS LIMITED
  • 2.6% ALIBABA GROUP HLDG LTD
  • 2.2% SBERBANK OF RUSSIA
  • 2.1% AMERICA MOVIL SAB DE CV
  • 2.1% ITOCHU CORP
  • 2% NETEASE INC
  • 1.9% SHINHAN FINANCIAL GROUP
  • 1.8% CHINA CONSTRUCTION BANK