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

18.2 %

1 Year rank in sector

-

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 2.4 b

FE Risk score

134

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    26.92%
  • Korea
    14.34%
  • Taiwan
    9.86%
  • India
    8.15%
  • South Africa
    7.32%
  • Information Technology
    27.01%
  • Financials
    21.35%
  • Materials
    10.38%
  • Consumer Discretionary
    10.06%
  • Energy
    9.52%
  • Chinese Equities
    26.92%
  • South Korean Equities
    14.34%
  • Taiwanese Equities
    9.86%
  • Indian Equities
    8.05%
  • South African Equities
    7.14%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.14 %5.32 %18.2 %59.26 %59.63 %
Sector-2.52 %9.15 %20.89 %21.12 %20.14 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20182017201620152014
Fund1.97 %28.65 %34.58 %-5.78 %5.81 %
Sector2.46 %28.42 %10.7 %-14.35 %-1.42 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha9.32
Beta0.95
Sharpe0.86
Volatility16.03
Tracking error9.59
Information ratio0.88
R-Squared0.63

Price movement

52 week high16.45
52 week low13.18
Current bid price0
Current offer price0
Current mid price16.01

Holdings by region

  • 26.92% China
  • 14.34% Korea
  • 9.86% Taiwan
  • 8.15% India
  • 7.32% South Africa
  • 5.45% Brazil
  • 4.64% Russia
  • 4.03% Thailand
  • 3.86% Hong Kong
  • 3.17% Mexico

Holdings by sector

  • 27.01% Information Technology
  • 21.35% Financials
  • 10.38% Materials
  • 10.06% Consumer Discretionary
  • 9.52% Energy
  • 5.51% Real Estate
  • 5.15% Industrials
  • 4.28% Consumer Staples
  • 3.32% Health Care
  • 1.73% Money Market

Holdings by asset type

  • 26.92% Chinese Equities
  • 14.34% South Korean Equities
  • 9.86% Taiwanese Equities
  • 8.05% Indian Equities
  • 7.14% South African Equities
  • 5.29% Brazilian Equities
  • 4.64% Russian Equities
  • 3.99% Thai Equities
  • 3.51% Hong Kong Equities
  • 3% Mexican Equities

Individual holdings

  • 5.8% TENCENT HLDGS LIMITED
  • 5.2% SAMSUNG ELECTRONICS CO
  • 4.6% TAIWAN SEMICONDUCTOR CO
  • 2.7% CHINA CONSTRUCTION BANK
  • 2.6% INDUSTRIAL & COM BK CHINA
  • 2.5% ALIBABA GROUP HLDG LTD
  • 2.5% SBERBANK OF RUSSIA
  • 2.2% SK HYNIX INC
  • 2.1% NASPERS
  • 1.8% CNOOC