Fact sheet: GS Eur CRE Eq Pfl

Fund information

Fund name
GS Europe CORE Equity Portfolio R GBP
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 01/10/1999
Fund objective
The Portfolio seeks to provide capital growth over the longer term. The Portfolio will mostly hold shares or similar instruments relating to European companies. Such companies are either based in or earn most of their profits or revenues from Europe. 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 Europe TR
Investment style
Growth
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

6.13 %

1 Year rank in sector

-

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 2.6 b

FE Risk score

103

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    23.67%
  • Germany
    13.47%
  • France
    11.68%
  • Switzerland
    9.99%
  • Sweden
    7.34%
  • Financials
    20.68%
  • Consumer Discretionary
    12.82%
  • Industrials
    12.52%
  • Health Care
    11.53%
  • Consumer Staples
    10.54%
  • UK Equities
    22.39%
  • German Equities
    13.47%
  • French Equities
    11.68%
  • Swiss Equities
    9.99%
  • Swedish Equities
    7.33%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund2.5 %-0.37 %6.13 %50.63 %81.92 %
Sector0.66 %-1.04 %3.66 %5.04 %42.95 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20182017201620152014
Fund2.95 %18.24 %23.86 %10.01 %2.65 %
Sector1.66 %11.78 %-0.56 %11.08 %4.22 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha13.64
Beta0.64
Sharpe1.21
Volatility9.87
Tracking error8.17
Information ratio1.53
R-Squared0.52

Price movement

52 week high19.09
52 week low17.14
Current bid price0
Current offer price0
Current mid price18.86

Holdings by region

  • 23.67% UK
  • 13.47% Germany
  • 11.68% France
  • 9.99% Switzerland
  • 7.34% Sweden
  • 7.1% Spain
  • 6.7% Netherlands
  • 6.55% Italy
  • 4.25% Denmark
  • 3.74% Norway

Holdings by sector

  • 20.68% Financials
  • 12.82% Consumer Discretionary
  • 12.52% Industrials
  • 11.53% Health Care
  • 10.54% Consumer Staples
  • 10.22% Materials
  • 8.11% Energy
  • 6.94% Information Technology
  • 2.84% Money Market
  • 1.85% Telecommunications Utilities

Holdings by asset type

  • 22.39% UK Equities
  • 13.47% German Equities
  • 11.68% French Equities
  • 9.99% Swiss Equities
  • 7.33% Swedish Equities
  • 7.1% Spanish Equities
  • 6.7% Dutch Equities
  • 6.55% Italian Equities
  • 4.25% Danish Equities
  • 3.72% Norwegian Equities

Individual holdings

  • 2.7% BP
  • 2.5% ROCHE HLDG AG
  • 2% ALLIANZ SE
  • 1.9% ROYAL DUTCH SHELL
  • 1.8% BASF SE
  • 1.8% ENI
  • 1.7% DIAGEO
  • 1.7% ROYAL DUTCH SHELL
  • 1.6% BANCO BILBAO VIZCAYA ARGENTARIA SA
  • 1.6% NESTLE SA