Fact sheet: GS GIVIGlEq-GrthMktsTltPf

Fund information

Fund name
GS GIVI Global Equity - Growth Markets Tilt Portfolio R Snap Acc
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 29/06/2012
Fund objective
The Portfolio seeks to provide capital growth over the longer term by tracking the S&P GIVI Global Growth Markets Tilt Index (the "Index").The Portfolio will mostly hold shares or similar instruments relating to companies anywhere in the world to track the Index. The Index is a rules-based index that is designed to deliver both lower risk, a stock weighting by intrinsic value rather than by traditional market capitalisation and country weights derived from the average 5 year gross domestic product of each country.
Benchmark
S&P Global Growth SA
Investment style
Smart Tracker,Growth
Investment method
Shares

Quick stats

1 Year return

20.05 %

1 Year rank in sector

-

Sector

FO Equity - International

Yield
-
Fund size

£ 43.4 m

FE Risk score

103

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    33.58%
  • Japan
    10.14%
  • China
    7.77%
  • UK
    4.51%
  • Germany
    4.49%
  • Financials
    20.08%
  • Information Technology
    14.6%
  • Industrials
    11.1%
  • Consumer Discretionary
    10.31%
  • Consumer Staples
    9.03%
  • US Equities
    31.72%
  • Japanese Equities
    10.13%
  • Chinese Equities
    7.77%
  • UK Equities
    4.75%
  • German Equities
    4.49%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.35 %12.45 %20.05 %30.02 %0 %
Sector2.33 %8.35 %15.91 %31.69 %60.32 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund19.95 %7.59 %-3.39 %4.19 %19.67 %
Sector13.46 %7.94 %0.71 %5.96 %21.26 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-0.72
Beta1.08
Sharpe0.34
Volatility10.55
Tracking error3.94
Information ratio-0.07
R-Squared0.86

Price movement

52 week high15.84
52 week low12.7
Current bid price0
Current offer price0
Current mid price15.81

Holdings by region

  • 33.58% USA
  • 10.14% Japan
  • 7.77% China
  • 4.51% UK
  • 4.49% Germany
  • 3.71% France
  • 3.23% Hong Kong
  • 2.85% Korea
  • 2.81% Canada
  • 2.02% Italy

Holdings by sector

  • 20.08% Financials
  • 14.6% Information Technology
  • 11.1% Industrials
  • 10.31% Consumer Discretionary
  • 9.03% Consumer Staples
  • 8.87% Health Care
  • 5.61% Energy
  • 4.74% Utilities
  • 4.51% Materials
  • 4.49% Real Estate

Holdings by asset type

  • 31.72% US Equities
  • 10.13% Japanese Equities
  • 7.77% Chinese Equities
  • 4.75% UK Equities
  • 4.49% German Equities
  • 3.71% French Equities
  • 3.17% Hong Kong Equities
  • 2.85% South Korean Equities
  • 2.82% Canadian Equities
  • 2.02% Italian Equities

Individual holdings

  • 1.7% APPLE INC
  • 1% CHINA CONSTRUCTION BANK
  • 0.9% BERKSHIRE HATHAWAY INC
  • 0.9% SAMSUNG ELECTRONICS CO
  • 0.9% WELLS FARGO & CO
  • 0.8% INDUSTRIAL & COM BK CHINA
  • 0.8% MICROSOFT CORP
  • 0.7% ALIBABA GROUP HLDG LTD
  • 0.7% HSBC HLDGS
  • 0.7% TOYOTA MOTOR CORP