Fact sheet: GS GblCurrPl Pfl

Fund information

Fund name
GS Global Currency Plus Portfolio R GBP Hedged
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager
Team Managed
since 02/09/2008
Fund objective
The Portfolio seeks to provide capital growth over the longer term. The Portfolio will mostly invest in currencies via various derivatives (contracts between two or more parties whose value depends on the rise and fall of the underlying asset). The Portfolio will also invest in fixed income securities of any type of issuer based anywhere in the world.
Benchmark
$ LIBOR Rate
Investment style
Macro
Investment method
Money Market

Quick stats

1 Year return

2.09 %

1 Year rank in sector

-

Sector

FO Hedge/Stru Prod - Currency

Yield
-
Fund size

£ 20.1 m

FE Risk score

33

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    89.32%
  • Money Market
    65.14%
  • Poland
    19.03%
  • Sweden
    17.92%
  • Czech Republic
    15.82%
  • Money Market
    55.24%
  • Government Bonds
    29.9%
  • Cash Funds
    9.9%
  • Asset/Mortgage-Backed Securities
    3.76%
  • Forwards
    0.62%
  • Money Market
    65.14%
  • Japanese Government Fixed Interest
    29.9%
  • US Fixed Interest
    3.76%
  • Alternative Investment Strategies
    1.21%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.11 %2.48 %2.09 %2.63 %0 %
Sector0.26 %-1.25 %-1.04 %2.82 %-6.71 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund2.71 %-2.38 %-0.92 %5.77 %0.01 %
Sector-0.86 %1.33 %0.38 %2.17 %-6.54 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.93
Beta0.31
Sharpe-0
Volatility4.24
Tracking error4.34
Information ratio0.05
R-Squared0.01

Price movement

52 week high106.12
52 week low99.96
Current bid price0
Current offer price0
Current mid price105.67

Holdings by region

  • 89.32% USA
  • 65.14% Money Market
  • 19.03% Poland
  • 17.92% Sweden
  • 15.82% Czech Republic
  • 10.98% Norway
  • 9.01% India
  • 4.45% China
  • 3.2% Indonesia
  • 3.08% Argentina

Holdings by sector

  • 55.24% Money Market
  • 29.9% Government Bonds
  • 9.9% Cash Funds
  • 3.76% Asset/Mortgage-Backed Securities
  • 0.62% Forwards
  • 0.58% Options

Holdings by asset type

  • 65.14% Money Market
  • 29.9% Japanese Government Fixed Interest
  • 3.76% US Fixed Interest
  • 1.21% Alternative Investment Strategies

Individual holdings

  • 28.76% US GOVT T-BILL 06/07/2017
  • 10.17% JAPANESE GOVT T-BILL #689 19 SEP 2017 144A
  • 9.7% JAPANESE GOVT T-BILL #673 03 JUL 2017 144A
  • 9.7% JTDB 0.00 09/25/2017
  • 2.1% SLM STUDENT LOAN TRUST 2007-1 FRN 26/01/26 USD1
  • 0.77% GOAL CAPITAL FUNDING TRU A3 2005-2 FRN 28 MAY 2030
  • 0.73% NELNET STUDENT LOAN TRUST`06-1` CLS`A-5`NTS 23/08/27 USD100000
  • 0.21% WACHOVIA STUDENT LOAN TR A5 2005-1 FRN 26 JAN 2026
  • 0.12% NELNET STUDENT LOAN TRUST`05-4` CLS`A-3`NTS 22/06/26 USD
  • 0.04% ACCESS GROUP, INC. A2 2006-1 FRN 25 AUG 2023