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(s)
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

5.84 %

1 Year rank in sector

-

Sector

FO Hedge/Stru Prod - Currency

Yield
-
Fund size

£ 20.3 m

FE Risk score

44

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Sweden
    40.16%
  • Norway
    40.07%
  • USA
    28.64%
  • Indonesia
    20.41%
  • Money Market
    19.39%
  • Government Bonds
    70.75%
  • Money Market
    9.88%
  • Cash Funds
    9.52%
  • Asset/Mortgage-Backed Securities
    3.04%
  • Fixed Interest
    3.04%
  • US Government Fixed Interest
    37.46%
  • Japanese Government Fixed Interest
    24.79%
  • Money Market
    19.39%
  • UK Gilts
    8.5%
  • US Fixed Interest
    3.04%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.24 %1.56 %5.84 %3.52 %5.32 %
Sector0.19 %-1.05 %-1.66 %0.09 %-4.84 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20182017201620152014
Fund2.17 %2.41 %-2.38 %-0.92 %5.77 %
Sector0.11 %-2.05 %1.33 %0.38 %2.17 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-0.21
Beta0.19
Sharpe-0
Volatility4.2
Tracking error4.36
Information ratio-0.05
R-Squared0

Price movement

52 week high108.23
52 week low101.12
Current bid price0
Current offer price0
Current mid price107.65

Holdings by region

  • 40.16% Sweden
  • 40.07% Norway
  • 28.64% USA
  • 20.41% Indonesia
  • 19.39% Money Market
  • 17.65% Argentina
  • 16.77% Poland
  • 14.63% New Zealand
  • 13.32% Russia
  • 12.27% Hungary

Holdings by sector

  • 70.75% Government Bonds
  • 9.88% Money Market
  • 9.52% Cash Funds
  • 3.04% Asset/Mortgage-Backed Securities
  • 3.04% Fixed Interest
  • 2.28% Forwards
  • 1.67% Government Agency Bonds
  • -0.18% Options

Holdings by asset type

  • 37.46% US Government Fixed Interest
  • 24.79% Japanese Government Fixed Interest
  • 19.39% Money Market
  • 8.5% UK Gilts
  • 3.04% US Fixed Interest
  • 3.04% Supranational Fixed Interest
  • 2.1% Alternative Investment Strategies
  • 1.67% French Government Fixed Interest

Individual holdings

  • 19.72% UNITED STATES OF AMER TREAS BILLS 0% TB 25/01/18 USD100
  • 17.75% UNITED STATES OF AMER TREAS BILLS 0% TB 18/01/18 USD100
  • 9.64% JAPAN(GOVERNMENT OF) 0% BDS 05/03/18 JPY50000
  • 8.09% JAPAN(GOVERNMENT OF) 0% BDS 13/02/18 JPY50000
  • 7.34% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 29/01/18 GBP1
  • 7.06% JAPAN(GOVERNMENT OF) 0% BDS 20/03/18 JPY10000000 670
  • 3.04% EUROPEAN INVESTMENT BANK 2.625% MTN 15/03/18 EUR1000
  • 1.72% SLM STUDENT LOAN TRUST 2007-1 FRN 26/01/26 USD1
  • 1.67% 1% CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE 07/03/2018
  • 1.16% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 19/03/18 GBP1