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

1.75 %

1 Year rank in sector

-

Sector

FO Hedge/Stru Prod - Currency

Yield
-
Fund size

£ 19.8 m

FE Risk score

35

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    40.45%
  • Czech Republic
    25.58%
  • Sweden
    23.01%
  • Poland
    21.72%
  • USA
    14.85%
  • Government Bonds
    56.78%
  • Money Market
    30.99%
  • Cash Funds
    9.46%
  • Asset/Mortgage-Backed Securities
    3.44%
  • Options
    0.1%
  • Money Market
    40.45%
  • Japanese Government Fixed Interest
    34.76%
  • US Government Fixed Interest
    22.02%
  • US Fixed Interest
    3.44%
  • Alternative Investment Strategies
    -0.67%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.68 %1.61 %1.76 %0.64 %0 %
Sector-0.79 %-1.49 %-1.58 %1.17 %-5.83 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund2.06 %-2.38 %-0.92 %5.77 %0.01 %
Sector-1.78 %1.33 %0.38 %2.17 %-6.54 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-0.34
Beta0.14
Sharpe-0
Volatility4.12
Tracking error4.31
Information ratio-0.18
R-Squared0

Price movement

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

Holdings by region

  • 40.45% Money Market
  • 25.58% Czech Republic
  • 23.01% Sweden
  • 21.72% Poland
  • 14.85% USA
  • 13.17% Argentina
  • 10.63% India
  • 10.45% South Africa
  • 10% UK
  • 10% Brazil

Holdings by sector

  • 56.78% Government Bonds
  • 30.99% Money Market
  • 9.46% Cash Funds
  • 3.44% Asset/Mortgage-Backed Securities
  • 0.1% Options
  • -0.77% Forwards

Holdings by asset type

  • 40.45% Money Market
  • 34.76% Japanese Government Fixed Interest
  • 22.02% US Government Fixed Interest
  • 3.44% US Fixed Interest
  • -0.67% Alternative Investment Strategies

Individual holdings

  • 20.15% UNITED STATES OF AMER TREAS BILLS 0% TB 26/10/17 USD100
  • 15.5% JAPAN(GOVERNMENT OF) 0% BDS 18/12/17 JPY50000
  • 9.86% JAPAN(GOVERNMENT OF) 0% BDS 25/12/17 JPY50000
  • 9.4% JAPAN(GOVERNMENT OF) 0% BDS 02/10/17 JPY50000 692
  • 1.89% SLM STUDENT LOAN TRUST 2007-1 FRN 26/01/26 USD1
  • 1.86% US GOVT T-BILL 19 OCT 2017
  • 0.64% GOAL CAPITAL FUNDING TRU A3 2005-2 FRN 28 MAY 2030
  • 0.64% NELNET STUDENT LOAN TRUST`06-1` CLS`A-5`NTS 23/08/27 USD100000
  • 0.18% WACHOVIA STUDENT LOAN TR A5 2005-1 FRN 26 JAN 2026
  • 0.09% NELNET STUDENT LOAN TRUST`05-4` CLS`A-3`NTS 22/06/26 USD