Fact sheet: GS Global CORE Eq Pfl

Fund information

Fund name
GS Global CORE Equity Portfolio R Snap Acc
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 14/10/2004
Fund objective
The Portfolio seeks to provide capital growth over the longer term. The Portfolio will mostly hold shares or similar instruments relating to companies 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 World
Investment style
Growth
Investment method
Shares

Quick stats

1 Year return

29.8 %

1 Year rank in sector

-

Sector

FO Equity - International

Yield
-
Fund size

£ 4.2 b

FE Risk score

110

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    56.89%
  • Japan
    11.61%
  • UK
    4.85%
  • Germany
    4.58%
  • Spain
    3.48%
  • Information Technology
    16.71%
  • Financials
    15.96%
  • Industrials
    12.73%
  • Health Care
    12.35%
  • Consumer Discretionary
    10.85%
  • US Equities
    54.27%
  • Japanese Equities
    11.61%
  • UK Equities
    5.17%
  • German Equities
    4.58%
  • Spanish Equities
    3.48%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund6.2 %15.8 %29.8 %54.08 %108.87 %
Sector3.06 %9.16 %18.04 %31.52 %61.46 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20182017201620152014
Fund5.59 %25.45 %7.82 %4.07 %10.99 %
Sector3.09 %16.28 %7.94 %0.71 %5.96 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha3.18
Beta1.08
Sharpe0.82
Volatility10.51
Tracking error3.98
Information ratio0.92
R-Squared0.86

Price movement

52 week high21.91
52 week low16.9
Current bid price0
Current offer price0
Current mid price21.91

Holdings by region

  • 56.89% USA
  • 11.61% Japan
  • 4.85% UK
  • 4.58% Germany
  • 3.48% Spain
  • 3.43% Sweden
  • 3.12% Canada
  • 2.14% Italy
  • 1.43% Australia
  • 1.35% Denmark

Holdings by sector

  • 16.71% Information Technology
  • 15.96% Financials
  • 12.73% Industrials
  • 12.35% Health Care
  • 10.85% Consumer Discretionary
  • 8.44% Energy
  • 7.07% Materials
  • 6.11% Consumer Staples
  • 4.17% Real Estate
  • 2.49% Money Market

Holdings by asset type

  • 54.27% US Equities
  • 11.61% Japanese Equities
  • 5.17% UK Equities
  • 4.58% German Equities
  • 3.48% Spanish Equities
  • 3.43% Swedish Equities
  • 3.07% Canadian Equities
  • 2.49% Money Market
  • 2.14% Italian Equities
  • 1.43% Australian Equities

Individual holdings

  • 1.37% CHEVRON CORP
  • 1.35% BANCO SANTANDER SA
  • 1.31% BASF SE
  • 1.28% UNITEDHEALTH GROUP INC
  • 1.16% AMAZON.COM INC
  • 1.14% BAYER AG
  • 1.11% AIA GROUP LTD
  • 1.11% WAL-MART STORES INC
  • 1.1% DEUTSCHE LUFTHANSA AG
  • 1.07% CATERPILLAR INC