Fact sheet: GS Global SmCap Core Eq

Fund information

Fund name
GS Global Small Cap Core Equity Portfolio R Snap GBP
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 03/08/2006
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 which have a market capital value no greater than the company with the largest market capital value in the S&P/Citigroup EMI World Index at the time the investment is made. The Portfolio may also invest in companies which do not meet this requirement. The Portfolio utilises the CORE strategy, a multi-factor proprietary model developed by Goldman Sachs which aims to forecast returns on securities.
Benchmark
S&P Developed Small Cap Index
Investment style
Growth
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

16.39 %

1 Year rank in sector

-

Sector

FO Equity - International

Yield
-
Fund size

£ 458.8 m

FE Risk score

114

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    57.36%
  • Japan
    8.83%
  • Germany
    6.07%
  • UK
    5.06%
  • Switzerland
    5.06%
  • Industrials
    18.84%
  • Information Technology
    16.06%
  • Consumer Discretionary
    14.77%
  • Financials
    12.03%
  • Materials
    9.53%
  • US Equities
    54.25%
  • Japanese Equities
    8.82%
  • German Equities
    6.07%
  • Swiss Equities
    5.06%
  • Canadian Equities
    4.9%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund6.09 %9.96 %16.39 %75.36 %128.72 %
Sector2.66 %8.02 %16.69 %32.5 %59.29 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund10.61 %32.93 %7.39 %7.68 %36.21 %
Sector13.48 %7.94 %0.71 %5.96 %21.26 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha12.62
Beta0.69
Sharpe1.41
Volatility10.28
Tracking error8.51
Information ratio1.16
R-Squared0.38

Price movement

52 week high14.89
52 week low12.23
Current bid price0
Current offer price0
Current mid price14.8

Holdings by region

  • 57.36% USA
  • 8.83% Japan
  • 6.07% Germany
  • 5.06% UK
  • 5.06% Switzerland
  • 4.94% Canada
  • 2.98% Australia
  • 2.63% France
  • 1.44% Korea
  • 1.15% Denmark

Holdings by sector

  • 18.84% Industrials
  • 16.06% Information Technology
  • 14.77% Consumer Discretionary
  • 12.03% Financials
  • 9.53% Materials
  • 9.02% Health Care
  • 7.48% Real Estate
  • 4.35% Energy
  • 3.62% Money Market
  • 2% Consumer Staples

Holdings by asset type

  • 54.25% US Equities
  • 8.82% Japanese Equities
  • 6.07% German Equities
  • 5.06% Swiss Equities
  • 4.9% Canadian Equities
  • 4.34% UK Equities
  • 3.62% Money Market
  • 2.63% French Equities
  • 2.41% Australian Equities
  • 1.43% South Korean Equities

Individual holdings

  • 1.33% LONZA GROUP AG
  • 1.19% CADENCE DESIGN SYSTEMS INC
  • 1.13% DEUTSCHE LUFTHANSA AG
  • 1.12% BIOVERATIV INC
  • 1.1% LEAR CORP
  • 1.06% HUNTSMAN CORP
  • 1.05% ARKEMA
  • 1.05% JABIL INC
  • 1.05% OWENS CORNING INC
  • 1.02% EXELIXIS INC