Fact sheet: GS MA Dyn Strat Pfl

Fund information

Fund name
GS Multi-Asset Dynamic Strategy Portfolio R Acc GBP Hedged
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 20/01/2015
Fund objective
The Portfolio seeks to implement a multi-asset investment strategy (the "Strategy") designed to maximise long term risk adjusted returns for investors through exposure to a balanced basket of asset classes that are selected on the basis of predetermined exposure limits.
Benchmark
HFRX Global HF Index
Investment style
Flexible
Investment method
None

Quick stats

1 Year return

10.53 %

1 Year rank in sector

60/167

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size
-
FE Risk score

56

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.41 %2.35 %10.53 %13.55 %0 %
Sector-0.17 %2.48 %8.56 %11.19 %26.64 %
Rank within sector129 / 18486 / 17660 / 16752 / 114 /
Quartile th3 rd2 nd2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund7.03 %8.38 %-2.49 %3.21 %0 %
Sector6.82 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector77 / 17236 / 14394 / 11877 / 99 /
Quartile th2 nd2 nd4 th4 th th

Risk statistics

Alpha0.19
Beta1.18
Sharpe0.22
Volatility6.09
Tracking error2.46
Information ratio0.33
R-Squared0.86

Price movement

52 week high12.32
52 week low11.01
Current bid price0
Current offer price0
Current mid price12.18

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-