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

8.36 %

1 Year rank in sector

65/169

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size
-
FE Risk score

55

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.23 %2.41 %8.93 %17.25 %0 %
Sector0.57 %2.39 %7.77 %12.51 %24.61 %
Rank within sector54 / 18492 / 17865 / 16942 / 114 /
Quartile th2 nd3 rd2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund8.26 %8.38 %-2.49 %3.21 %0 %
Sector7.49 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector67 / 17036 / 14194 / 11877 / 99 /
Quartile th2 nd2 nd4 th4 th th

Risk statistics

Alpha0.14
Beta1.18
Sharpe0.1
Volatility6.01
Tracking error2.47
Information ratio0.28
R-Squared0.85

Price movement

52 week high12.32
52 week low11.31
Current bid price0
Current offer price0
Current mid price12.32

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-