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

-

1 Year rank in sector

51/164

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
Fund2.26 %4.53 %9.88 %19.42 %0 %
Sector1.24 %3.65 %7.36 %15.54 %24.65 %
Rank within sector31 / 18066 / 17351 / 16449 / 112 /
Quartile th1 st2 nd2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund7.47 %8.38 %-2.49 %3.21 %0 %
Sector6.9 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector70 / 17137 / 14193 / 11873 / 100 /
Quartile th2 nd2 nd4 th3 rd th

Risk statistics

Alpha0.23
Beta1.17
Sharpe0.12
Volatility6.04
Tracking error2.45
Information ratio0.31
R-Squared0.85

Price movement

52 week high12.23
52 week low10.86
Current bid price0
Current offer price0
Current mid price12.23

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-