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
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

9.29 %

1 Year rank in sector

42/157

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 68.4 m

FE Risk score

57

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.5 %4.34 %9.18 %12.3 %0 %
Sector0.15 %4.06 %5.96 %9.96 %25.1 %
Rank within sector70 / 17670 / 16942 / 15743 / 101 /
Quartile th2 nd2 nd2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund5.54 %8.38 %-2.49 %3.21 %0 %
Sector5.11 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector67 / 16937 / 13888 / 11368 / 94 /
Quartile th2 nd2 nd4 th3 rd th

Risk statistics

Alpha-0.17
Beta1.18
Sharpe-
Volatility6.18
Tracking error2.56
Information ratio0.12
R-Squared0.85

Price movement

52 week high12.05
52 week low10.86
Current bid price0
Current offer price0
Current mid price12.01

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-