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

7.91 %

1 Year rank in sector

57/167

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
Fund0.93 %2.3 %7.91 %11.23 %0 %
Sector0.85 %2.67 %6.27 %9.76 %23.08 %
Rank within sector95 / 18290 / 17457 / 16753 / 108 /
Quartile th3 rd3 rd2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund5.45 %8.38 %-2.49 %3.21 %0 %
Sector5.63 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector85 / 17338 / 14293 / 11872 / 99 /
Quartile th2 nd2 nd4 th3 rd th

Risk statistics

Alpha0.27
Beta1.18
Sharpe0.05
Volatility6.11
Tracking error2.45
Information ratio0.3
R-Squared0.86

Price movement

52 week high12.09
52 week low10.86
Current bid price0
Current offer price0
Current mid price12

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-