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

10.18 %

1 Year rank in sector

65/168

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
Fund2.18 %5.94 %10.18 %18.01 %0 %
Sector1.85 %4.76 %8.89 %12.89 %24.68 %
Rank within sector56 / 18661 / 17865 / 16841 / 116 /
Quartile th2 nd2 nd2 nd2 nd th

Calendar performance

YTD-20182017201620152014
Fund1.85 %9.23 %8.38 %-2.49 %3.21 %
Sector1.61 %7.96 %3.43 %-0.06 %4.97 %
Rank within sector71 / 18361 / 16834 / 13893 / 11675 / 97
Quartile th2 nd2 nd1 st4 th4 th

Risk statistics

Alpha0.52
Beta1.18
Sharpe0.23
Volatility6.01
Tracking error2.5
Information ratio0.45
R-Squared0.85

Price movement

52 week high12.66
52 week low11.43
Current bid price0
Current offer price0
Current mid price12.66

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-