Fact sheet: GS QartMdStBlmCmITotRetPf

Fund information

Fund name
GS Quartix Modified Strategy on the Bloomberg Commodity Index Total Return Pfl A Acc USD
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 05/03/2009
Fund objective
The Portfolio’s investment objective is to replicate the performance of the Modified Strategy Goldman Sachs E166 on the Bloomberg Commodity Index Total Return (the “Strategy”) which seeks to outperform the Bloomberg Commodity Index Total Return (the “Benchmark Index”) while keeping the same sector weights.
Benchmark
Bloomberg Commodity Index
Investment style
Passive/Tracking
Investment method
Futures,Synthetic

Quick stats

1 Year return

-0.75 %

1 Year rank in sector

58/97

Sector

FO Commodity & Energy

Yield
-
Fund size

£ 2.3 b

FE Risk score

91

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.52 %1.01 %-0.75 %-22.61 %-38.06 %
Sector1.85 %1.37 %3.63 %-4.28 %-17.14 %
Rank within sector77 / 9855 / 9858 / 9769 / 9456 / 80
Quartile th4 th3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.41 %12.83 %-25.69 %-13.32 %-10.87 %
Sector2.23 %23.06 %-19.83 %-8.99 %-6.61 %
Rank within sector63 / 9762 / 9767 / 9655 / 8760 / 83
Quartile th3 rd3 rd3 rd3 rd3 rd

Risk statistics

Alpha-6.72
Beta0.66
Sharpe-0.01
Volatility11.74
Tracking error8.9
Information ratio-0.64
R-Squared0.57

Price movement

52 week high8.021
52 week low7.155
Current bid price0
Current offer price0
Current mid price7.6959

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-