Fact sheet: GS US Sml Cap CORE Eq Pfl

Fund information

Fund name
GS US Small Cap CORE Equity Portfolio R Snap GBP
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager(s)
Team Managed
since 05/12/2005
Fund objective
The Portfolio seeks to provide capital growth over the longer term. The Portfolio will mostly hold shares or similar instruments relating to US companies which have a market capitalisation smaller than that of the company with the largest market capital value in the Russell 2500 index at the time the investment is made. Such companies are either based in or earn most of their profits or revenues from the US. The Portfolio may also invest in companies which do not meet this requirement and/or are based in other countries. The Portfolio utilises the CORE strategy, a multi-factor proprietary model developed by Goldman Sachs which aims to forecast returns on securities.
Benchmark
Russell 2000
Investment style
Growth
Investment method
Shares

Quick stats

1 Year return

15.25 %

1 Year rank in sector

-

Sector

FO Equity - Small Cap USA

Yield
-
Fund size

£ 410.8 m

FE Risk score

144

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    95.69%
  • Bermuda
    1.45%
  • Ireland
    1.01%
  • Panama
    0.66%
  • Canada
    0.48%
  • Financials
    17.22%
  • Industrials
    16.72%
  • Information Technology
    16.39%
  • Consumer Discretionary
    13.25%
  • Health Care
    12.7%
  • US Equities
    94.13%
  • Money Market
    2.58%
  • North American Equities
    1.45%
  • American Emerging Equities
    1.15%
  • Canadian Equities
    0.48%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund7.26 %7.01 %15.25 %76.08 %129.87 %
Sector4.22 %9.57 %20.94 %39.27 %84.49 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund2.59 %43.64 %2.89 %14.08 %37.88 %
Sector10.84 %18.31 %-4.12 %4.79 %37.92 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha11.35
Beta0.8
Sharpe1.13
Volatility14.42
Tracking error10.14
Information ratio0.87
R-Squared0.54

Price movement

52 week high23.86
52 week low19.34
Current bid price0
Current offer price0
Current mid price23.35

Holdings by region

  • 95.69% USA
  • 1.45% Bermuda
  • 1.01% Ireland
  • 0.66% Panama
  • 0.48% Canada
  • 0.47% Cayman Islands
  • 0.17% Israel
  • 0.04% UK
  • 0.02% Curacao

Holdings by sector

  • 17.22% Financials
  • 16.72% Industrials
  • 16.39% Information Technology
  • 13.25% Consumer Discretionary
  • 12.7% Health Care
  • 6% Real Estate
  • 5.13% Materials
  • 4.01% Energy
  • 2.75% Consumer Staples
  • 2.58% Money Market

Holdings by asset type

  • 94.13% US Equities
  • 2.58% Money Market
  • 1.45% North American Equities
  • 1.15% American Emerging Equities
  • 0.48% Canadian Equities
  • 0.17% Israeli Equities
  • 0.04% UK Equities
  • 0% Futures

Individual holdings

  • 0.8% CATALENT INC
  • 0.7% ASPEN TECHNOLOGY INC
  • 0.7% CARPENTER TECHNOLOGY CORP
  • 0.7% EVERCORE INC
  • 0.7% FIRST CITIZENS BANCSHARES INC
  • 0.7% LOUISIANA-PACIFIC CORP
  • 0.7% MASIMO CORP
  • 0.7% MCDERMOTT INTERNATIONAL INC
  • 0.7% SUNSTONE HOTEL INVESTORS INC
  • 0.7% TENNECO INC