Alt - Long/Short RV Global

GS EFI Long Short Risk Premia Portfolio

Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port C (CHF Hedged) 3xs Acc | LU1117180759

FundRock Management Company S.A.

13 Oct, 2017
9,22
0,35%
CHF

Clases

Nombre de la clase

Patrimonio

Valor

Comisión de gestión

Ratio total de gastos

Participación mínima

Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port C (CHF Hedged) 3xs Acc (LU1117180759)5,61M CHF9,22 CHF0,35%0,55%874.204 CHF
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port C (EUR Hedged) 3xs Acc (LU1117108487)11,67M EUR9,82 EUR0,35%0,55%1.000.000 EUR
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port C (GBP Hedged) 3xs Acc (LU1117170875)0,00M GBP9,22 GBP0,35%0,55%1.134.876 GBP
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port C (GBP Hedged) 3xs Inc (LU1120707291)0,11M GBP8,97 GBP0,35%0,56%1.134.876 GBP
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port I (CHF Hedged) 3xs Acc (LU1140836070)0,02M CHF9,36 CHF1,00%1,20%87.420 CHF
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port I (EUR Hedged) 3xs Acc (LU1140835932)0,18M EUR9,57 EUR1,00%1,20%100.000 EUR
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port Z (CHF Hedged) 3xs Acc (LU1137511777)0,91M CHF9,60 CHF0,20%0,39%13.113.063 CHF
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port Z (EUR Hedged) 3xs Acc (LU1137512072)2,28M EUR9,83 EUR0,20%0,39%15.000.000 EUR
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port Z (GBP Hedged) 3xs Acc (LU1137729999)0,19M GBP9,57 GBP0,20%0,40%17.023.143 GBP
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port I 3xs Acc (LU1140836666)0,77M USD9,89 USD1,00%1,20%84.588 USD
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port Z 3xs Acc (LU1137511181)7,55M USD10,15 USD0,20%0,40%12.688.200 USD
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port A (EUR Hedged) 3xs Acc (LU1292991699)0,17M EUR9,29 EUR1,00%1,19%1.000 EUR
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port A (SEK Hedged) 3xs Acc (LU1292991855)1,79M SEK9,32 SEK1,00%1,19%103 SEK
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port A 3xs Acc (LU1292991772)0,12M USD9,57 USD1,00%1,20%845 USD
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port C 3x (SEK Hedged) Acc (LU1288828715)0,05M SEK9,24 SEK0,35%0,37%103 SEK

Estrategia

The Portfolio’s investment objective is: (a) to provide a synthetic exposure to the performance of the GS Equity Risk Premia Long/Short Strategy (the “Strategy”). The Strategy is a proprietary strategy created and calculated by Goldman Sachs International. The Strategy aims to provide a synthetic exposure to the performance of a basket comprising three underlying assets (each, an "Asset"): (i) a long position in the Goldman Sachs RP Equity World Net Total Return Series P USD Index; (ii) a short position in the MSCI Daily TR Gross World USD; and (iii) a short position in the USD Goldman Sachs Overnight Money Market Index.

Comisiones

ComisiónValorFórmula de cálculo
Management Fee0,35%PERCENT
On Going Charge0,55%PERCENT
Total Expense Ratio0,55%PERCENT

Gestores

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Rendimiento anual y trimestral

Anual Q1 Q2 Q3 Q4
2015-1,48%-3,03%-1,73%
2016-8,60%2,43%-2,72%-4,31%-4,14%
20170,88%0,00%-5,20%

Rendimiento mensual

Volatilidad vs Rentabilidad anualizada en 3 años

Entradas y salidas de dinero (mensuales)

Fuente Morningstar

Documentos

Fuente Morningstar

Documento Fecha actualización
AnnualReport (Nov 30, 2016) May 31, 2017
Prospectus (Sep 01, 2016) May 15, 2017
SemiannualReport (May 31, 2016) Dec 21, 2016
Key Investor Information Document (KIID) (Feb 05, 2016) Oct 11, 2016
Factsheet Institutional (Dec 30, 2015) Jan 18, 2016