Alt - Long/Short RV Global

GS EFI Long Short Risk Premia Portfolio

Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port Z 3xs Acc | LU1137511181

FundRock Management Company S.A.

22 Feb, 2018
10,25
-0,32%
USD

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)5,49M CHF9,22 CHF0,35%0,55%863.521 CHF
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port C (EUR Hedged) 3xs Acc (LU1117108487)5,13M 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%1.141.522 GBP
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port C (GBP Hedged) 3xs Inc (LU1120707291)0,05M GBP9,00 GBP0,35%0,56%1.141.522 GBP
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port I (CHF Hedged) 3xs Acc (LU1140836070)0,02M CHF9,33 CHF1,00%1,20%86.352 CHF
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port I (EUR Hedged) 3xs Acc (LU1140835932)0,17M EUR9,55 EUR1,00%1,20%100.000 EUR
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port Z (CHF Hedged) 3xs Acc (LU1137511777)0,16M CHF9,59 CHF0,20%0,39%12.952.829 CHF
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port Z (EUR Hedged) 3xs Acc (LU1137512072)0,80M EUR9,84 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)0,05M GBP9,61 GBP0,20%0,40%17.122.836 GBP
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port I 3xs Acc (LU1140836666)0,74M USD9,96 USD1,00%1,20%80.273 USD
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port Z 3xs Acc (LU1137511181)6,95M USD10,25 USD0,20%0,40%12.040.950 USD
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port A (EUR Hedged) 3xs Acc (LU1292991699)0,14M EUR9,27 EUR1,00%1,19%1.000 EUR
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port A (SEK Hedged) 3xs Acc (LU1292991855)1,85M SEK9,37 SEK1,00%1,19%102 SEK
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port A 3xs Acc (LU1292991772)0,12M USD9,64 USD1,00%1,20%802 USD
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port C 3x (SEK Hedged) Acc (LU1288828715)0,02M SEK9,23 SEK0,35%0,37%102 SEK

Estrategia GS EFI Long Short Risk Premia Portfolio

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.


Información sobre el fondo de inversión GS EFI Long Short Risk Premia Portfolio

El fondo GS EFI Long Short Risk Premia Portfolio, con ISIN, LU1137511181 de la gestora FundRock Management Company S.A. pertenece a la categoría Alt - Long/Short RV Global dentro de los fondos de Long/Short RV. En los últimos 12 meses ha obtenido una rentabilidad del 0,00% con una volatilidad del 0,00% lo que le sitúa en la posición entre los 51 fondos de la categoría Alt - Long/Short RV Global a este plazo. Los gastos corrientes del fondo representan un 0,39% del patrimonio del fondo, que asciende a 35.188.818 USD a fecha de 25 de February de 2018.

Comisiones GS EFI Long Short Risk Premia Portfolio

ComisiónValorFórmula de cálculo
Management Fee0,20%PERCENT
On Going Charge0,39%PERCENT
Total Expense Ratio0,40%PERCENT

Gestores

Metadata


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Rentabilidad GS EFI Long Short Risk Premia Portfolio

Rentabilidades anualizadas al 2018-02-22

Rentabilidades absolutas al 2018-02-22

Rendimiento anual y trimestral

Anual Q1 Q2 Q3 Q4
201513,56%16,13%-4,90%1,71%1,09%
2016-5,10%-1,55%-0,51%-4,22%1,15%
2017-5,70%-0,09%-3,78%-3,60%1,75%

Rendimiento mensual GS EFI Long Short Risk Premia Portfolio

Volatilidad vs Rentabilidad anualizada en 3 años

Entradas y salidas de dinero (mensuales)

Fuente Morningstar

Documentos

Fuente Morningstar

Documento Fecha actualización
SemiannualReport (May 31, 2017) Jan 22, 2018
AnnualReport (Nov 30, 2016) Jan 22, 2018
Prospectus (Sep 01, 2016) May 15, 2017
Factsheet Institutional (Dec 30, 2015) Jan 18, 2016