Alt - Long/Short RV Global

GS EFI Long Short Risk Premia Portfolio

Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port A (SEK Hedged) 3xs Acc | LU1292991855

FundRock Management Company S.A.

16 Nov, 2017
9,37
1,54%
SEK

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)5,67M CHF9,37 CHF0,35%0,55%854.096 CHF
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port C (EUR Hedged) 3xs Acc (LU1117108487)11,74M EUR10,00 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%1.135.284 GBP
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port C (GBP Hedged) 3xs Inc (LU1120707291)0,07M GBP9,15 GBP0,35%0,56%1.135.284 GBP
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port I (CHF Hedged) 3xs Acc (LU1140836070)0,02M CHF9,52 CHF1,00%1,20%85.409 CHF
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port I (EUR Hedged) 3xs Acc (LU1140835932)0,18M EUR9,74 EUR1,00%1,20%100.000 EUR
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port Z (CHF Hedged) 3xs Acc (LU1137511777)0,65M CHF9,75 CHF0,20%0,39%12.811.446 CHF
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port Z (EUR Hedged) 3xs Acc (LU1137512072)2,17M EUR10,02 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)0,20M GBP9,77 GBP0,20%0,40%17.029.266 GBP
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port I 3xs Acc (LU1140836666)0,79M USD10,10 USD1,00%1,20%83.868 USD
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port Z 3xs Acc (LU1137511181)7,81M USD10,37 USD0,20%0,40%12.580.200 USD
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port A (EUR Hedged) 3xs Acc (LU1292991699)0,14M EUR9,46 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%100 SEK
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port A 3xs Acc (LU1292991772)0,13M USD9,77 USD1,00%1,20%838 USD
Structured Investments SICAV - Goldman Sachs EFI Long Short Risk Premia Port C 3x (SEK Hedged) Acc (LU1288828715)0,02M SEK9,41 SEK0,35%0,37%100 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, LU1292991855 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 48 fondos de la categoría Alt - Long/Short RV Global a este plazo. Los gastos corrientes del fondo representan un 1,19% del patrimonio del fondo, que asciende a 46.675.211 SEK a fecha de 11 de December de 2017.

Comisiones GS EFI Long Short Risk Premia Portfolio

ComisiónValorFórmula de cálculo
Management Fee1,00%PERCENT
On Going Charge1,19%PERCENT
Total Expense Ratio1,19%PERCENT

Gestores

Metadata


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Rentabilidad GS EFI Long Short Risk Premia Portfolio

Rentabilidades anualizadas al 2017-11-16

Rentabilidades absolutas al 2017-11-16

Rendimiento anual y trimestral

Anual Q1 Q2 Q3 Q4
2016-14,17%1,85%-5,35%-5,90%-5,37%
20171,01%1,21%-1,09%

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
Factsheet Institutional (Dec 30, 2015) Jan 18, 2016