Performance
Trailing returns
| 1 day |
| -0.11% | |||
| 1 week | +0.33% |
| |||
| 4 week | +2.09% |
| |||
| 3 month | +2.09% |
| |||
| YTD | +3.46% |
| |||
| 1 year | +6.34% |
| |||
| 3 years* | +2.09% |
| |||
| 5 years* | - | ||||
| *annualized | |||||
| Best 3 month return | +7.63% | |
| Worst 3 month return | -10.01% |
Morningstar statistics
Morningstar category: Multialternative
| Return | Risk | Rating | |
| 3 years | Below Average | Average |
 
|
| 5 years | - | - | - |
| 10 years | - | - | - |
| Overall | Below Average | Average |
|
Key statistics
| Total assets | 1.53B | |
| Front load | 5.50% | |
| Deferred load | - | |
| Expense ratio | 1.55% | |
| Management fee | - | |
| Fund family | Goldman Sachs |
Asset allocation
| Cash | 100.07% | |
| Stocks | 0.00% | |
| Bonds | -0.07% | |
| Other | 0.00% |
Purchase information
| Initial | US$1,000 | |
| Additional | US$50 | |
| IRA Initial | US$250 | |
| AIP Initial | US$250 | |
| AIP Additional | US$50 |
9.27+0.01(0.11%)
May 17, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks to deliver long-term total return consistent with investment results that approximate the return and risk patterns of a diversified universe of hedge funds. The fund's Investment Adviser believes that hedge funds derive a large portion of their returns from exposure to sources of market risk, such as equity, fixed income and commodity asset classes, rather than manager skill. It will invest in securities and other financial instruments (as set forth below) that provide short or long exposure to market factors that represent these sources of market risk and return.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Don Mulvihill (Started: Apr 2, 2012)
Matthew Hoehn (Started: Apr 9, 2009)
Don Mulvihill (Started: Apr 2, 2012)
Matthew Hoehn (Started: Apr 9, 2009)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -3.05 | -2.86 | - | - | |
| Beta* | 0.37 | 0.32 | - | - | |
| Mean annual return | 0.25 | 0.11 | - | - | |
| R-squared* | 90.93 | 84.96 | - | - | |
| Standard deviation | 3.96 | 5.13 | - | - | |
| Sharpe ratio | 0.73 | 0.25 | - | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| Etrsi Usndu Libo Usd 1013 | 0.09% | |
| Etrsi Usndu Libo Usd 0114 | 0.01% | |
| Etrsi Usndu Libo Usd 0414 | 0.01% | |
| Etrsi Usndu Libo Usd 1013 | 0.01% | |
| Etrsi Usndu Libo Usd 0114 | 0.01% | |
| Etrsi Usndu Libo Usd 0114 | 0.01% | |
| Etrsi Usndu Libo Usd 0414 | 0.00% | |
| Etrsi Usndu Libo Usd 0414 | 0.00% | |
| Etrsi Usndu Libo Usd 0114 | 0.00% | |
| Etrsi Usndu Libo Usd 0114 | 0.00% |