GFIRX: Goldman Sachs Managed Futs Strat Inv

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GFIRX Goldman Sachs Managed Futs Strat Inv


Profile

GFIRX - Profile

Vitals

  • YTD Return 0.7%
  • 3 Yr Annualized Return -1.8%
  • 5 Yr Annualized Return -1.8%
  • Net Assets $252 M
  • Holdings in Top 10 N/A

52 WEEK LOW AND HIGH

$9.84
$9.52
$10.79

Expenses

OPERATING RELATED FEES

  • Expense Ratio 1.39%

SALES FEES

  • Front Load N/A
  • Deferred Load N/A

BROKERAGE FEES

  • Turnover N/A

TRADING FEES

  • Max Redemption Fee N/A

Min Investment

  • Standard (Taxable) $0
  • IRA N/A

Fund Classification

  • Primary Caregory
  • Fund Type Open End Mutual Fund
  • Investment Style Managed Futures

Distributions

  • YTD Total Return 0.7%
  • 3 Yr Annualized Total Return -1.6%
  • 5 Yr Annualized Total Return -0.9%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 0.31%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Monthly

Fund Details

  • Legal Name
    Goldman Sachs Managed Futures Strategy Fund
  • Fund Family Name
    Goldman Sachs
  • Inception Date
    Feb 29, 2012
  • Shares Outstanding
    N/A
  • Share Class
    Inv
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    James Park

Fund Description

The fund implements a trend-following strategy that takes long and/or short positions in a wide range of asset classes, including equities, fixed income, commodities and currencies, among others, to seek long-term absolute return. It seeks to achieve its investment objective by investing primarily in a portfolio of equities, equity index futures, bonds, bond futures, equity swaps, interest rate swaps, currency forwards and non-deliverable forwards, options, exchange traded funds ("ETFs"), and structured securities.


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Categories

Performance

GFIRX - Performance

Return Ranking - Trailing

Period GFIRX Return Category Return Low Category Return High Rank in Category (%)
YTD 0.7% -19.3% 7.8% 14.29%
1 Yr -8.5% -31.6% 2.8% 42.86%
3 Yr -1.8%* -8.6% 1.9% 29.73%
5 Yr -1.8%* -9.1% 1.0% 21.21%
10 Yr N/A* -4.9% -2.2% N/A

* Annualized

Return Ranking - Calendar

Period GFIRX Return Category Return Low Category Return High Rank in Category (%)
2019 -4.1% -7.5% 14.4% 61.90%
2018 -2.4% -25.8% 3.4% 25.00%
2017 2.1% -5.1% 16.7% 54.29%
2016 -0.7% -20.3% 1.1% 24.24%
2015 5.9% -9.7% 6.0% 6.67%

Total Return Ranking - Trailing

Period GFIRX Return Category Return Low Category Return High Rank in Category (%)
YTD 0.7% -19.3% 7.8% 14.29%
1 Yr -8.5% -31.6% 2.8% 42.86%
3 Yr -1.6%* -8.6% 1.9% 27.03%
5 Yr -0.9%* -5.8% 1.0% 12.12%
10 Yr N/A* -3.3% -1.2% N/A

* Annualized

Total Return Ranking - Calendar

Period GFIRX Return Category Return Low Category Return High Rank in Category (%)
2019 -4.1% -7.5% 14.4% 61.90%
2018 -2.2% -20.3% 3.4% 22.50%
2017 2.6% -5.1% 19.4% 54.29%
2016 -0.7% -20.3% 4.5% 24.24%
2015 10.0% -4.6% 10.2% 6.67%

NAV & Total Return History


Holdings

GFIRX - Holdings

Concentration Analysis

GFIRX Category Low Category High GFIRX % Rank
Net Assets 252 M 3.02 M 258 M 19.05%
Number of Holdings 190 7 583 11.90%
Net Assets in Top 10 272 M 2.61 M 272 M 2.38%
Weighting of Top 10 N/A 22.0% 186.3% 34.88%

Top 10 Holdings

  1. Goldman Sachs FS Government Instl 59.27%
  2. Gs Mfs Cayman Cmdty Fund 19.59%
  3. E-mini S&P 500 Future Sept 20 10.38%
  4. MSCI EAFE Index Future Sept 20 4.99%
  5. E-mini Russell 2000 Index Future Sept 20 2.69%
  6. S&P TSX 60 Index Future Sept 20 1.96%
  7. Ftse China A50 Equity Index 30/Jul/2020 Xun0 Index 1.91%
  8. AEX Index Future July20 1.75%
  9. Omxs30 Ind Future Equity Index 17/Jul/2020 Qcn0 1.73%
  10. TOPIX Future Sept 20 1.57%

Asset Allocation

Weighting Return Low Return High GFIRX % Rank
Cash
438.67% -1.45% 438.67% 2.38%
Stocks
21.86% -0.78% 25.33% 11.90%
Other
20.88% -0.01% 52.55% 35.71%
Preferred Stocks
0.00% 0.00% 0.00% 14.29%
Convertible Bonds
0.00% 0.00% 2.02% 40.48%
Bonds
-381.41% -381.41% 73.29% 85.71%

Stock Sector Breakdown

Weighting Return Low Return High GFIRX % Rank
Technology
19.70% 0.00% 45.08% 50.00%
Financial Services
16.82% 0.00% 19.84% 21.43%
Healthcare
11.84% 0.00% 16.52% 21.43%
Consumer Cyclical
10.67% 0.00% 16.89% 50.00%
Communication Services
9.30% 0.00% 20.13% 39.29%
Industrials
8.67% 0.00% 17.01% 21.43%
Consumer Defense
6.92% 0.00% 8.67% 25.00%
Basic Materials
5.41% 0.00% 5.62% 14.29%
Energy
4.37% 0.00% 4.39% 14.29%
Utilities
3.89% 0.00% 4.63% 21.43%
Real Estate
2.41% 0.27% 100.00% 21.43%

Stock Geographic Breakdown

Weighting Return Low Return High GFIRX % Rank
US
16.35% -0.78% 16.35% 2.38%
Non US
5.51% -3.95% 25.33% 11.90%

Expenses

GFIRX - Expenses

Operational Fees

GFIRX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 1.39% 1.21% 5.85% 80.95%
Management Fee 1.00% 0.25% 2.99% 26.19%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.05% 0.25% N/A

Sales Fees

GFIRX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 4.75% 5.75% N/A
Deferred Load N/A 1.00% 1.00% N/A

Trading Fees

GFIRX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 1.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

GFIRX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover N/A 0.00% 184.00% 92.77%

Distributions

GFIRX - Distributions

Dividend Yield Analysis

GFIRX Category Low Category High GFIRX % Rank
Dividend Yield 0.00% 0.00% 3.02% 16.67%

Dividend Distribution Analysis

GFIRX Category Low Category High Category Mod
Dividend Distribution Frequency Monthly Annually Monthly Annually

Net Income Ratio Analysis

GFIRX Category Low Category High GFIRX % Rank
Net Income Ratio 0.31% -0.69% 2.13% 61.90%

Capital Gain Distribution Analysis

GFIRX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually Annually

Dividend Payout History

View More +

Fund Manager Analysis

GFIRX - Fund Manager Analysis

Managers

James Park


Start Date

Tenure

Tenure Rank

Oct 03, 2014

5.92

5.9%

James Park joined Goldman Sachs Asset Management as a member of the QIS Team in 2004. He is a senior member of the QIS research and portfolio management team.

Momoko Ono


Start Date

Tenure

Tenure Rank

Apr 28, 2017

3.35

3.4%

Ms. Ono is a portfolio manager and researcher on the Quantitative Investment Strategies (QIS) Team She originally joined Goldman Sachs in April 2002.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.58 13.51 5.74 8.84