Goldman Sachs Absolute Ret Trckr Inv
- GSRTX
- Price as of: Jan 15, 2021
-
$10.03
N/A N/A
- Primary Theme
- Diversified Alternatives
- Fund Company
- Goldman Sachs
- Share Class
GSRTX - Snapshot
Vitals
- YTD Return 0.6%
- 3 Yr Annualized Return 3.7%
- 5 Yr Annualized Return 4.6%
- Net Assets $3.47 B
- Holdings in Top 10 N/A
52 WEEK LOW AND HIGH
Expenses
OPERATING RELATED FEES
- Expense Ratio 0.87%
SALES FEES
- Front Load N/A
- Deferred Load N/A
BROKERAGE FEES
- Turnover 127.00%
TRADING FEES
- Max Redemption Fee N/A
Min Investment
- Standard (Taxable) $0
- IRA N/A
Fund Classification
-
Primary Theme
Diversified Alternatives
- Fund Type Open End Mutual Fund
- Investment Style Multialternative
GSRTX - Profile
Distributions
- YTD Total Return 0.6%
- 3 Yr Annualized Total Return 3.7%
- 5 Yr Annualized Total Return 4.6%
- Capital Gain Distribution Frequency Annually
- Net Income Ratio 1.33%
- Dividend Yield 0.0%
- Dividend Distribution Frequency Monthly
Fund Details
-
Legal NameGoldman Sachs Absolute Return Tracker Fund
-
Fund Family NameGoldman Sachs
-
Inception DateMay 30, 2008
-
Shares OutstandingN/A
-
Share ClassInv
-
CurrencyUSD
-
Domiciled CountryUnited States
-
ManagerOliver Bunn
Fund Description
The fund's Investment Adviser believes that hedge funds derive a large portion of their returns from exposure to sources of market risk and "Trading Strategies" involving long and/or short positions in Market Exposures and/or individual securities or baskets of securities. It uses a dynamic investment process to seek to identify the appropriate weights to Market Exposures and Trading Strategies that approximate the return and risk patterns of specific hedge fund sub-strategies.
GSRTX - Performance
Return Ranking - Trailing
Period | GSRTX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 0.6% | -5.3% | 6.7% | 43.58% |
1 Yr | 3.5% | -22.2% | 29.0% | 45.52% |
3 Yr | 3.7%* | -14.6% | 12.7% | 33.33% |
5 Yr | 4.6%* | -7.1% | 11.6% | 21.12% |
10 Yr | 3.0%* | -0.6% | 6.3% | 37.23% |
* Annualized
Return Ranking - Calendar
Period | GSRTX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2020 | 2.9% | -22.7% | 305.1% | 42.16% |
2019 | 6.9% | -9.8% | 27.3% | 31.70% |
2018 | -5.1% | -20.8% | 10.9% | 38.43% |
2017 | 3.6% | -12.4% | 29.4% | 50.94% |
2016 | 4.2% | -10.5% | 15.8% | 15.50% |
Total Return Ranking - Trailing
Period | GSRTX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 0.6% | -5.3% | 6.7% | 43.58% |
1 Yr | 3.5% | -22.2% | 29.0% | 38.28% |
3 Yr | 3.7%* | -14.6% | 12.7% | 29.50% |
5 Yr | 4.6%* | -7.1% | 11.6% | 19.83% |
10 Yr | 3.0%* | -0.6% | 6.3% | 37.23% |
* Annualized
Total Return Ranking - Calendar
Period | GSRTX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2020 | 2.9% | -22.7% | 305.1% | 42.16% |
2019 | 6.9% | -9.8% | 27.3% | 31.70% |
2018 | -2.6% | -20.8% | 10.9% | 20.25% |
2017 | 7.3% | -8.4% | 29.4% | 20.28% |
2016 | 4.8% | -10.2% | 18.0% | 22.00% |
NAV & Total Return History
GSRTX - Holdings
Concentration Analysis
GSRTX | Category Low | Category High | GSRTX % Rank | |
---|---|---|---|---|
Net Assets | 3.47 B | 1.4 M | 5.29 B | 1.40% |
Number of Holdings | 1216 | 4 | 4377 | 13.56% |
Net Assets in Top 10 | 2.69 B | -91.4 M | 2.69 B | 0.34% |
Weighting of Top 10 | N/A | 12.6% | 100.0% | 13.22% |
Top 10 Holdings
- Goldman Sachs FS Government Instl 55.72%
- iShares Core MSCI Emerging Markets ETF 11.30%
- Equity Swap USNDDUWI.I Aug21 10.31%
- Equity Swap USNDDUWI.I Aug21 10.31%
- Equity Swap USNDDUWI.I Aug21 10.31%
- Equity Swap USNDDUWI.I Aug21 10.31%
- Equity Swap USNDDUWI.I Aug21 10.31%
- Equity Swap USNDDUWI.I Aug21 10.31%
- Equity Swap USNDDUWI.I Aug21 10.31%
- Equity Swap USNDDUWI.I Aug21 10.31%
Asset Allocation
Weighting | Return Low | Return High | GSRTX % Rank | |
---|---|---|---|---|
Cash | 48.39% | -9406.09% | 494.28% | 18.98% |
Stocks | 37.22% | -24.27% | 93.70% | 30.17% |
Bonds | 13.75% | -419.77% | 9482.07% | 69.83% |
Convertible Bonds | 0.96% | 0.00% | 87.02% | 23.39% |
Preferred Stocks | 0.18% | -0.12% | 45.43% | 28.81% |
Other | -0.50% | -3.65% | 131.41% | 89.83% |
Stock Sector Breakdown
Weighting | Return Low | Return High | GSRTX % Rank | |
---|---|---|---|---|
Technology | 22.61% | 0.00% | 100.00% | 22.26% |
Financial Services | 12.65% | 0.00% | 56.07% | 56.93% |
Consumer Cyclical | 12.65% | 0.00% | 29.68% | 32.48% |
Communication Services | 12.33% | 0.00% | 23.22% | 13.50% |
Healthcare | 12.00% | 0.00% | 51.14% | 46.72% |
Consumer Defense | 7.86% | 0.00% | 22.32% | 25.91% |
Industrials | 6.40% | 0.00% | 20.60% | 74.82% |
Basic Materials | 5.51% | 0.00% | 25.11% | 29.20% |
Real Estate | 3.61% | 0.00% | 78.90% | 37.96% |
Energy | 2.55% | 0.00% | 100.00% | 43.43% |
Utilities | 1.83% | 0.00% | 37.26% | 80.29% |
Stock Geographic Breakdown
Weighting | Return Low | Return High | GSRTX % Rank | |
---|---|---|---|---|
US | 19.92% | -15.91% | 91.88% | 41.69% |
Non US | 17.30% | -23.77% | 36.98% | 18.64% |
Bond Sector Breakdown
Weighting | Return Low | Return High | GSRTX % Rank | |
---|---|---|---|---|
Cash & Equivalents | 70.31% | 0.27% | 100.00% | 18.31% |
Government | 23.40% | 0.00% | 86.44% | 41.02% |
Corporate | 3.71% | 0.00% | 93.88% | 56.95% |
Derivative | 2.59% | 0.00% | 91.28% | 45.76% |
Securitized | 0.00% | 0.00% | 89.57% | 66.10% |
Municipal | 0.00% | 0.00% | 26.35% | 37.63% |
Bond Geographic Breakdown
Weighting | Return Low | Return High | GSRTX % Rank | |
---|---|---|---|---|
Non US | 13.67% | -528.06% | 6446.87% | 19.32% |
US | 0.08% | -121.02% | 3035.20% | 87.80% |
GSRTX - Expenses
Operational Fees
GSRTX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 0.87% | 0.29% | 31.15% | 92.73% |
Management Fee | 0.64% | 0.00% | 2.50% | 19.46% |
12b-1 Fee | N/A | 0.00% | 1.00% | N/A |
Administrative Fee | N/A | 0.01% | 0.30% | N/A |
Sales Fees
GSRTX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 2.50% | 5.75% | N/A |
Deferred Load | N/A | 1.00% | 5.00% | N/A |
Trading Fees
GSRTX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | 1.00% | 2.00% | 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.
GSRTX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 127.00% | 0.00% | 496.00% | 44.32% |
GSRTX - Distributions
Dividend Yield Analysis
GSRTX | Category Low | Category High | GSRTX % Rank | |
---|---|---|---|---|
Dividend Yield | 0.00% | 0.00% | 2.14% | 17.45% |
Dividend Distribution Analysis
GSRTX | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | Monthly | Annually | Quarterly | Annually |
Net Income Ratio Analysis
GSRTX | Category Low | Category High | GSRTX % Rank | |
---|---|---|---|---|
Net Income Ratio | 1.33% | -1.93% | 6.83% | 28.72% |
Capital Gain Distribution Analysis
GSRTX | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually | Annually | Semi-Annually | Annually |
Dividend Payout History
Date | Amount |
---|---|
Dec 31, 2018 | $0.092 |
Dec 30, 2016 | $0.013 |
Dec 31, 2015 | $0.049 |
Dec 31, 2014 | $0.006 |
GSRTX - Fund Manager Analysis
Managers
Oliver Bunn
Start Date
Tenure
Tenure Rank
Jul 14, 2017
3.47
3.5%
Mr. Bunn is a portfolio manager on the Alternative Investment Strategies (AIS) team within Quantitative Investment Strategies (“QIS”) Team. He joined GSAM in 2014 and is primarily focused on alternative risk premia and hedge fund beta strategies. Previously, he researched and developed equity strategy indices at Barclays.
Federico Gilly
Start Date
Tenure
Tenure Rank
Oct 12, 2018
2.22
2.2%
Mr. Gilly is co-head of research, portfolio management and portfolio construction for the Alternative Investment Strategies (AIS) team within GSAM’s QIS platform. Mr. Gilly joined the Investment Adviser in 2000.
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.04 | 17.12 | 4.3 | 3.51 |