GSRTX: Goldman Sachs Absolute Return Tracker Fund - MutualFunds.com
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GSRTX - Snapshot

Vitals

  • YTD Return 3.2%
  • 3 Yr Annualized Return 4.5%
  • 5 Yr Annualized Return 5.0%
  • Net Assets $3.38 B
  • Holdings in Top 10 96.1%

52 WEEK LOW AND HIGH

$10.23
$8.78
$10.24

Expenses

OPERATING RELATED FEES

  • Expense Ratio 0.86%

SALES FEES

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

BROKERAGE FEES

  • Turnover 193.00%

TRADING FEES

  • Max Redemption Fee N/A

Min Investment

  • Standard (Taxable) $0
  • IRA N/A

Fund Classification


Compare GSRTX to Popular Diversified Alternatives Funds and ETFs

Overview

Income Profile

Income Risk

Returns Profile

Allocations

Expenses

About

$10.55

0.00%

$5.01 B

3.03%

$0.32

3.03%

2.79%

$10.30

+0.10%

$4.57 B

1.01%

$0.10

1.98%

0.99%

$10.24

+0.10%

$3.38 B

0.10%

$0.01

3.23%

0.86%

$17.09

+0.18%

$3.26 B

1.35%

$0.23

3.14%

1.00%

$33.95

+0.12%

$2.66 B

3.57%

$1.21

10.01%

2.19%

GSRTX - Profile

Distributions

  • YTD Total Return 3.2%
  • 3 Yr Annualized Total Return 4.5%
  • 5 Yr Annualized Total Return 5.0%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 0.16%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Monthly

Fund Details

  • Legal Name
    Goldman Sachs Absolute Return Tracker Fund
  • Fund Family Name
    Goldman Sachs
  • Inception Date
    May 30, 2008
  • Shares Outstanding
    N/A
  • Share Class
    Inv
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Oliver 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 3.2% -73.0% 19.0% 32.26%
1 Yr 17.0% -9.1% 86.9% 31.64%
3 Yr 4.5%* -9.5% 16.2% 31.33%
5 Yr 5.0%* -4.9% 14.4% 18.83%
10 Yr 3.1%* -0.9% 7.5% 35.11%

* Annualized

Return Ranking - Calendar

Period GSRTX Return Category Return Low Category Return High Rank in Category (%)
2020 2.9% -22.7% 305.1% 42.22%
2019 6.9% -9.8% 27.3% 30.65%
2018 -5.1% -20.8% 10.9% 38.67%
2017 3.6% -12.4% 29.4% 53.47%
2016 4.2% -10.5% 15.8% 16.23%

Total Return Ranking - Trailing

Period GSRTX Return Category Return Low Category Return High Rank in Category (%)
YTD 3.2% -73.0% 19.0% 32.26%
1 Yr 17.0% -13.4% 86.9% 28.00%
3 Yr 4.5%* -9.5% 16.2% 29.32%
5 Yr 5.0%* -5.3% 14.4% 18.39%
10 Yr 3.1%* -0.9% 7.5% 34.04%

* Annualized

Total Return Ranking - Calendar

Period GSRTX Return Category Return Low Category Return High Rank in Category (%)
2020 2.9% -22.7% 305.1% 42.22%
2019 6.9% -9.8% 27.3% 31.05%
2018 -2.6% -20.8% 10.9% 18.67%
2017 7.3% -8.4% 29.4% 21.29%
2016 4.8% -10.2% 18.0% 19.90%

NAV & Total Return History


GSRTX - Holdings

Concentration Analysis

GSRTX Category Low Category High GSRTX % Rank
Net Assets 3.38 B 1.5 M 5.01 B 3.69%
Number of Holdings 1364 4 4478 13.21%
Net Assets in Top 10 2.55 B -76.7 M 2.55 B 1.07%
Weighting of Top 10 96.12% 9.8% 100.0% 7.69%

Top 10 Holdings

  1. Goldman Sachs Fs Government Instl 54.53%
  2. Ishares Core Msci Emerging Markets Etf 10.68%
  3. Equity Swap USNDDUWI.I Aug21 10.31%
  4. Equity Swap USNDDUWI.I Aug21 10.31%
  5. Equity Swap USNDDUWI.I Aug21 10.31%
  6. Equity Swap USNDDUWI.I Aug21 10.31%
  7. Equity Swap USNDDUWI.I Aug21 10.31%
  8. Equity Swap USNDDUWI.I Aug21 10.31%
  9. Equity Swap USNDDUWI.I Aug21 10.31%
  10. Equity Swap USNDDUWI.I Aug21 10.31%

Asset Allocation

Weighting Return Low Return High GSRTX % Rank
Cash
45.34% -6349.37% 449.17% 23.21%
Stocks
41.86% -6.05% 97.95% 30.71%
Bonds
12.23% -365.09% 6422.00% 72.14%
Convertible Bonds
0.94% 0.00% 90.67% 27.86%
Preferred Stocks
0.16% -0.12% 46.97% 30.36%
Other
-0.53% -21.53% 120.86% 92.86%

Stock Sector Breakdown

Weighting Return Low Return High GSRTX % Rank
Financial Services
17.30% 0.00% 59.28% 23.62%
Technology
17.23% 0.00% 42.63% 61.42%
Consumer Cyclical
13.84% 0.00% 29.09% 22.44%
Communication Services
12.02% 0.00% 21.78% 20.47%
Healthcare
11.12% 0.00% 45.63% 53.54%
Consumer Defense
7.96% 0.00% 13.62% 22.05%
Industrials
6.90% 0.00% 21.45% 74.41%
Basic Materials
5.80% 0.00% 27.46% 27.95%
Real Estate
3.02% 0.00% 51.26% 38.58%
Utilities
2.64% 0.00% 9.23% 58.66%
Energy
2.18% 0.00% 100.00% 47.64%

Stock Geographic Breakdown

Weighting Return Low Return High GSRTX % Rank
Non US
21.68% -8.21% 42.11% 17.14%
US
20.18% -6.24% 91.88% 47.86%

Bond Sector Breakdown

Weighting Return Low Return High GSRTX % Rank
Cash & Equivalents
68.53% 0.27% 100.00% 14.29%
Government
22.23% 0.00% 82.72% 42.86%
Derivative
5.97% 0.00% 88.81% 39.29%
Corporate
3.27% 0.00% 88.37% 61.07%
Securitized
0.00% 0.00% 56.83% 66.07%
Municipal
0.00% 0.00% 27.33% 39.64%

Bond Geographic Breakdown

Weighting Return Low Return High GSRTX % Rank
Non US
12.13% -479.87% 121.02% 18.21%
US
0.10% -113.10% 6377.54% 88.57%

GSRTX - Expenses

Operational Fees

GSRTX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.86% 0.29% 31.15% 92.45%
Management Fee 0.64% 0.00% 2.50% 20.85%
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 193.00% 0.00% 491.00% 65.32%

GSRTX - Distributions

Dividend Yield Analysis

GSRTX Category Low Category High GSRTX % Rank
Dividend Yield 0.00% 0.00% 4.71% 22.61%

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 0.16% -2.51% 6.83% 61.87%

Capital Gain Distribution Analysis

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

Dividend Payout History

View More +

GSRTX - Fund Manager Analysis

Managers

Oliver Bunn


Start Date

Tenure

Tenure Rank

Jul 14, 2017

3.72

3.7%

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

2.47

2.5%

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.

Matthew Schwab


Start Date

Tenure

Tenure Rank

Oct 12, 2018

2.47

2.5%

Mr. Schwab is co-head of research, portfolio management and portfolio construction for the Alternative Investment Strategies team within Goldman Sachs Asset Management, L.P’s Quantitative Investment Strategies (QIS) platform. He joined Goldman Sachs in 2007.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.02 17.37 4.48 1.67