Goldman Sachs Alternative Trend Portfolio
|Fund Strategy||Managed Futures|
|Investment Advisor||Goldman Sachs Asset Management (GSAM)|
|Fund AUM (GBP)||£250m|
|Fund AUM as of||31 August 2019|
|Fund Inception||20 January 2015|
The investment objective of the Portfolio is to seek returns from persistent price trends in multiple asset classes and markets. The Portfolio aims to systematically measure the direction and strength of price trends and invest short, via financial derivatives only, or long, accordingly.
3M USD LIBOR