GS Equity Risk Premia Long/Short Strategy


Fund Strategy Market Neutral
Fund Geography Global
Investment Advisor Goldman Sachs Structured Investments
Portfolio Manager GS Structured Investments
Fund Currency USD
Fund AUM $6.8m
Fund AUM (GBP) £5m
Fund AUM as of 24 September 2019
Fund Inception 10 November 2014
Fund Indices AH Market Neutral UCITS Index
Sub Index - Market Neutral Systematic

Fund Objective

The GS Equity Risk Premia strategy is a rule-based strategy aiming at providing exposure to 5 well-known and researched equity risk premia: Low Beta, Size, Value, Momentum and Quality. The strategy attempts to minimise exposure to systematic risks such as market, country, regional industry group betas.


Register for free to access the full profile

Register (free)