GS Equity Risk Premia Long/Short Strategy

Overview

Fund Strategy Market Neutral
Fund Geography Global
Investment Advisor Goldman Sachs Structured Investments
Portfolio Manager GS Structured Investments
Fund Currency USD
Fund AUM $377m
Fund AUM (GBP) £294m
Fund AUM as of 30 September 2016
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.

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