GS Equity Risk Premia Long/Short Strategy

Investment 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.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2019 0.9 0.4 0.8 0.6 0.1 0.8 0.9 0.4 0.4 0.9 0.6 0.2 0.2
2018 0.3 0.8 0.4 0.6 0.7 0.2 0.7 0.8 0.2 0.1 0.1 0.4 0.9

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Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.