The fund is a risk-managed, global opportunities fund designed to help investors build wealth by seeking long-term capital appreciation, dynamic diversification across multiple asset classes and the flexibility to reduce exposure during periods of extreme market disruption.
The fund seeks to achieve its investment objective by investing primarily in underlying exchange traded funds (ETFs) as well as derivatives to access a diversified set of asset classes, including global equities and fixed income, credit, emerging market debt and equity, TIPS and commodities.
The fund will be managed by GSAM’s quantitative investment strategies group, the same portfolio management team that oversees the Goldman Sachs asset allocation portfolios, the Goldman Sachs absolute return tracker fund and the Goldman Sachs satellite strategies portfolio.
Katinka Domotorffy, CIO and head of quantitative investment strategies at GSAM, said: “We developed the fund as a flexible and diversified investment alternative to address investors’ concerns in these increasingly volatile markets.
“Although traditionally diversified portfolios are a good start, we believe there is additional opportunity in today’s markets to manage portfolio volatility and enhance returns. Dynamic allocation is the next step in building better, more efficient portfolios that can help investors meet their goals.”
