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Values as of: 2019-08-21
Values as of: 2019-08-21
The investment seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the Goldman Sachs Hedge Fund VIP Index?. The fund seeks to achieve its investment objective by investing at least 80% of its assets in securities included in its underlying index, in depositary receipts representing securities included in its underlying index and in underlying stocks in respect of depositary receipts included in its underlying index. The index is designed to deliver exposure to equity securities whose performance is expected to influence the long portfolios of hedge funds.
Currency: USD
Country : USA
Inception Date: 01/11/2016
Primary Benchmark: Goldman Sachs Hedge Fund VIP TR USD
Primary Index: S&P 500 TR USD
Gross Expense Ratio: NA%
Management Expense Ratio: 0.45 %
N/A
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Symbol | Company Name | Allocation |
---|---|---|
VRT | Vertiv Holdings Co | 2.66 % |
PXD | Pioneer Natural Resources Co | 2.51 % |
NVDA | NVIDIA Corporation | 2.40 % |
PGR | Progressive Corp | 2.35 % |
THC | Tenet Healthcare Corporation | 2.31 % |
ET | Energy Transfer LP | 2.28 % |
C | Citigroup Inc | 2.28 % |
TSM | Taiwan Semiconductor Manufacturing | 2.28 % |
TDG | Transdigm Group Incorporated | 2.26 % |
N/A
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Symbol | Name | Mer | Price(Change) | Market Cap |
---|---|---|---|---|
SOJE | SOJE | 0.00 % |
+0.08 (+0.40%) |
USD 65.72B |
JEPI | JPMorgan Equity Premium Income.. | 0.00 % |
+0.06 (+0.11%) |
USD 32.43B |
DTB | DTB | 0.00 % |
-0.10 (-0.49%) |
USD 26.58B |
DFAC | Dimensional U.S. Core Equity 2.. | 0.00 % |
+0.01 (+0.03%) |
USD 26.00B |
GBTC | Grayscale Bitcoin Trust (BTC) | 0.00 % |
-2.31 (-3.90%) |
USD 23.75B |
JPST | JPMorgan Ultra-Short Income ET.. | 0.00 % |
N/A |
USD 22.73B |
SGOV | iShares® 0-3 Month Treasury B.. | 0.00 % |
+0.01 (+0.01%) |
USD 19.79B |
AVUV | Avantis® U.S. Small Cap Value.. | 0.00 % |
-0.17 (-0.19%) |
USD 10.49B |
DFUV | Dimensional US Marketwide Valu.. | 0.00 % |
+0.01 (+0.03%) |
USD 10.15B |
DFAT | Dimensional U.S. Targeted Valu.. | 0.00 % |
-0.03 (-0.06%) |
USD 9.40B |
N/A
Market Performance vs. Industry/Classification (Others) | Market Performance vs. Exchange (NYSE Arca) | ||||||
Value | Sector Median | Percentile Rank | Grade | Market Median | Percentile Rank | Grade | |
YTD | |||||||
Capital Gain | 16.07% | 76% | C+ | 67% | D+ | ||
Dividend Return | 0.75% | 29% | F | 19% | F | ||
Total Return | 16.82% | 75% | C | 64% | D | ||
Trailing 12 Months | |||||||
Capital Gain | -0.02% | 61% | D- | 60% | D- | ||
Dividend Return | 0.92% | 21% | F | 15% | F | ||
Total Return | 0.89% | 56% | F | 55% | F | ||
Trailing 5 Years | |||||||
Capital Gain | N/A | N/A | N/A | N/A | F | ||
Dividend Return | N/A | N/A | N/A | N/A | F | ||
Total Return | N/A | N/A | N/A | N/A | F | ||
Average Annual (5 Year Horizon) | |||||||
Capital Gain | 7.01% | 81% | B- | 73% | C | ||
Dividend Return | 7.35% | 74% | C | 65% | D | ||
Total Return | 0.34% | 13% | F | 9% | A- | ||
Risk Return Profile | |||||||
Volatility (Standard Deviation) | 9.86% | 54% | F | 73% | C | ||
Risk Adjusted Return | 74.60% | 76% | C+ | 78% | C+ | ||
Market Capitalization | 0.02B | 47% | F | 39% | F |
Target Price Action | Rating Action | Analyst | Rating | Price | Date |
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This is a composite scorecard based on the application of evaluation criteria deemed most important by analysts. This is not a buy or sell recommendation.
This stock has performed well, on a risk adjusted basis, compared to its sector peers(for a hold period of at least 12 months) and is in the top quartile.
The stock is trading high compared to its peers on a price to earning basis and is above the sector median.
The company has under performed its peers on annual average total returns in the past 5 years.
This is among the smaller entities in its sectors with below median market capitalization. That may make it less stable in the long run unless it has a unique technology or market which can help it grow or get acquired in future.