About GFFRX
Goldman Sachs Managed Futures Strategy Fund Class R is an actively managed mutual fund designed to achieve long-term absolute returns by employing a systematic, trend-following investment strategy. The fund utilizes a proprietary quantitative investment model, combined with a qualitative overlay, to identify price trends across a broad array of asset classes including equities, fixed income, commodities, and currencies. By taking both long and short positions in liquid futures, options, swaps, and foreign exchange contracts—listed and over-the-counter—the fund seeks to profit in rising and falling market environments, and aims to provide diversification that is uncorrelated to traditional asset classes. The fund implements its strategy with significant use of derivatives, but also holds assets like U.S. Treasuries and short-term cash instruments for collateral purposes. Management's flexibility allows dynamic allocation across various sectors, countries, and maturities without restriction to market capitalization or credit rating. Its primary role in the financial market is to offer investors exposure to a managed futures approach, often utilized for portfolio diversification and risk management, particularly during periods of elevated market volatility or trending asset prices.
Fund Family Goldman Sachs
Category Systematic Trend
Performance Rating Below Average
Risk Rating Average
Stock Exchange Nasdaq
Ticker Symbol GFFRX
Share Class Class R
Index Index is not available on Lipper Database
GFFRX had a total return of 18.59% in the past year, including dividends. Since the fund's
inception, the average annual return has been 2.44%.
