About GFIRX
The Goldman Sachs Managed Futures Strategy Fund Investor Class is a diversified mutual fund designed to generate long-term absolute returns using a systematic, trend-following investment approach. Its primary function is to seek profits in both rising and falling markets by dynamically taking long and short positions across a broad selection of global asset classes, including equities, fixed income, commodities, and currencies.
This fund stands out for its heavy reliance on quantitative models, employing tactical allocation to more than 100 global markets while managing risk rigorously. More than 60% of its exposure is achieved through derivatives—such as futures, options, swaps, and currency contracts—allowing it to efficiently implement strategies that are largely uncorrelated with traditional equity and bond markets. This diversification can enhance a portfolio’s risk profile by reducing reliance on any single asset class's performance.
Notably, the fund routinely features positions in major stock index futures, government bonds, and currency forwards, as well as high allocations to cash instruments for liquidity management. Its systematic trend-following and tactical overlay make it particularly relevant for investors seeking to mitigate overall portfolio volatility and pursue returns independent of conventional market cycles.
Fund Family Goldman Sachs
Category Systematic Trend
Performance Rating Average
Risk Rating Average
Stock Exchange Nasdaq
Ticker Symbol GFIRX
Share Class Investor Shares
Index Index is not available on Lipper Database
GFIRX had a total return of 17.06% in the past year, including dividends. Since the fund's
inception, the average annual return has been 2.81%.
