About GMSSX
The Goldman Sachs Managed Futures Strategy Fund Institutional Class is a mutual fund designed to pursue long-term absolute return through a systematic, trend-following investment approach. This fund primarily invests in a globally diversified portfolio of financial instruments—including equity index futures, bond futures, swaps, commodity-linked notes, currency forwards, and options—seeking opportunities both long and short across equities, fixed income, commodities, and currencies. With its foundation in liquid derivative markets, the fund is well-suited for capturing price momentum and adapting to changing market trends, making it a common choice within the 'Systematic Trend' category.
A notable feature of the fund is its high portfolio turnover, reflecting the dynamic nature of its strategy as it adjusts positions in response to evolving market conditions. The fund’s holdings are typically composed of futures and cash-equivalent securities, such as government funds and collateral, with significant allocations across global equity indices and interest rate futures. It targets institutional investors, requiring a substantial minimum investment and offering a relatively low distribution fee. As an alternative investment product, the fund plays a unique role in providing portfolio diversification and potentially offering uncorrelated returns relative to traditional stock and bond holdings.
Fund Family Goldman Sachs
Category Systematic Trend
Performance Rating Average
Risk Rating Average
Stock Exchange NASDAQ
Ticker Symbol GMSSX
Share Class Institutional
Index Index is not available on Lipper Database
GMSSX had a total return of 14.85% in the past year, including dividends. Since the fund's
inception, the average annual return has been 2.58%.
