Global Atlantic Goldman Sachs Dynamic Trends Portfolio
Data updated: 2021-08-19
C000154817 — Global Atlantic Goldman Sachs Dynamic Trends Portfolio. Commodity · $35.52M AUM. Holdings, fees, performance and SEC filings.
C000154817 Fund Overview
Global Atlantic Goldman Sachs Dynamic Trends Portfolio is a US mutual fund managed by Forethought Variable Insurance Trust, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Forethought Variable Insurance Trust
- Category: Commodity
- Assets under management: $35.52M
- 1-year return: 15.3%
- SEC CIK: 0001580353
- SEC series ID: S000049084
- Share class ID: C000154817
C000154817 Investment Objective and Strategy
Global Atlantic Goldman Sachs Dynamic Trends Portfolio describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Forethought Variable Insurance Trust.
Investment objective
The Portfolio seeks to provide capital appreciation and income while seeking to manage volatility.
Principal investment strategy
1. Effective June 29, 2018, under the heading PORTFOLIO SUMMARY PRINCIPAL INVESTMENT STRATEGIES, for Global Atlantic Goldman Sachs Dynamic Trends Allocation Portfolio, the Principal Investment Strategy is deleted and replaced with the following: Principal Investment Strategies: In seeking to achieve the Portfolios investment objectives, the Portfolios sub-adviser, Goldman Sachs Asset Management, L.P. (GSAM or the Sub-Adviser) dynamically allocates the Portfolios assets to generate returns, while managing the Portfolios volatility. Dynamic allocation refers to changes in the Portfolios asset allocation targets pursuant to GSAMs views regarding changing market conditions and other considerations. The dynamic allocation is based on trend following or momentum investing. Momentum investing looks to recent price trends in assets, allocating more to assets that show positive trends in the recent past while allocating away from assets that show poor trends.
GSAM manages the Portfolio pursuant to a momentum investing strategy that seeks to provide exposure to the broad U.S. and other developed equity markets and U.S. fixed income markets. Under normal circumstances, GSAM expects to allocate at least 40% and up to 60% of the Portfolios investment exposure to developed equity markets, and at least 40% and up to 60% of the Portfolios investment exposure to U.S. fixed income markets, although GSAM may modify the target allocations from time to time. The Portfolio considers the following countries to have developed equity markets: Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Iceland, Ireland, Israel, Italy, Japan, Luxembourg, the Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, the United Kingdom and the United States.
In addition, countries represented in the indexes EuroStoxx 50, FTSE 100, S&P 500, Russell 2000, Nikkei 225, S&P 400 are all considered to have developed equity markets. To provide exposure to developed equity markets, the Portfolios investments may include, among other instruments, futures (including index futures), swaps, structured notes, other derivatives and other mutual funds and exchange-traded funds (Underlying Funds) offered through different prospectuses. The Portfolio may also invest directly in equity securities. There is no limitation on the market capitalization range of the issuers in which the Portfolio may have exposure. The Portfolio may have exposure to instruments denominated in foreign currencies and in U.S. dollar-denominated securities of foreign issuers. The Portfolio may also engage in foreign currency transactions (including forward contracts) for hedging purposes.
In seeking exposure to the U.S. fixed income market, the Portfolios investments will principally include securities issued or guaranteed by the U.S. government, its agencies, instrumentalities or sponsored enterprises (U.S. Government Securities) and U.S. Treasury futures. As a result of the Portfolios use of derivatives, the Portfolio may also hold significant amounts of U.S. Treasury, short-term, or other fixed income investments, including money market funds and repurchase agreements or cash. The Portfolio may invest in equity or fixed income securities that may be illiquid or that may become less liquid in response to market developments or adverse investor perceptions. The percentage of the Portfolio exposed to any asset class or geographic region will vary, and the Portfolio may not be invested in each asset class at all times.
Moreover, the Portfolio may at times be more heavily invested in certain asset classes, such as U.S. equity or U.S. fixed income. As part of the Portfolios investment strategy, GSAM seeks to manage volatility and limit losses by allocating the Portfolios assets away from risky investments during distressed or volatile market environments. Volatility is a statistical measurement of the magnitude of up and down fluctuations in the value of a financial instrument or index. In distressed or volatile market environments, the Portfolio may also hold significant amounts of U.S. Treasury, short-term, or other fixed income investments, including money market funds and repurchase agreements or cash, and at times may invest up to 100% of its assets in such investments. While GSAM attempts to manage the Portfolios volatility, there can be no guarantee that the Portfolio will be successful.
The Portfolio is non-diversified, which allows it to invest a greater percentage of its assets in any one issuer than would otherwise be the case. Please retain this Supplement for future reference.
C000154817 Performance
Total returns for C000154817 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | 15.3% |
| 3 years (annualised) | 10.3% |
C000154817 Risk Information
Risk metrics for C000154817, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.0%
C000154817 Costs and Fees
C000154817 costs about $123 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.23%
- Gross expense ratio: 1.29%
- Portfolio turnover: 172%
- Brokerage commissions: 0.50 bps of average net assets (SEC N-CEN)
C000154817 Cashflows
Over the 12 months to 2021-06, Global Atlantic Goldman Sachs Dynamic Trends Portfolio had net inflows of $5.43M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2021-06 | $336.85K |
| 2021-05 | $206.83K |
| 2021-04 | $156.30K |
| 2021-03 | $328.74K |
| 2021-02 | $478.96K |
| 2021-01 | $236.57K |
C000154817 Debt Constituents
No individual debt constituents are reported in Global Atlantic Goldman Sachs Dynamic Trends Portfolio's latest SEC N-PORT filing.
C000154817 Prospectus and SEC Filings
Official Global Atlantic Goldman Sachs Dynamic Trends Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2021-04-29
- Prospectus (485BPOS) — filed 2020-05-15
- Prospectus (485BPOS) — filed 2019-05-20
- Portfolio holdings (N-PORT) — filed 2021-08-19
- Portfolio holdings (N-PORT) — filed 2021-05-24
- Portfolio holdings (N-PORT) — filed 2021-02-19
- Annual census (N-CEN) — filed 2021-03-15
- Annual census (N-CEN) — filed 2020-03-11
Related Funds
Other Commodity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.