Global Atlantic Goldman Sachs Mid Cap Value Insights Portfolio
Data updated: 2021-08-19
C000165360 — Global Atlantic Goldman Sachs Mid Cap Value Insights Portfolio. Commodity · $128.50M AUM. Holdings, fees, performance and SEC filings.
C000165360 Fund Overview
Global Atlantic Goldman Sachs Mid Cap Value Insights 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: $128.50M
- 1-year return: 54.6%
- SEC CIK: 0001580353
- SEC series ID: S000052670
- Share class ID: C000165360
C000165360 Investment Objective and Strategy
Global Atlantic Goldman Sachs Mid Cap Value Insights 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 long-term capital appreciation.
Principal investment strategy
"In seeking to achieve the Portfolio's investment objective, the Portfolio's sub-adviser, Goldman Sachs Asset Management, L.P. (""GSAM"" or the ""Sub-Adviser"") invests, under normal circumstances, at least 80% of the Portfolio's net assets, plus any borrowings for investment purposes, in a broadly diversified portfolio of equity investments in mid-cap U.S. issuers, including foreign issuers that are traded in the United States. These issuers have public stock market capitalizations similar to those of companies constituting the Russell Midcap Value Index or other similar broad-based U.S. midcap indices, which as of December 31, 2017 was between $951.8 million and $43.4 billion. However, the Portfolio may invest in securities outside such index capitalization range. The Portfolio uses a quantitative style of management, in combination with a qualitative overlay, that emphasizes fundamentally-based stock and country/currency selection, careful portfolio construction and efficient implementation.
The Portfolio's investments are selected using fundamental research and a variety of quantitative techniques based on certain investment themes, including, among others, Fundamental Mispricings, High Quality Business Models, Sentiment Analysis and Market Themes & Trends. Fundamental Mispricings seeks to identify high-quality businesses trading at an attractive price, which GSAM believes leads to strong performance over the long-run. High Quality Business Models seeks to identify companies that are generating high-quality revenues with sustainable business models and aligned management incentives. Sentiment Analysis seeks to identify stocks experiencing improvements in their overall market sentiment. Market Themes and Trends seeks to identify companies positively positioned to benefit from themes and trends in the market and macroeconomic environment.
GSAM may, in its discretion, make changes to its quantitative techniques, or use other quantitative techniques that are based on GSAM's proprietary research. The Portfolio maintains risk, style, and capitalization characteristics similar to the Russell Midcap Value Index. The Portfolio seeks to maximize its expected return while maintaining these and other characteristics similar to the benchmark. The Portfolio may also use derivatives, including futures, to manage cash flows into or out of the Portfolio effectively. The Portfolio's benchmark index is the Russell Midcap Value Index. The Russell Midcap Value Index is an unmanaged index of common stock prices that measures the performance of those Russell Midcap companies with lower price-to-book ratios and lower forecasted growth values."
C000165360 Performance
Total returns for C000165360 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | 54.6% |
| 3 years (annualised) | 13.9% |
C000165360 Risk Information
Risk metrics for C000165360, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 15.4%
C000165360 Costs and Fees
C000165360 costs about $66 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.66%
- Gross expense ratio: 0.68%
- Portfolio turnover: 230%
- Brokerage commissions: 3.34 bps of average net assets (SEC N-CEN)
C000165360 Cashflows
Over the 12 months to 2021-06, Global Atlantic Goldman Sachs Mid Cap Value Insights Portfolio had net inflows of $21.50M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2021-06 | $1.54M |
| 2021-05 | $2.06M |
| 2021-04 | $2.26M |
| 2021-03 | $2.45M |
| 2021-02 | $1.17M |
| 2021-01 | $1.78M |
C000165360 Debt Constituents
No individual debt constituents are reported in Global Atlantic Goldman Sachs Mid Cap Value Insights Portfolio's latest SEC N-PORT filing.
C000165360 Prospectus and SEC Filings
Official Global Atlantic Goldman Sachs Mid Cap Value Insights Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2021-04-30
- 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.