GS Abs.Ret.Tracker Pf.I SEK H/ LU1200639521 /
| NAV2024-05-31 | Chg.+0.2700 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 114.0500SEK | +0.24% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | - | - | - | 0.51 | 0.36 | -0.29 | 0.73 | 0.04 | 0.71 | 0.81 | 0.15 | 0.15 | - |
| 2018 | 2.30 | -2.32 | -0.95 | 0.41 | 0.01 | -0.32 | 0.80 | 0.40 | -0.31 | -3.18 | -0.05 | -2.61 | -5.80% |
| 2019 | 2.79 | 0.67 | 0.79 | 1.23 | -2.25 | 2.32 | 0.11 | -0.69 | 0.10 | 0.56 | 0.88 | 0.73 | +7.37% |
| 2020 | -0.42 | -3.25 | -7.39 | 2.23 | 0.86 | 0.69 | 2.43 | 1.96 | -1.55 | -0.99 | 5.18 | 2.29 | +1.46% |
| 2021 | -0.32 | 0.91 | 1.44 | 1.76 | 0.81 | 0.07 | -0.62 | 1.02 | -1.98 | 2.08 | -1.75 | 1.61 | +5.05% |
| 2022 | -2.52 | -1.51 | 0.89 | -2.73 | -0.10 | -2.71 | 1.75 | -1.51 | -3.72 | 1.85 | 3.68 | -2.04 | -8.60% |
| 2023 | 2.95 | -1.08 | 1.35 | 0.40 | -0.58 | 2.26 | 1.55 | -1.33 | -1.30 | -1.21 | 3.08 | 2.07 | +8.29% |
| 2024 | 0.07 | 1.79 | 1.40 | -1.22 | 1.05 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 3.88% | 3.71% | 3.95% | 5.60% | 6.09% |
| Sharpe ratio | 1.02 | 1.89 | 1.17 | -0.55 | -0.21 |
| Best month | +2.07% | +3.08% | +3.08% | +3.68% | +5.18% |
| Worst month | -1.22% | -1.22% | -1.33% | -3.72% | -7.39% |
| Maximum loss | -2.14% | -2.14% | -4.25% | -12.87% | -14.03% |
| Outperformance | -0.80% | - | +7.53% | +8.45% | - |
All quotes in SEK
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Abs.Ret.Tracker Pf.I SEK H | reinvestment | 114.0500 | +8.39% | +2.14% | |
| GS Abs.Ret.Tracker Pf.I EUR H | reinvestment | 12.8000 | +8.47% | +1.91% | |
| GS Abs.Ret.Tracker Pf.I Acc | reinvestment | 14.1300 | +10.56% | +7.86% | |
| GS Abs.Ret.Tracker Pf.I CHF H | reinvestment | 11.2300 | +6.04% | -1.32% | |
| GS Abs.Ret.Tracker Pf.I GBP H | reinvestment | 13.6300 | +10.10% | +5.82% | |
| GS Abs.Ret.Tracker Pf.I AUD H | reinvestment | 13.2100 | +9.26% | +4.68% | |
| GS Abs.Ret.Tracker Pf.I JPY H | reinvestment | 1,070.0100 | +4.02% | -2.80% | |
| Goldman Sachs Absolute Return Tr... | reinvestment | 11.7900 | +8.07% | +0.77% | |
| Goldman Sachs Absolute Return Tr... | reinvestment | 12.7000 | +10.05% | +6.54% | |
| Goldman Sachs Absolute Return Tr... | paying dividend | 10.6000 | - | - | |
| GS Abs.Ret.Tracker Pf.OC EUR H | reinvestment | 10.6100 | +7.72% | -0.19% | |
| GS Abs.Ret.Tracker Pf.Base USD | reinvestment | 12.2500 | +9.57% | +5.42% | |
| GS Abs.Ret.Tracker Pf.R USD | paying dividend | 13.2200 | +10.43% | +7.71% | |
| GS Abs.Ret.Tracker Pf.R EUR H | reinvestment | 11.0100 | +8.37% | +1.85% | |
| GS Abs.Ret.Tracker Pf.R GBP | paying dividend | 12.3900 | +10.01% | +5.66% | |
| Goldman Sachs Absolute Return Tr... | reinvestment | 10.6700 | +7.13% | -1.84% | |
| Goldman Sachs Absolute Return Tr... | reinvestment | 11.9600 | +9.12% | +3.82% | |
| Goldman Sachs Absolute Return Tr... | reinvestment | 10.3300 | +5.30% | -3.46% | |
| Goldman Sachs Absolute Return Tr... | reinvestment | 12.1300 | +7.82% | +2.97% |
Performance
| YTD | +3.11% | ||
|---|---|---|---|
| 6 Months | +5.24% | ||
| 1 Year | +8.39% | ||
| 3 Years | +2.14% | ||
| 5 Years | +13.18% | ||
| 10 Years | - | ||
| Since start | +14.15% | ||
| Year | |||
| 2023 | +8.29% | ||
| 2022 | -8.60% | ||
| 2021 | +5.05% | ||
| 2020 | +1.46% | ||
| 2019 | +7.37% | ||
| 2018 | -5.80% | ||
