Goldman Sachs Alternative Beta - P Cap USD/ LU0370038324 /
| NAV2024-05-20 | Chg.+0.5500 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 380.4900USD | +0.14% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | - | - | - | - | - | - | -0.83 | -0.71 | -4.35 | -6.52 | -1.83 | 0.54 | - |
| 2009 | -1.59 | -0.98 | 1.49 | 4.14 | 4.69 | -0.04 | 1.93 | 0.18 | 1.01 | 0.41 | -0.05 | 1.65 | +13.40% |
| 2010 | -1.32 | 0.37 | 2.04 | -0.80 | -3.55 | -0.76 | 2.07 | -0.21 | 2.07 | 0.83 | 0.08 | 2.07 | +2.78% |
| 2011 | -0.02 | -1.15 | 2.10 | 1.50 | 0.09 | -0.14 | -1.49 | -3.59 | -3.22 | 3.29 | -0.65 | -0.37 | -3.79% |
| 2012 | 2.14 | 1.51 | -0.63 | 0.06 | -3.28 | 1.94 | 0.85 | 0.00 | 0.32 | -0.75 | 0.52 | 0.46 | +3.06% |
| 2013 | 0.46 | -0.45 | 0.62 | -0.16 | 0.45 | -1.23 | 1.14 | -0.31 | 2.08 | 1.17 | 0.53 | 0.44 | +4.81% |
| 2014 | -1.78 | 1.58 | -0.18 | -0.22 | 0.89 | 0.76 | -0.62 | 1.24 | -1.47 | 0.99 | 0.70 | -1.53 | +0.28% |
| 2015 | 0.04 | 2.39 | -0.30 | 0.04 | 0.29 | -0.84 | 0.60 | -3.03 | -1.50 | 2.22 | -0.04 | -1.03 | -1.28% |
| 2016 | -2.14 | -0.77 | 1.85 | 0.41 | 0.51 | -0.43 | 1.07 | 0.28 | 0.60 | -0.58 | 0.69 | 0.88 | +2.34% |
| 2017 | 0.38 | 0.79 | 0.38 | 0.11 | 0.72 | 0.16 | 0.98 | 0.13 | 0.69 | 0.81 | 0.22 | 0.87 | +6.42% |
| 2018 | 1.35 | -1.11 | -0.52 | 0.71 | 0.67 | -0.42 | 0.72 | 0.28 | -0.07 | -3.15 | 0.51 | -3.00 | -4.06% |
| 2019 | 3.24 | 0.99 | 0.10 | 1.20 | -2.64 | 2.66 | -0.02 | -1.26 | 0.57 | 0.80 | 0.35 | 1.54 | +7.65% |
| 2020 | -0.81 | -1.77 | -3.99 | 3.64 | 1.64 | 1.86 | 3.12 | 2.52 | -1.91 | -0.48 | 5.55 | 2.83 | +12.42% |
| 2021 | 0.79 | 1.15 | 0.71 | 2.76 | 0.84 | 1.39 | -1.42 | 1.28 | -0.95 | 1.79 | -1.92 | 1.14 | +7.71% |
| 2022 | -1.12 | 0.10 | 1.06 | -3.55 | -0.24 | -3.40 | 3.80 | -0.33 | -3.00 | 2.65 | 2.21 | -2.34 | -4.39% |
| 2023 | 2.43 | -0.82 | 0.55 | -0.62 | -0.08 | 3.20 | 2.69 | -1.86 | -1.38 | -1.35 | 2.57 | 2.92 | +8.38% |
| 2024 | -1.43 | 2.06 | 1.73 | -1.52 | 3.81 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.30% | 5.86% | 5.59% | 6.59% | 7.66% |
| Sharpe ratio | 1.39 | 2.16 | 1.26 | -0.02 | 0.33 |
| Best month | +3.81% | +3.81% | +3.81% | +3.81% | +5.55% |
| Worst month | -1.52% | -1.52% | -1.86% | -3.55% | -3.99% |
| Maximum loss | -3.26% | -3.26% | -4.85% | -8.60% | -10.98% |
| Outperformance | +7.04% | - | +6.39% | +17.26% | +18.30% |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Goldman Sachs Alternative Beta -... | reinvestment | 380.4900 | +10.78% | +11.53% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 8,430.0098 | +11.49% | +13.68% | |
| GS Altern.Beta I CHF H | reinvestment | 6,605.5601 | +6.87% | +3.57% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 136.9100 | +10.93% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 29,089.1699 | +12.09% | - | |
| Goldman Sachs Alternative Beta -... | paying dividend | 9,979.0000 | +5.14% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 351.6800 | +9.17% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 6,900.3101 | +10.27% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 7,373.0000 | +9.32% | +7.44% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 383.3600 | +10.45% | +10.51% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 537.4400 | +10.11% | +25.36% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 516.0000 | +9.78% | +24.24% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 334.2400 | +8.69% | +5.14% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 304.5700 | +9.31% | - |
Performance
| YTD | +4.62% | ||
|---|---|---|---|
| 6 Months | +7.86% | ||
| 1 Year | +10.78% | ||
| 3 Years | +11.53% | ||
| 5 Years | +36.01% | ||
| 10 Years | +47.07% | ||
| Since start | +52.20% | ||
| Year | |||
| 2023 | +8.38% | ||
| 2022 | -4.39% | ||
| 2021 | +7.71% | ||
| 2020 | +12.42% | ||
| 2019 | +7.65% | ||
| 2018 | -4.06% | ||
| 2017 | +6.42% | ||
| 2016 | +2.34% | ||
| 2015 | -1.28% | ||
