Goldman Sachs Alternative Beta - X Cap USD/ LU0370038670 /
| NAV2024-05-16 | Chg.+0.2900 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 382.5400USD | +0.08% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | - | - | - | - | - | - | - | - | - | -6.39 | -1.75 | 0.64 | - |
| 2009 | -1.50 | -0.99 | 1.52 | 4.11 | 4.67 | -0.08 | 0.85 | 0.16 | 0.99 | 0.51 | -0.05 | 1.66 | +12.30% |
| 2010 | -1.27 | 0.34 | 2.01 | -0.82 | -3.58 | -0.79 | 2.11 | -0.24 | 2.04 | 0.82 | 0.05 | 2.05 | +2.59% |
| 2011 | -0.10 | 0.15 | 0.77 | 1.48 | 0.06 | -0.16 | -1.51 | -3.63 | -3.24 | 3.26 | -0.68 | -0.40 | -4.09% |
| 2012 | 2.11 | 1.49 | -0.65 | 0.03 | -3.30 | 1.91 | 0.82 | -0.02 | 0.30 | -0.77 | 0.48 | 0.43 | +2.75% |
| 2013 | 0.43 | -0.47 | 0.60 | -0.18 | 0.42 | -1.25 | 1.12 | -0.34 | 2.06 | 1.15 | 0.50 | 0.42 | +4.50% |
| 2014 | -1.80 | 1.56 | -0.21 | -0.25 | 0.87 | 0.74 | -0.65 | 1.21 | -1.49 | 0.96 | 0.68 | -1.55 | -0.01% |
| 2015 | 0.01 | 2.37 | -0.32 | 0.01 | 0.26 | -0.87 | 0.58 | -3.06 | -1.52 | 2.19 | -0.07 | -1.06 | -1.57% |
| 2016 | -2.17 | -0.79 | 1.83 | 0.39 | 0.49 | -0.45 | 1.04 | 0.25 | 0.57 | -0.60 | 0.67 | 0.85 | +2.04% |
| 2017 | 0.35 | 0.77 | 0.36 | 0.09 | 0.70 | 0.13 | 0.95 | 0.11 | 0.67 | 0.79 | 0.20 | 0.84 | +6.11% |
| 2018 | 1.33 | -1.13 | -0.55 | 0.69 | 0.65 | -0.45 | 0.69 | 0.25 | -0.09 | -3.17 | 0.48 | -3.02 | -4.35% |
| 2019 | 3.21 | 0.96 | 0.07 | 1.18 | -2.66 | 2.63 | -0.04 | -1.28 | 0.55 | 0.78 | 0.32 | 1.51 | +7.34% |
| 2020 | -0.84 | -1.79 | -4.01 | 3.61 | 1.62 | 1.83 | 3.10 | 2.49 | -1.94 | -0.51 | 5.52 | 2.81 | +12.08% |
| 2021 | 0.76 | 1.13 | 0.69 | 2.74 | 0.82 | 1.36 | -1.45 | 1.25 | -0.97 | 1.76 | -1.95 | 1.11 | +7.37% |
| 2022 | -1.14 | 0.07 | 1.03 | -3.58 | -0.26 | -3.42 | 3.77 | -0.36 | -3.02 | 2.62 | 2.18 | -2.36 | -4.69% |
| 2023 | 2.40 | -0.84 | 0.52 | -0.64 | -0.10 | 3.18 | 2.66 | -1.89 | -1.40 | -1.37 | 2.55 | 2.89 | +8.05% |
| 2024 | -1.45 | 2.03 | 1.70 | -1.55 | 3.57 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.36% | 5.88% | 5.60% | 6.59% | 7.66% |
| Sharpe ratio | 1.28 | 2.19 | 1.36 | -0.10 | 0.26 |
| Best month | +3.57% | +3.57% | +3.57% | +3.77% | +5.52% |
| Worst month | -1.55% | -1.55% | -1.89% | -3.58% | -4.01% |
| Maximum loss | -3.28% | -3.28% | -4.92% | -8.78% | -11.00% |
| Outperformance | +6.76% | - | +6.07% | +16.25% | +16.52% |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Goldman Sachs Alternative Beta -... | reinvestment | 379.6700 | +11.75% | +10.88% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 8,411.1699 | +12.47% | +13.01% | |
| GS Altern.Beta I CHF H | reinvestment | 6,591.6802 | +7.73% | +2.96% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 136.6100 | +11.88% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 29,023.8691 | +13.11% | - | |
| Goldman Sachs Alternative Beta -... | paying dividend | 9,959.0000 | +5.98% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 350.9300 | +10.10% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 6,884.8799 | +11.21% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 7,357.2100 | +10.25% | +6.80% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 382.5400 | +11.41% | +9.86% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 536.0300 | +11.71% | +23.85% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 514.6700 | +11.38% | +22.74% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 333.5400 | +9.59% | +4.52% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 303.9200 | +10.23% | - |
Performance
| YTD | +4.27% | ||
|---|---|---|---|
| 6 Months | +7.96% | ||
| 1 Year | +11.41% | ||
| 3 Years | +9.86% | ||
| 5 Years | +32.61% | ||
| 10 Years | +42.31% | ||
| Since start | +52.44% | ||
| Year | |||
| 2023 | +8.05% | ||
| 2022 | -4.69% | ||
| 2021 | +7.37% | ||
| 2020 | +12.08% | ||
| 2019 | +7.34% | ||
| 2018 | -4.35% | ||
| 2017 | +6.11% | ||
| 2016 | +2.04% | ||
| 2015 | -1.57% | ||
