Goldman Sachs Global Strategic Macro Bond Portfolio Class R Shares (Acc.) (EUR-Hedged)/ LU1111996713 /
| NAV2024-05-21 | Chg.+0.1900 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 102.5400EUR | +0.19% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2015 | -1.98 | 0.98 | -1.09 | 0.69 | 1.60 | 0.45 | 0.97 | 0.29 | -0.33 | 0.53 | 0.77 | -0.49 | +2.37% |
| 2016 | 0.39 | -1.23 | 0.88 | 0.27 | 0.99 | -2.22 | 1.27 | 1.01 | -0.29 | 0.37 | -0.51 | 1.20 | +2.08% |
| 2017 | 0.27 | 1.19 | 0.11 | -1.09 | 0.49 | 0.38 | -0.42 | 0.19 | -0.52 | -0.54 | -0.69 | -0.23 | -0.88% |
| 2018 | 1.54 | -0.53 | -1.26 | 0.00 | -1.23 | -1.60 | 0.89 | -2.57 | 0.58 | 0.06 | -0.21 | -0.12 | -4.43% |
| 2019 | 1.63 | -0.11 | 0.12 | 0.52 | -0.47 | 1.00 | 0.48 | -3.68 | -0.04 | 1.46 | 0.67 | 0.17 | +1.67% |
| 2020 | -0.13 | -0.17 | -3.34 | 2.95 | 1.47 | -0.32 | 0.61 | 0.57 | 0.06 | -0.44 | 1.49 | 0.97 | +3.65% |
| 2021 | -0.16 | -3.16 | 0.25 | 0.66 | 0.30 | -1.23 | -0.70 | 0.10 | 0.48 | -2.21 | 0.82 | 1.74 | -3.19% |
| 2022 | 0.00 | -0.34 | -1.86 | 0.67 | -0.36 | -1.01 | -0.07 | -0.31 | -0.26 | -0.30 | -0.09 | -0.08 | -3.96% |
| 2023 | 1.91 | -0.65 | -0.20 | 0.45 | 0.28 | -0.51 | 1.03 | 0.15 | 0.95 | 0.98 | 0.43 | 0.87 | +5.80% |
| 2024 | 0.41 | -0.81 | 0.67 | -0.75 | 0.86 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.56% | 2.74% | 3.15% | 2.97% | 3.41% |
| Sharpe ratio | -1.12 | -0.16 | 0.17 | -1.15 | -0.98 |
| Best month | +0.87% | +0.87% | +1.03% | +1.91% | +2.95% |
| Worst month | -0.81% | -0.81% | -0.81% | -2.21% | -3.68% |
| Maximum loss | -1.31% | -1.31% | -1.57% | -5.67% | -7.75% |
| Outperformance | +6.80% | - | +5.73% | +4.26% | +3.71% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Gl.Strategic Macro Bd.Pf.I EU... | reinvestment | 102.8700 | +4.37% | +1.35% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | reinvestment | 121.1300 | +6.20% | +6.77% | |
| GS Gl.Strategic Macro Bd.Pf.I GB... | reinvestment | 113.4900 | +5.86% | +5.56% | |
| GS Gl.Strategic Macro Bd.Pf.I EU... | paying dividend | 81.4500 | +4.93% | +1.90% | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | reinvestment | 131.1500 | +6.74% | +8.39% | |
| GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 89.2600 | +1.59% | -3.50% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | paying dividend | 103.0400 | +6.24% | - | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | paying dividend | 94.3700 | +6.74% | +8.38% | |
| Goldman Sachs Global Strategic M... | paying dividend | 94.4000 | +5.93% | +5.89% | |
| Goldman Sachs Global Strategic M... | reinvestment | 117.9900 | +5.89% | +5.84% | |
| Goldman Sachs Global Strategic M... | reinvestment | 95.7800 | +2.14% | -1.94% | |
| Goldman Sachs Global Strategic M... | reinvestment | 97.2400 | +4.01% | +0.30% | |
| Goldman Sachs Global Strategic M... | reinvestment | 90.7100 | +1.89% | -2.71% | |
| Goldman Sachs Global Strategic M... | reinvestment | 103.7300 | +5.61% | +4.86% | |
| Goldman Sachs Global Strategic M... | reinvestment | 102.5400 | +4.33% | +1.23% | |
| Goldman Sachs Global Strategic M... | reinvestment | 97.8100 | +3.81% | -0.25% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | paying dividend | 95.0900 | +5.63% | +5.06% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | reinvestment | 115.3200 | +5.62% | +5.05% | |
| GS Gl.Strategic Macro Bd.Pf.E EU... | reinvestment | 93.4800 | +3.29% | -1.77% | |
| GS Gl.Strategic Macro Bd.Pf.OC S... | reinvestment | 99.1300 | +3.74% | +0.80% | |
| GS Gl.Strategic Macro Bd.Pf.R EU... | paying dividend | 80.9800 | +4.32% | +1.23% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | reinvestment | 113.9700 | +6.16% | +6.64% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | paying dividend | 92.4500 | +6.16% | +6.64% | |
| Goldman Sachs Global Strategic M... | paying dividend | 100.2400 | +6.34% | +7.17% | |
| Goldman Sachs Global Strategic M... | reinvestment | 113.0800 | +6.34% | +7.14% | |
| Goldman Sachs Global Strategic M... | paying dividend | 92.7400 | +4.49% | +1.70% | |
| Goldman Sachs Global Strategic M... | reinvestment | 104.7400 | +4.49% | +1.69% | |
| Goldman Sachs Global Strategic M... | reinvestment | 100.9500 | +2.25% | -1.59% | |
| Goldman Sachs Global Strategic M... | paying dividend | 89.3900 | +5.82% | +5.48% | |
| Goldman Sachs Global Strategic M... | reinvestment | 115.1900 | +6.41% | +11.68% | |
| Goldman Sachs Global Strategic M... | reinvestment | 92.5000 | +2.10% | -2.05% | |
| Goldman Sachs Global Strategic M... | paying dividend | 79.0300 | +3.82% | -0.27% |
Performance
| YTD | +0.36% | ||
|---|---|---|---|
| 6 Months | +1.67% | ||
| 1 Year | +4.33% | ||
| 3 Years | +1.23% | ||
| 5 Years | +2.38% | ||
| 10 Years | - | ||
| Since start | +2.98% | ||
| Year | |||
| 2023 | +5.80% | ||
| 2022 | -3.96% | ||
| 2021 | -3.19% | ||
| 2020 | +3.65% | ||
| 2019 | +1.67% | ||
| 2018 | -4.43% | ||
| 2017 | -0.88% | ||
| 2016 | +2.08% | ||
| 2015 | +2.37% | ||
