Goldman Sachs Tactical Tilt Overlay Portfolio Class P Shares (Acc.) (EUR-Hedged)/ LU0654088995 /
| NAV2024-05-17 | Chg.-0.1000 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 132.1900EUR | -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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | - | 0.52 | -1.89 | -4.36 | 3.71 | 0.28 | 1.27 | 1.24 | 0.93 | 1.14 | 1.88 | - |
| 2013 | 2.11 | -0.40 | 0.43 | 2.63 | 0.40 | -1.40 | 2.34 | -0.94 | 1.93 | 2.25 | 0.87 | 0.90 | +11.59% |
| 2014 | -1.26 | 1.20 | 0.62 | -0.62 | 0.93 | 0.57 | -0.87 | 0.15 | 0.07 | -2.70 | 2.86 | 0.25 | +1.10% |
| 2015 | 0.15 | 3.80 | 1.64 | -0.15 | 2.41 | -2.12 | 1.40 | -3.98 | -2.94 | 3.90 | 0.38 | -3.56 | +0.52% |
| 2016 | -5.01 | -2.09 | 2.79 | 2.51 | 0.36 | -0.02 | 0.36 | 0.90 | 0.14 | 1.16 | 0.17 | 1.27 | +2.31% |
| 2017 | -0.37 | -0.05 | 0.30 | 0.37 | -0.78 | -0.16 | 0.02 | -1.20 | 1.38 | -0.11 | -0.51 | 0.39 | -0.74% |
| 2018 | 1.10 | -1.75 | -1.92 | 1.39 | -0.18 | -0.37 | 1.26 | -0.63 | -0.01 | -1.88 | -0.10 | -2.31 | -5.34% |
| 2019 | 3.09 | 0.83 | -0.42 | 1.00 | -1.58 | 0.43 | -0.95 | -1.01 | 0.33 | -0.24 | -0.51 | 0.55 | +1.45% |
| 2020 | -0.88 | -1.93 | -6.77 | 6.62 | 0.73 | 0.60 | -0.56 | 0.50 | -1.88 | -1.05 | 5.58 | -0.12 | +0.19% |
| 2021 | 0.59 | 2.22 | 1.29 | 1.31 | 0.90 | 0.14 | -0.41 | -0.12 | 0.77 | 0.37 | -0.98 | 0.81 | +7.08% |
| 2022 | 0.18 | -0.71 | 0.50 | -1.35 | 0.89 | -2.41 | 1.75 | -0.68 | -2.57 | 1.70 | 1.15 | 0.04 | -1.59% |
| 2023 | 0.90 | -0.86 | 1.10 | 0.26 | -0.57 | -0.81 | 0.19 | -0.10 | -0.52 | -0.41 | 2.11 | 1.59 | +2.88% |
| 2024 | 0.04 | -0.89 | 0.40 | -1.22 | 1.01 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.85% | 3.13% | 2.91% | 3.78% | 4.94% |
| Sharpe ratio | -1.97 | -0.12 | -1.02 | -0.89 | -0.56 |
| Best month | +1.59% | +2.11% | +2.11% | +2.11% | +6.62% |
| Worst month | -1.22% | -1.22% | -1.22% | -2.57% | -6.77% |
| Maximum loss | -2.02% | -2.02% | -2.47% | -5.83% | -13.78% |
| Outperformance | +2.66% | - | +4.08% | +2.64% | +3.21% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Goldman Sachs Tactical Tilt Over... | reinvestment | 157.0900 | +2.69% | +7.07% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 135.7000 | +2.70% | +7.08% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 160.2700 | +2.74% | +7.23% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 132.1900 | +0.86% | +1.34% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 125.2200 | +2.33% | +5.26% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 113.4400 | +0.85% | +1.33% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 179.1300 | +3.51% | +9.67% | |
| GS Tactical Tilt Overlay Pf.IO E... | reinvestment | 110.6100 | +1.66% | +3.79% | |
| GS Tactical Tilt Overlay Pf.IO G... | reinvestment | 116.2900 | +3.13% | +7.79% | |
| GS Tactical Tilt Overlay Pf.I SE... | reinvestment | 104.2600 | +1.02% | +4.26% | |
| GS Tactical Tilt Overlay Pf.IP U... | reinvestment | 111.5000 | +3.46% | +9.50% | |
| GS Tactical Tilt Overlay Pf.IP E... | reinvestment | 123.8500 | +1.62% | +3.63% | |
| GS Tactical Tilt Overlay Pf.I EU... | reinvestment | 108.0700 | +0.91% | +1.48% | |
| GS Tactical Tilt Overlay Pf.P CH... | reinvestment | 126.0200 | -1.40% | -1.91% | |
| GS Tactical Tilt Overlay Pf.P GB... | reinvestment | 145.2200 | +2.31% | +5.23% | |
| GS Tactical Tilt Overlay Pf.R US... | paying dividend | 125.2600 | +3.18% | +8.62% | |
| GS Tactical Tilt Overlay Pf.R US... | reinvestment | 149.8700 | +3.18% | +8.62% | |
| GS Tactical Tilt Overlay Pf.R CH... | reinvestment | 116.2800 | -0.92% | -0.49% | |
| GS Tactical Tilt Overlay Pf.R EU... | reinvestment | 123.9600 | +1.33% | +2.79% | |
| GS Tactical Tilt Overlay Pf.R GB... | reinvestment | 135.1800 | +2.81% | +6.75% | |
| GS Tactical Tilt Overlay Pf.R EU... | paying dividend | 103.2300 | +1.34% | +2.79% | |
| GS Tactical Tilt Overlay Pf.R GB... | paying dividend | 112.7700 | +2.81% | +6.78% | |
| GS Tactical Tilt Overlay Pf.O.C.... | reinvestment | 101.2900 | +0.42% | - |
Performance
| YTD | -0.68% | ||
|---|---|---|---|
| 6 Months | +1.70% | ||
| 1 Year | +0.86% | ||
| 3 Years | +1.34% | ||
| 5 Years | +5.51% | ||
| 10 Years | +6.87% | ||
| Since start | +25.52% | ||
| Year | |||
| 2023 | +2.88% | ||
| 2022 | -1.59% | ||
| 2021 | +7.08% | ||
| 2020 | +0.19% | ||
| 2019 | +1.45% | ||
| 2018 | -5.34% | ||
| 2017 | -0.74% | ||
| 2016 | +2.31% | ||
| 2015 | +0.52% | ||
