Goldman Sachs Tactical Tilt Overlay Portfolio Class P Shares (EUR-Hedged)/ LU0656756177 /
| NAV2024-05-21 | Chg.+0.0100 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 113.4500EUR | +0.01% | paying dividend | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | - | 0.55 | -1.89 | -4.34 | 3.71 | 0.30 | 1.27 | 1.22 | 0.93 | 1.15 | 1.37 | - |
| 2013 | 1.97 | -0.40 | 0.43 | 2.63 | 0.41 | -1.40 | 2.35 | -0.95 | 1.93 | 2.26 | 0.86 | 0.90 | +11.44% |
| 2014 | -1.26 | 1.21 | 0.61 | -0.62 | 0.93 | 0.58 | -0.87 | 0.15 | 0.09 | -2.71 | 2.86 | 0.24 | +1.09% |
| 2015 | 0.12 | 3.80 | 1.63 | -0.15 | 2.43 | -2.11 | 1.39 | -3.98 | -2.94 | 3.89 | 0.43 | -3.61 | +0.49% |
| 2016 | -5.01 | -2.07 | 2.80 | 2.50 | 0.34 | -0.02 | 0.35 | 0.90 | 0.16 | 1.16 | 0.15 | 1.25 | +2.28% |
| 2017 | -0.36 | -0.05 | 0.30 | 0.35 | -0.81 | -0.16 | 0.02 | -1.19 | 1.38 | -0.11 | -0.51 | 0.40 | -0.76% |
| 2018 | 1.10 | -1.76 | -1.91 | 1.39 | -0.18 | -0.38 | 1.26 | -0.63 | -0.01 | -1.88 | -0.10 | -2.30 | -5.35% |
| 2019 | 3.09 | 0.83 | -0.42 | 1.00 | -1.58 | 0.43 | -0.94 | -1.01 | 0.33 | -0.23 | -0.52 | 0.55 | +1.46% |
| 2020 | -0.88 | -1.92 | -6.77 | 6.61 | 0.73 | 0.60 | -0.56 | 0.51 | -1.89 | -1.04 | 5.58 | -0.13 | +0.19% |
| 2021 | 0.59 | 2.22 | 1.29 | 1.32 | 0.90 | 0.14 | -0.41 | -0.12 | 0.77 | 0.37 | -0.98 | 0.81 | +7.08% |
| 2022 | 0.18 | -0.70 | 0.49 | -1.35 | 0.90 | -2.41 | 1.75 | -0.67 | -2.56 | 1.69 | 1.16 | 0.03 | -1.59% |
| 2023 | 0.91 | -0.86 | 1.11 | 0.26 | -0.57 | -0.81 | 0.19 | -0.10 | -0.52 | -0.42 | 2.12 | 1.58 | +2.87% |
| 2024 | 0.04 | -0.90 | 0.41 | -1.21 | 1.02 | - | - | - | - | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.82% | 3.12% | 2.89% | 3.77% | 4.94% |
| Sharpe ratio | -1.97 | -0.22 | -0.90 | -0.90 | -0.55 |
| Best month | +1.58% | +2.12% | +2.12% | +2.12% | +6.61% |
| Worst month | -1.21% | -1.21% | -1.21% | -2.56% | -6.77% |
| Maximum loss | -2.03% | -2.03% | -2.14% | -5.84% | -13.63% |
| Outperformance | +2.66% | - | +4.07% | +2.65% | +3.18% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Goldman Sachs Tactical Tilt Over... | reinvestment | 157.1100 | +3.02% | +6.98% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 135.7200 | +3.03% | +6.99% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 160.2900 | +3.07% | +7.13% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 132.2000 | +1.21% | +1.26% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 125.2400 | +2.67% | +5.17% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 113.4500 | +1.21% | +1.24% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 179.1700 | +3.85% | +9.58% | |
| GS Tactical Tilt Overlay Pf.IO E... | reinvestment | 110.6300 | +2.02% | +3.71% | |
| GS Tactical Tilt Overlay Pf.IO G... | reinvestment | 116.3200 | +3.48% | +7.70% | |
| GS Tactical Tilt Overlay Pf.I SE... | reinvestment | 104.2600 | +1.33% | +3.70% | |
| GS Tactical Tilt Overlay Pf.IP U... | reinvestment | 111.5300 | +3.80% | +9.41% | |
| GS Tactical Tilt Overlay Pf.IP E... | reinvestment | 123.8700 | +1.97% | +3.54% | |
| GS Tactical Tilt Overlay Pf.I EU... | reinvestment | 108.0800 | +1.26% | +1.40% | |
| GS Tactical Tilt Overlay Pf.P CH... | reinvestment | 126.0300 | -1.05% | -1.98% | |
| GS Tactical Tilt Overlay Pf.P GB... | reinvestment | 145.2500 | +2.66% | +5.15% | |
| GS Tactical Tilt Overlay Pf.R US... | paying dividend | 125.2900 | +3.52% | +8.53% | |
| GS Tactical Tilt Overlay Pf.R US... | reinvestment | 149.9000 | +3.52% | +8.53% | |
| GS Tactical Tilt Overlay Pf.R CH... | reinvestment | 116.2900 | -0.58% | -0.56% | |
| GS Tactical Tilt Overlay Pf.R EU... | reinvestment | 123.9800 | +1.69% | +2.71% | |
| GS Tactical Tilt Overlay Pf.R GB... | reinvestment | 135.2100 | +3.16% | +6.67% | |
| GS Tactical Tilt Overlay Pf.R EU... | paying dividend | 103.2400 | +1.69% | +2.71% | |
| GS Tactical Tilt Overlay Pf.R GB... | paying dividend | 112.8000 | +3.18% | +6.69% | |
| GS Tactical Tilt Overlay Pf.O.C.... | reinvestment | 101.2800 | +0.74% | - |
Performance
| YTD | -0.67% | ||
|---|---|---|---|
| 6 Months | +1.55% | ||
| 1 Year | +1.21% | ||
| 3 Years | +1.24% | ||
| 5 Years | +5.70% | ||
| 10 Years | +6.64% | ||
| Since start | +24.69% | ||
| Year | |||
| 2023 | +2.87% | ||
| 2022 | -1.59% | ||
| 2021 | +7.08% | ||
| 2020 | +0.19% | ||
| 2019 | +1.46% | ||
| 2018 | -5.35% | ||
| 2017 | -0.76% | ||
| 2016 | +2.28% | ||
| 2015 | +0.49% | ||
Dividends
| 2023-12-11 | 4.63 EUR |
| 2022-12-12 | 0.52 EUR |
| 2020-12-14 | 0.14 EUR |
| 2019-12-09 | 1.85 EUR |
| 2018-12-10 | 2.15 EUR |
| 2017-12-11 | 1.63 EUR |
| 2016-12-12 | 2.13 EUR |
| 2015-12-07 | 1.38 EUR |
| 2014-12-08 | 1.63 EUR |
| 2013-12-09 | 0.99 EUR |
