GS Abs.Ret.Tracker Pf.Base USD/ LU1103307317 /
| NAV2024-04-17 | Chg.-0.0200 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 12.0300USD | -0.17% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | - | - | - | - | - | -0.10 | 0.98 | 0.58 | -0.19 | -2.99 | 0.10 | -2.29 | - |
| 2019 | 3.05 | 0.79 | 0.98 | 1.45 | -2.10 | 2.44 | 0.29 | -0.48 | 0.19 | 0.67 | 0.95 | 0.94 | +9.46% |
| 2020 | -0.28 | -3.17 | -6.45 | 2.37 | 0.90 | 0.70 | 2.47 | 1.83 | -1.52 | -0.96 | 5.15 | 2.40 | +2.97% |
| 2021 | -0.36 | 0.91 | 1.53 | 1.68 | 0.78 | 0.09 | -0.60 | 1.04 | -1.97 | 2.01 | -1.80 | 1.66 | +4.96% |
| 2022 | -2.49 | -1.50 | 0.98 | -2.66 | -0.09 | -2.55 | 1.87 | -1.38 | -3.45 | 1.93 | 3.78 | -1.73 | -7.31% |
| 2023 | 3.15 | -0.99 | 1.45 | 0.45 | -0.36 | 2.42 | 1.57 | -1.12 | -1.30 | -1.06 | 3.21 | 2.24 | +9.93% |
| 2024 | 0.08 | 1.86 | 1.49 | -1.88 | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 3.78% | 3.81% | 3.90% | 5.63% | 6.08% |
| Sharpe ratio | 0.38 | 1.97 | 0.83 | -0.42 | -0.15 |
| Best month | +2.24% | +3.21% | +3.21% | +3.78% | +5.15% |
| Worst month | -1.88% | -1.88% | -1.88% | -3.45% | -6.45% |
| Maximum loss | -1.88% | -1.93% | -3.87% | -12.04% | -13.08% |
| Outperformance | -1.31% | - | -2.47% | - | - |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Abs.Ret.Tracker Pf.I SEK H | reinvestment | 112.0800 | +5.82% | +1.53% | |
| GS Abs.Ret.Tracker Pf.I EUR H | reinvestment | 12.5800 | +5.89% | +1.29% | |
| GS Abs.Ret.Tracker Pf.I Acc | reinvestment | 13.8600 | +8.03% | +7.03% | |
| GS Abs.Ret.Tracker Pf.I CHF H | reinvestment | 11.0800 | +3.75% | -1.60% | |
| GS Abs.Ret.Tracker Pf.I GBP H | reinvestment | 13.3700 | +7.48% | +5.03% | |
| GS Abs.Ret.Tracker Pf.I AUD H | reinvestment | 12.9800 | +6.83% | +4.09% | |
| GS Abs.Ret.Tracker Pf.I JPY H | reinvestment | 1,056.9800 | +1.68% | -2.87% | |
| GS Abs.Ret.Tracker Pf.P EUR H | reinvestment | 11.5900 | +5.56% | +0.09% | |
| GS Abs.Ret.Tracker Pf.P USD | reinvestment | 12.4600 | +7.60% | +5.77% | |
| GS Abs.Ret.Tracker Pf.P AUD H | paying dividend | 10.4200 | - | - | |
| GS Abs.Ret.Tracker Pf.OC EUR H | reinvestment | 10.4400 | +5.24% | -0.76% | |
| GS Abs.Ret.Tracker Pf.Base USD | reinvestment | 12.0300 | +7.12% | +4.61% | |
| GS Abs.Ret.Tracker Pf.R USD | paying dividend | 12.9700 | +7.99% | +6.95% | |
| GS Abs.Ret.Tracker Pf.R EUR H | reinvestment | 10.8200 | +5.87% | +1.12% | |
| GS Abs.Ret.Tracker Pf.R GBP | paying dividend | 12.1600 | +7.41% | +4.91% | |
| GS Abs.Ret.Tracker Pf.E EUR H | reinvestment | 10.5100 | +4.68% | -2.41% | |
| GS Abs.Ret.Tracker Pf.A USD | reinvestment | 11.7500 | +6.62% | +3.07% | |
| GS Abs.Ret.Tracker Pf.OC CHF H | reinvestment | 10.1900 | +2.83% | -3.87% | |
| GS Abs.Ret.Tracker Pf.OC SGD H | reinvestment | 11.9400 | +5.38% | +2.49% |
Performance
| YTD | +1.52% | ||
|---|---|---|---|
| 6 Months | +5.53% | ||
| 1 Year | +7.12% | ||
| 3 Years | +4.61% | ||
| 5 Years | +15.67% | ||
| Since start | +16.80% | ||
| Year | |||
| 2023 | +9.93% | ||
| 2022 | -7.31% | ||
| 2021 | +4.96% | ||
| 2020 | +2.97% | ||
| 2019 | +9.46% | ||
