Goldman Sachs Alternative Beta - P Cap EUR/ LU0370038167 /
| NAV2024-05-02 | Chg.+2.2900 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 527.9700EUR | +0.44% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | - | - | - | - | - | - | 0.15 | 5.00 | 0.08 | 3.55 | -2.05 | -8.28 | - |
| 2009 | 6.79 | -0.34 | -2.92 | 4.48 | -1.99 | 0.87 | 0.84 | -1.03 | -0.83 | -0.53 | -1.78 | 6.36 | +9.75% |
| 2010 | 1.85 | 2.22 | 2.93 | 0.94 | 4.50 | -0.59 | -4.04 | 2.31 | -4.98 | -0.96 | 6.86 | -0.96 | +9.88% |
| 2011 | -2.21 | -0.56 | -1.90 | -2.91 | 3.29 | -0.97 | -0.61 | -3.78 | 3.86 | -0.65 | 2.94 | 3.31 | -0.59% |
| 2012 | 1.29 | -0.66 | -0.18 | 0.67 | 3.54 | -0.68 | 3.92 | -2.30 | -1.70 | -1.46 | 0.14 | -0.89 | +1.49% |
| 2013 | -2.43 | 3.36 | 2.44 | -2.75 | 2.18 | -1.52 | -0.99 | 0.39 | -0.56 | 0.74 | 0.38 | -0.75 | +0.28% |
| 2014 | 0.37 | -0.81 | 0.02 | -0.81 | 2.52 | 0.45 | 1.69 | 2.84 | 2.74 | 1.82 | 1.21 | 1.45 | +14.23% |
| 2015 | 7.27 | 3.01 | 4.12 | -4.12 | 2.50 | -2.43 | 1.45 | -4.39 | -1.12 | 3.29 | 4.55 | -3.78 | +9.97% |
| 2016 | -1.76 | -1.17 | -2.89 | -0.10 | 3.41 | -0.22 | 0.41 | 0.68 | -0.30 | 1.93 | 4.05 | 1.45 | +5.41% |
| 2017 | -2.03 | 2.51 | -0.27 | -1.67 | -2.46 | -1.25 | -2.32 | -0.70 | 1.27 | 2.31 | -2.08 | 0.16 | -6.51% |
| 2018 | -2.31 | 1.01 | -1.34 | 2.52 | 4.20 | -0.45 | 0.50 | 0.84 | 0.10 | -0.71 | 0.58 | -3.92 | +0.77% |
| 2019 | 2.85 | 1.76 | 1.51 | 1.40 | -2.08 | 0.46 | 2.26 | -0.16 | 1.59 | -1.50 | 1.54 | -0.26 | +9.64% |
| 2020 | 0.46 | -0.89 | -3.88 | 3.82 | 0.08 | 0.88 | -2.05 | 1.37 | 0.04 | 0.18 | 2.79 | 0.53 | +3.14% |
| 2021 | 1.50 | 1.24 | 4.01 | 0.33 | -0.71 | 4.53 | -1.41 | 1.73 | 0.89 | 1.94 | 0.83 | 0.11 | +15.87% |
| 2022 | 0.31 | -0.10 | 2.01 | 1.72 | -1.76 | -1.01 | 6.43 | 1.07 | -0.44 | 1.75 | -1.89 | -5.78 | +1.86% |
| 2023 | 0.66 | 1.57 | -1.86 | -2.19 | 3.47 | 0.85 | 1.61 | -0.31 | 1.10 | -1.18 | -0.63 | 1.66 | +4.70% |
| 2024 | 0.24 | 2.44 | 1.93 | -0.53 | 0.36 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 7.23% | 7.12% | 6.79% | 8.70% | 9.38% |
| Sharpe ratio | 1.43 | 0.96 | 1.16 | 0.30 | 0.26 |
| Best month | +2.44% | +2.44% | +3.47% | +6.43% | +6.43% |
| Worst month | -0.53% | -0.63% | -1.18% | -5.78% | -5.78% |
| Maximum loss | -2.20% | -2.20% | -3.17% | -10.93% | -12.33% |
| Outperformance | +7.11% | - | +6.42% | +17.59% | +16.90% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Goldman Sachs Alternative Beta -... | reinvestment | 367.7100 | +8.72% | +6.76% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 8,144.3301 | +9.41% | +8.82% | |
| GS Altern.Beta I CHF H | reinvestment | 6,393.2900 | +4.80% | -0.76% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 132.3100 | +8.84% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 28,111.3906 | +10.16% | - | |
| Goldman Sachs Alternative Beta -... | paying dividend | 9,666.0000 | +3.15% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 340.0500 | +7.10% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 6,669.2500 | +8.16% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 7,129.6201 | +7.24% | +2.86% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 370.5400 | +8.39% | +5.78% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 527.9700 | +11.67% | +20.58% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 506.9800 | +11.33% | +19.49% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 323.2500 | +6.58% | +0.66% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 294.5000 | +7.20% | - |
Performance
| YTD | +4.49% | ||
|---|---|---|---|
| 6 Months | +5.14% | ||
| 1 Year | +11.67% | ||
| 3 Years | +20.58% | ||
| 5 Years | +35.76% | ||
| Since start | +111.19% | ||
| Year | |||
| 2023 | +4.70% | ||
| 2022 | +1.86% | ||
| 2021 | +15.87% | ||
| 2020 | +3.14% | ||
| 2019 | +9.64% | ||
| 2018 | +0.77% | ||
| 2017 | -6.51% | ||
| 2016 | +5.41% | ||
| 2015 | +9.97% | ||
