GS Gl.Multi-M.Altern.Pf.Base USD/ LU1254820662 /
| NAV3/3/2021 | Chg.-0.6400 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 115.3300USD | -0.55% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | -2.82 | 0.21 | 2.20 | 0.87 | 0.20 | -0.30 | 2.06 | 0.57 | 0.03 | -0.79 | 1.99 | 0.39 | +4.59% |
| 2017 | -0.17 | 1.22 | -0.37 | 0.01 | -0.27 | 0.09 | 0.73 | -0.38 | 0.44 | 0.07 | -0.48 | 0.06 | +0.93% |
| 2018 | 1.23 | -1.16 | -0.31 | -0.11 | -0.16 | -0.65 | -0.87 | 0.40 | -0.05 | -1.87 | -0.63 | -0.93 | -5.03% |
| 2019 | 1.56 | 0.73 | 1.28 | 0.85 | -1.17 | 2.12 | 0.73 | 0.54 | -0.84 | 0.23 | 1.00 | 0.14 | +7.38% |
| 2020 | 0.68 | -2.41 | -5.41 | 3.59 | 2.08 | 1.37 | 2.60 | 1.19 | -0.68 | -1.76 | 4.16 | 1.58 | +6.80% |
| 2021 | -1.46 | 1.05 | 0.32 | - | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.98% | 7.04% | 9.08% | 6.05% | 5.23% |
| Sharpe ratio | -0.01 | 0.90 | 0.78 | 0.59 | 0.73 |
| Best month | +1.58% | +4.16% | +4.16% | +4.16% | +4.16% |
| Worst month | -1.46% | -1.76% | -5.41% | -5.41% | -5.41% |
| Maximum loss | -1.98% | -3.33% | -11.63% | -14.14% | -14.14% |
| Outperformance | +4.12% | - | +2.83% | +11.33% | - |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Gl.Multi-M.Altern.Pf.I EUR | reinvestment | 109.8400 | +5.28% | +3.12% | |
| GS Gl.Multi-M.Altern.Pf.I CHF | reinvestment | 101.0200 | +5.11% | - | |
| GS Gl.Multi-M.Altern.Pf.I USD | reinvestment | 123.0700 | +6.94% | - | |
| GS Gl.Multi-M.Altern.Pf.OC EUR | paying dividend | 103.5900 | +4.69% | +1.57% | |
| GS Gl.Multi-M.Altern.Pf.OC EUR | reinvestment | 103.4600 | +5.08% | +1.50% | |
| GS Gl.Multi-M.Altern.Pf.E EUR | reinvestment | 103.6600 | +4.41% | -0.07% | |
| GS Gl.Multi-M.Altern.Pf.R USD | paying dividend | 118.7700 | +6.90% | - | |
| GS Gl.Multi-M.Altern.Pf.R EUR | reinvestment | 107.1300 | +5.35% | - | |
| GS Gl.Multi-M.Altern.Pf.R EUR | paying dividend | 106.2400 | +5.17% | - | |
| GS Gl.Multi-M.Altern.Pf.R GBP | paying dividend | 111.6200 | +5.38% | - | |
| GS Gl.Multi-M.Altern.Pf.Base USD | reinvestment | 115.3300 | +6.52% | +9.29% |
Performance
| YTD | -0.10% | ||
|---|---|---|---|
| 6 Months | +2.82% | ||
| 1 Year | +6.52% | ||
| 3 Years | +9.29% | ||
| 5 Years | +17.48% | ||
| Since start | +15.33% | ||
| Year | |||
| 2020 | +6.80% | ||
| 2019 | +7.38% | ||
| 2018 | -5.03% | ||
| 2017 | +0.93% | ||
| 2016 | +4.59% | ||