GS Gl.Multi-M.Altern.Pf.OC EUR/ LU1254820746 /
| NAV3/3/2021 | Chg.-0.5500 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 103.4600EUR | -0.53% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | -2.98 | 0.23 | 2.08 | 0.80 | 0.08 | -0.41 | 1.96 | 0.44 | -0.08 | -0.92 | 1.89 | 0.27 | +3.30% |
| 2017 | -0.39 | 1.13 | -0.47 | -0.15 | -0.39 | -0.09 | 0.57 | -0.53 | 0.31 | -0.10 | -0.57 | -0.15 | -0.83% |
| 2018 | 1.13 | -1.28 | -0.56 | -0.35 | -0.47 | -0.87 | -1.09 | 0.09 | -0.20 | -2.19 | -0.91 | -1.23 | -7.69% |
| 2019 | 1.31 | 0.47 | 1.03 | 0.61 | -1.47 | 1.89 | 0.45 | 0.26 | -1.06 | -0.06 | 0.81 | -0.10 | +4.16% |
| 2020 | 0.47 | -2.57 | -5.90 | 3.31 | 2.00 | 1.30 | 2.49 | 1.12 | -0.74 | -1.84 | 4.49 | 1.34 | +5.14% |
| 2021 | -1.42 | 0.88 | 0.26 | - | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.56% | 7.00% | 9.01% | 6.02% | 5.21% |
| Sharpe ratio | -0.18 | 0.81 | 0.62 | 0.17 | 0.32 |
| Best month | +1.34% | +4.49% | +4.49% | +4.49% | +4.49% |
| Worst month | -1.42% | -1.84% | -5.90% | -5.90% | -5.90% |
| Maximum loss | -1.95% | -3.49% | -11.93% | -15.36% | -17.25% |
| Outperformance | +7.99% | - | +8.11% | +5.43% | - |
All quotes in EUR
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 | -0.29% | ||
|---|---|---|---|
| 6 Months | +2.52% | ||
| 1 Year | +5.08% | ||
| 3 Years | +1.50% | ||
| 5 Years | +5.81% | ||
| Since start | +3.46% | ||
| Year | |||
| 2020 | +5.14% | ||
| 2019 | +4.16% | ||
| 2018 | -7.69% | ||
| 2017 | -0.83% | ||
| 2016 | +3.30% | ||