GS Gl.Multi-M.Altern.Pf.Base USD/ LU1254820662 /
| NAV2024-04-18 | Chg.-0.1300 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 114.0900USD | -0.11% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
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 | -0.25 | 2.49 | 0.41 | 0.47 | 0.78 | 0.96 | -1.58 | 1.43 | -0.70 | 0.69 | +4.30% |
| 2022 | -2.60 | -1.13 | 0.47 | -0.45 | -0.70 | -0.96 | -0.44 | 0.08 | 0.19 | -0.05 | -0.73 | 0.67 | -5.55% |
| 2023 | 0.04 | 0.01 | -1.08 | 0.63 | -1.24 | 0.76 | -1.94 | 0.55 | -0.20 | 0.41 | 0.98 | 0.91 | -0.22% |
| 2024 | -0.28 | 0.35 | 0.79 | -0.32 | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.54% | 2.42% | 2.36% | 3.63% | 5.43% |
| Sharpe ratio | -0.81 | 0.60 | -1.31 | -1.31 | -0.39 |
| Best month | +0.91% | +0.98% | +0.98% | +2.49% | +4.16% |
| Worst month | -0.32% | -0.32% | -1.94% | -2.60% | -5.41% |
| Maximum loss | -0.89% | -0.89% | -2.62% | -9.14% | -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 H | reinvestment | 105.7900 | -0.23% | -5.04% | |
| GS Gl.Multi-M.Altern.Pf.I CHF H | reinvestment | 94.2000 | -2.53% | -8.05% | |
| GS Gl.Multi-M.Altern.Pf.I USD | reinvestment | 124.7400 | +1.60% | -0.26% | |
| GS Gl.Multi-M.Altern.Pf.I SEK H | reinvestment | 92.7300 | -0.44% | - | |
| GS Gl.Multi-M.Altern.Pf.P USD | paying dividend | 116.0500 | +1.05% | -1.84% | |
| GS Gl.Multi-M.Altern.Pf.P USD | reinvestment | 116.2200 | +1.05% | -1.83% | |
| GS Gl.Multi-M.Altern.Pf.P EUR H | reinvestment | 98.3900 | -0.86% | -6.87% | |
| GS Gl.Multi-M.Altern.Pf.P GBP H | paying dividend | 107.7600 | +0.68% | -2.81% | |
| GS Gl.Multi-M.Altern.Pf.I SEK H | reinvestment | 107.0100 | -0.07% | -4.46% | |
| GS Gl.Multi-M.Altern.Pf.P EUR H | paying dividend | 98.9900 | -0.72% | -6.60% | |
| GS Gl.Multi-M.Altern.Pf.OC EUR H | reinvestment | 96.9800 | -1.08% | -7.48% | |
| GS Gl.Multi-M.Altern.Pf.E EUR H | reinvestment | 95.8800 | -1.54% | -8.71% | |
| GS Gl.Multi-M.Altern.Pf.R USD | paying dividend | 118.9500 | +1.57% | -0.40% | |
| GS Gl.Multi-M.Altern.Pf.R EUR H | reinvestment | 102.7900 | -0.40% | -5.44% | |
| GS Gl.Multi-M.Altern.Pf.R EUR H | paying dividend | 100.9900 | -0.27% | -5.20% | |
| GS Gl.Multi-M.Altern.Pf.R GBP H | paying dividend | 110.4300 | +1.19% | -1.47% | |
| GS Gl.Multi-M.Altern.Pf.O.C.SEK ... | reinvestment | 91.2400 | -1.16% | - | |
| GS Gl.Multi-M.Altern.Pf.O.C.CHF ... | reinvestment | 92.1600 | -3.15% | -10.18% | |
| GS Gl.Multi-M.Altern.Pf.O.C.GBP ... | paying dividend | 106.2800 | +0.43% | -3.55% | |
| GS Gl.Multi-M.Altern.Pf.R USD | reinvestment | 113.2500 | +1.56% | -0.40% | |
| GS Gl.Multi-M.Altern.Pf.OC SEK H | reinvestment | 100.3400 | -0.81% | -6.56% | |
| GS Gl.Multi-M.Altern.Pf.Base USD | reinvestment | 114.0900 | +0.80% | -2.58% |
Performance
| YTD | +0.54% | ||
|---|---|---|---|
| 6 Months | +2.64% | ||
| 1 Year | +0.80% | ||
| 3 Years | -2.58% | ||
| 5 Years | +9.18% | ||
| Since start | +14.09% | ||
| Year | |||
| 2023 | -0.22% | ||
| 2022 | -5.55% | ||
| 2021 | +4.30% | ||
| 2020 | +6.80% | ||
| 2019 | +7.38% | ||
| 2018 | -5.03% | ||
| 2017 | +0.93% | ||
| 2016 | +4.59% | ||
