GS Gl.Strategic Macro Bd.Pf.Base USD/  LU1111995400  /

Fonds
NAV3/4/2021 Chg.-0.3100 Type of yield Investment Focus Investment company
109.4500USD -0.28% reinvestment Alternative Investments Worldwide Goldman Sachs AM 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2017 - - - -1.00 0.57 0.54 -0.31 0.32 -0.41 -0.42 -0.55 -0.06 -
2018 1.68 -0.40 -1.05 0.16 -1.01 -1.41 1.09 -2.36 0.75 0.26 0.01 0.16 -2.17%
2019 1.86 0.10 0.32 0.74 -0.22 1.20 0.69 -3.45 0.13 1.69 0.81 0.38 +4.25%
2020 0.04 -0.03 -3.07 3.05 1.48 -0.29 0.65 0.60 0.10 -0.43 1.52 1.04 +4.66%
2021 -0.12 -3.14 0.66 - - - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 4.17% 3.28% 4.74% 3.71% -%
Sharpe ratio -3.28 -0.13 0.47 0.42 -
Best month +1.04% +1.52% +3.05% +3.05% -
Worst month -3.14% -3.14% -3.14% -3.45% -
Maximum loss -3.64% -3.64% -5.62% -6.48% -
Outperformance +2.21% - -0.42% +8.32% -
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
GS Gl.Strategic Macro Bd.Pf.I EU... reinvestment 101.2600 +0.96% -2.42%
GS Gl.Strategic Macro Bd.Pf.I US... paying dividend 96.1100 +2.08% +4.77%
GS Gl.Strategic Macro Bd.Pf.I US... reinvestment 112.9800 +1.96% +4.57%
GS Gl.Strategic Macro Bd.Pf.I SE... reinvestment 101.5100 +1.36% -1.92%
GS Gl.Strategic Macro Bd.Pf.I GB... reinvestment 107.0600 +1.36% +0.39%
GS Gl.Strategic Macro Bd.Pf.I EU... paying dividend 86.5100 +1.03% -2.28%
GS Gl.Strategic Macro Bd.Pf.IO U... reinvestment 120.3700 +2.76% +6.46%
GS Gl.Strategic Macro Bd.Pf.R EU... reinvestment 101.0500 +1.01% -2.52%
GS Gl.Strategic Macro Bd.Pf.OC E... reinvestment 97.9400 +0.55% -3.96%
GS Gl.Strategic Macro Bd.Pf.Base... paying dividend 96.0200 +1.69% +3.12%
GS Gl.Strategic Macro Bd.Pf.Base... reinvestment 109.4500 +1.66% +3.09%
GS Gl.Strategic Macro Bd.Pf.E EU... reinvestment 95.1400 +0.04% -5.35%
GS Gl.Strategic Macro Bd.Pf.OC S... reinvestment 98.1400 +0.84% -3.55%
GS Gl.Strategic Macro Bd.Pf.R EU... paying dividend 86.4900 +1.08% -8.64%
GS Gl.Strategic Macro Bd.Pf.R US... reinvestment 106.4300 +2.11% -

Performance

YTD
  -2.62%
6 Months
  -0.49%
1 Year  
+1.66%
3 Years  
+3.09%
5 Years     -
Since start  
+2.88%
Year
2020  
+4.66%
2019  
+4.25%
2018
  -2.17%