GS Gl.Strategic Macro Bd.Pf.Base USD/  LU1111995319  /

Fonds
NAV3/4/2021 Chg.-0.2700 Type of yield Investment Focus Investment company
96.0200USD -0.28% paying dividend Alternative Investments Worldwide Goldman Sachs AM 
  • Dividends adjusted Dividends adjusted

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2017 - - - -1.04 0.62 0.54 -0.31 0.32 -0.44 -0.46 -0.55 -0.06 -
2018 1.75 -0.46 -1.05 0.16 -1.01 -1.41 1.09 -2.37 0.76 0.27 0.01 0.15 -2.17%
2019 1.86 0.10 0.34 0.75 -0.23 1.21 0.68 -3.44 0.12 1.68 0.81 0.39 +4.25%
2020 0.03 -0.02 -3.08 3.06 1.48 -0.29 0.65 0.61 0.09 -0.41 1.54 1.18 +4.81%
2021 -0.14 -3.25 0.66 - - - - - - - - - -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 4.30% 3.38% 4.77% 3.72% -%
Sharpe ratio -3.33 -0.12 0.47 0.42 -
Best month +1.18% +1.54% +3.06% +3.06% -
Worst month -3.25% -3.25% -3.25% -3.44% -
Maximum loss -3.80% -3.80% -5.61% -6.48% -
Outperformance +2.22% - -0.41% +8.35% -
 
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
  -2.74%
6 Months
  -0.47%
1 Year  
+1.69%
3 Years  
+3.12%
5 Years     -
Since start  
+2.84%
Year
2020  
+4.81%
2019  
+4.25%
2018
  -2.17%
 

Dividends

12/14/2020 3.29 USD
12/9/2019 2.25 USD
12/10/2018 2.90 USD
12/11/2017 2.78 USD