GS Gl.Strategic Macro Bd.Pf.Base USD/ LU1111995319 /
| NAV2024-05-16 | Chg.-0.0600 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 94.9400USD | -0.06% | paying dividend | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
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 | 0.33 | 0.66 | 0.31 | -1.19 | -0.68 | 0.13 | 0.50 | -2.20 | 0.81 | 1.86 | -2.94% |
| 2022 | 0.01 | -0.35 | -1.73 | 0.68 | -0.25 | -0.92 | 0.11 | -0.11 | -0.09 | -0.12 | 0.11 | 0.15 | -2.50% |
| 2023 | 2.11 | -0.50 | -0.03 | 0.57 | 0.39 | -0.35 | 1.16 | 0.29 | 1.02 | 1.09 | 0.51 | 1.00 | +7.48% |
| 2024 | 0.48 | -0.72 | 0.75 | -0.66 | 0.75 | - | - | - | - | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.60% | 2.78% | 3.20% | 2.99% | 3.45% |
| Sharpe ratio | -0.85 | 0.11 | 0.32 | -0.78 | -0.62 |
| Best month | +1.00% | +1.00% | +1.16% | +2.11% | +3.06% |
| Worst month | -0.72% | -0.72% | -0.72% | -2.20% | -3.44% |
| Maximum loss | -1.18% | -1.18% | -1.62% | -4.27% | -6.48% |
| Outperformance | -3.08% | - | -9.78% | +3.50% | - |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Gl.Strategic Macro Bd.Pf.I EU... | reinvestment | 102.7200 | +3.57% | +0.85% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | reinvestment | 120.9400 | +5.41% | +6.25% | |
| GS Gl.Strategic Macro Bd.Pf.I GB... | reinvestment | 113.3100 | +5.05% | +5.09% | |
| GS Gl.Strategic Macro Bd.Pf.I EU... | paying dividend | 81.3200 | +4.11% | +1.39% | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | reinvestment | 130.9300 | +5.94% | +7.86% | |
| GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 89.1400 | +0.79% | -3.98% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | paying dividend | 102.8700 | +5.44% | - | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | paying dividend | 94.2100 | +5.94% | +7.85% | |
| Goldman Sachs Global Strategic M... | paying dividend | 94.2600 | +5.15% | +5.37% | |
| Goldman Sachs Global Strategic M... | reinvestment | 117.8100 | +5.10% | +5.33% | |
| Goldman Sachs Global Strategic M... | reinvestment | 95.6500 | +1.35% | -2.41% | |
| Goldman Sachs Global Strategic M... | reinvestment | 97.1000 | +3.20% | -0.19% | |
| Goldman Sachs Global Strategic M... | reinvestment | 90.5900 | +1.09% | -3.18% | |
| Goldman Sachs Global Strategic M... | reinvestment | 103.5700 | +4.81% | +4.39% | |
| Goldman Sachs Global Strategic M... | reinvestment | 102.3800 | +3.52% | +0.74% | |
| Goldman Sachs Global Strategic M... | reinvestment | 97.6700 | +3.01% | -0.74% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | paying dividend | 94.9400 | +4.84% | +4.54% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | reinvestment | 115.1500 | +4.84% | +4.54% | |
| GS Gl.Strategic Macro Bd.Pf.E EU... | reinvestment | 93.3500 | +2.49% | -2.24% | |
| GS Gl.Strategic Macro Bd.Pf.OC S... | reinvestment | 98.9900 | +2.95% | +0.31% | |
| GS Gl.Strategic Macro Bd.Pf.R EU... | paying dividend | 80.8600 | +3.52% | +0.73% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | reinvestment | 113.7800 | +5.36% | +6.12% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | paying dividend | 92.3000 | +5.37% | +6.12% | |
| Goldman Sachs Global Strategic M... | paying dividend | 100.0700 | +5.55% | +6.64% | |
| Goldman Sachs Global Strategic M... | reinvestment | 112.8900 | +5.53% | +6.62% | |
| Goldman Sachs Global Strategic M... | paying dividend | 92.6000 | +3.69% | +1.20% | |
| Goldman Sachs Global Strategic M... | reinvestment | 104.5800 | +3.69% | +1.19% | |
| Goldman Sachs Global Strategic M... | reinvestment | 100.8100 | +1.46% | -2.07% | |
| Goldman Sachs Global Strategic M... | paying dividend | 89.2500 | +5.02% | +5.01% | |
| Goldman Sachs Global Strategic M... | reinvestment | 115.0100 | +5.64% | +11.12% | |
| Goldman Sachs Global Strategic M... | reinvestment | 92.3700 | +1.29% | -2.53% | |
| Goldman Sachs Global Strategic M... | paying dividend | 78.9200 | +3.01% | -0.75% |
Performance
| YTD | +0.59% | ||
|---|---|---|---|
| 6 Months | +2.03% | ||
| 1 Year | +4.84% | ||
| 3 Years | +4.54% | ||
| 5 Years | +8.72% | ||
| 10 Years | - | ||
| Since start | +8.19% | ||
| Year | |||
| 2023 | +7.48% | ||
| 2022 | -2.50% | ||
| 2021 | -2.94% | ||
| 2020 | +4.81% | ||
| 2019 | +4.25% | ||
| 2018 | -2.17% | ||
Dividends
| 2023-12-11 | 1.71 USD |
| 2022-12-12 | 0.85 USD |
| 2021-12-13 | 3.20 USD |
| 2020-12-14 | 3.29 USD |
| 2019-12-09 | 2.25 USD |
| 2018-12-10 | 2.90 USD |
| 2017-12-11 | 2.78 USD |
