GS Gl.Strategic Macro Bd.Pf.E EUR H/ LU1111995665 /
NAV2024-05-13 | Chg.+0.0600 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
93.2700EUR | +0.06% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2017 | - | - | - | -1.16 | 0.41 | 0.31 | -0.50 | 0.12 | -0.59 | -0.63 | -0.77 | -0.33 | - |
2018 | 1.50 | -0.64 | -1.35 | -0.09 | -1.32 | -1.68 | 0.81 | -2.64 | 0.50 | -0.03 | -0.28 | -0.21 | -5.37% |
2019 | 1.54 | -0.19 | 0.03 | 0.44 | -0.55 | 0.91 | 0.40 | -3.75 | -0.13 | 1.38 | 0.59 | 0.08 | +0.65% |
2020 | -0.21 | -0.25 | -3.44 | 2.88 | 1.38 | -0.40 | 0.52 | 0.49 | -0.03 | -0.52 | 1.45 | 1.02 | +2.80% |
2021 | -0.25 | -3.36 | 0.17 | 0.58 | 0.21 | -1.31 | -0.79 | 0.03 | 0.37 | -2.29 | 0.74 | 1.65 | -4.27% |
2022 | -0.10 | -0.39 | -1.95 | 0.58 | -0.45 | -1.08 | -0.18 | -0.39 | -0.34 | -0.38 | -0.18 | -0.17 | -4.92% |
2023 | 1.83 | -0.73 | -0.30 | 0.38 | 0.19 | -0.60 | 0.96 | 0.07 | 0.86 | 0.91 | 0.34 | 0.79 | +4.75% |
2024 | 0.33 | -0.90 | 0.58 | -0.82 | 0.56 | - | - | - | - | - | - | - | - |
Calculated values
YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
---|---|---|---|---|---|
Volatility | 2.61% | 2.76% | 3.19% | 2.98% | 3.42% |
Sharpe ratio | -1.73 | -0.69 | -0.41 | -1.52 | -1.30 |
Best month | +0.79% | +0.79% | +0.96% | +1.83% | +2.88% |
Worst month | -0.90% | -0.90% | -0.90% | -2.29% | -3.75% |
Maximum loss | -1.52% | -1.52% | -1.98% | -7.25% | -9.80% |
Outperformance | -8.63% | - | -10.77% | -4.48% | - |
All quotes in EUR
Tranches
Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
---|---|---|---|---|---|
GS Gl.Strategic Macro Bd.Pf.I EU... | reinvestment | 102.6200 | +3.56% | +1.00% | |
GS Gl.Strategic Macro Bd.Pf.I US... | reinvestment | 120.7900 | +5.37% | +6.38% | |
GS Gl.Strategic Macro Bd.Pf.I GB... | reinvestment | 113.1900 | +5.04% | +5.23% | |
GS Gl.Strategic Macro Bd.Pf.I EU... | paying dividend | 81.2400 | +4.09% | +1.54% | |
GS Gl.Strategic Macro Bd.Pf.IO U... | reinvestment | 130.7600 | +5.90% | +7.99% | |
GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 89.1000 | +0.81% | -3.79% | |
GS Gl.Strategic Macro Bd.Pf.I US... | paying dividend | 102.7500 | +5.41% | - | |
GS Gl.Strategic Macro Bd.Pf.IO U... | paying dividend | 94.0900 | +5.90% | +7.98% | |
Goldman Sachs Global Strategic M... | paying dividend | 94.1400 | +5.11% | +5.50% | |
Goldman Sachs Global Strategic M... | reinvestment | 117.6700 | +5.07% | +5.46% | |
Goldman Sachs Global Strategic M... | reinvestment | 95.6000 | +1.37% | -2.22% | |
Goldman Sachs Global Strategic M... | reinvestment | 97.0100 | +3.20% | -0.04% | |
Goldman Sachs Global Strategic M... | reinvestment | 90.5500 | +1.12% | -3.00% | |
Goldman Sachs Global Strategic M... | reinvestment | 103.4600 | +4.80% | +4.54% | |
Goldman Sachs Global Strategic M... | reinvestment | 102.2900 | +3.52% | +0.89% | |
Goldman Sachs Global Strategic M... | reinvestment | 97.5800 | +3.00% | -0.60% | |
GS Gl.Strategic Macro Bd.Pf.Base... | paying dividend | 94.8300 | +4.81% | +4.67% | |
GS Gl.Strategic Macro Bd.Pf.Base... | reinvestment | 115.0100 | +4.80% | +4.67% | |
GS Gl.Strategic Macro Bd.Pf.E EU... | reinvestment | 93.2700 | +2.48% | -2.10% | |
GS Gl.Strategic Macro Bd.Pf.OC S... | reinvestment | 98.9100 | +2.96% | +0.47% | |
GS Gl.Strategic Macro Bd.Pf.R EU... | paying dividend | 80.7900 | +3.52% | +0.89% | |
GS Gl.Strategic Macro Bd.Pf.R US... | reinvestment | 113.6500 | +5.34% | +6.25% | |
GS Gl.Strategic Macro Bd.Pf.R US... | paying dividend | 92.1900 | +5.33% | +6.24% | |
Goldman Sachs Global Strategic M... | paying dividend | 99.9500 | +5.52% | +6.77% | |
Goldman Sachs Global Strategic M... | reinvestment | 112.7500 | +5.50% | +6.74% | |
Goldman Sachs Global Strategic M... | paying dividend | 92.5100 | +3.68% | +1.35% | |
Goldman Sachs Global Strategic M... | reinvestment | 104.4800 | +3.67% | +1.34% | |
Goldman Sachs Global Strategic M... | reinvestment | 100.7600 | +1.48% | -1.88% | |
Goldman Sachs Global Strategic M... | paying dividend | 89.1500 | +5.00% | +5.14% | |
Goldman Sachs Global Strategic M... | reinvestment | 114.8800 | +5.62% | +11.25% | |
Goldman Sachs Global Strategic M... | reinvestment | 92.3300 | +1.33% | -2.34% | |
Goldman Sachs Global Strategic M... | paying dividend | 78.8400 | +3.00% | -0.62% |
Performance
YTD | -0.26% | ||
---|---|---|---|
6 Months | +0.94% | ||
1 Year | +2.48% | ||
3 Years | -2.10% | ||
5 Years | -3.04% | ||
10 Years | - | ||
Since start | -9.53% | ||
Year | |||
2023 | +4.75% | ||
2022 | -4.92% | ||
2021 | -4.27% | ||
2020 | +2.80% | ||
2019 | +0.65% | ||
2018 | -5.37% |