GS Gl.Strategic Macro Bd.Pf.E EUR H/ LU1111995665 /
| NAV2024-04-25 | Chg.-0.1400 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 92.6600EUR | -0.15% | 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 | -0.77 | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.72% | 2.86% | 3.21% | 2.97% | 3.42% |
| Sharpe ratio | -2.32 | -0.45 | -0.44 | -1.60 | -1.37 |
| Best month | +0.79% | +0.91% | +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 | 101.8900 | +3.54% | +0.30% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | reinvestment | 119.8600 | +5.39% | +5.75% | |
| GS Gl.Strategic Macro Bd.Pf.I GB... | reinvestment | 112.3200 | +5.01% | +4.62% | |
| GS Gl.Strategic Macro Bd.Pf.I EU... | paying dividend | 80.6700 | +4.08% | +0.98% | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | reinvestment | 129.7200 | +5.92% | +7.36% | |
| GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 88.6000 | +0.83% | -4.19% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | paying dividend | 101.9600 | +5.43% | - | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | paying dividend | 93.3400 | +5.92% | +7.35% | |
| GS Gl.Strategic Macro Bd.Pf.P US... | paying dividend | 93.4300 | +5.13% | +4.89% | |
| GS Gl.Strategic Macro Bd.Pf.P US... | reinvestment | 116.7800 | +5.09% | +4.85% | |
| GS Gl.Strategic Macro Bd.Pf.I CH... | reinvestment | 95.0400 | +1.36% | -2.63% | |
| GS Gl.Strategic Macro Bd.Pf.I EU... | reinvestment | 96.3400 | +3.18% | -0.59% | |
| GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 90.0300 | +1.13% | -3.40% | |
| GS Gl.Strategic Macro Bd.Pf.P GB... | reinvestment | 102.6800 | +4.78% | +3.93% | |
| GS Gl.Strategic Macro Bd.Pf.R EU... | reinvestment | 101.5600 | +3.50% | +0.19% | |
| GS Gl.Strategic Macro Bd.Pf.OC E... | reinvestment | 96.9200 | +2.99% | -1.28% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | paying dividend | 94.1200 | +4.82% | +4.06% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | reinvestment | 114.1500 | +4.81% | +4.06% | |
| GS Gl.Strategic Macro Bd.Pf.E EU... | reinvestment | 92.6600 | +2.47% | -2.62% | |
| GS Gl.Strategic Macro Bd.Pf.OC S... | reinvestment | 98.2200 | +2.94% | -0.06% | |
| GS Gl.Strategic Macro Bd.Pf.R EU... | paying dividend | 80.2200 | +3.50% | +0.34% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | reinvestment | 112.7700 | +5.36% | +5.63% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | paying dividend | 91.4800 | +5.35% | +5.63% | |
| GS Gl.Strategic Macro Bd.Pf.RS U... | paying dividend | 99.1700 | +5.54% | +6.15% | |
| GS Gl.Strategic Macro Bd.Pf.RS U... | reinvestment | 111.8800 | +5.52% | +6.13% | |
| GS Gl.Strategic Macro Bd.Pf.RS E... | paying dividend | 91.8500 | +3.66% | +0.80% | |
| GS Gl.Strategic Macro Bd.Pf.RS E... | reinvestment | 103.7400 | +3.66% | +0.80% | |
| GS Gl.Strategic Macro Bd.Pf.RS C... | reinvestment | 100.1600 | +1.48% | -2.30% | |
| GS Gl.Strategic Macro Bd.Pf.R GB... | paying dividend | 88.4700 | +4.98% | +4.54% | |
| GS Gl.Strategic Macro Bd.Pf.A PL... | reinvestment | 114.0200 | +5.75% | +10.57% | |
| GS Gl.Strategic Macro Bd.Pf.R CH... | reinvestment | 91.7900 | +1.33% | -2.74% | |
| GS Gl.Strategic Macro Bd.Pf.OCS ... | paying dividend | 78.3100 | +2.98% | -1.16% |
Performance
| YTD | -0.76% | ||
|---|---|---|---|
| 6 Months | +1.29% | ||
| 1 Year | +2.47% | ||
| 3 Years | -2.62% | ||
| 5 Years | -3.90% | ||
| Since start | -9.99% | ||
| Year | |||
| 2023 | +4.75% | ||
| 2022 | -4.92% | ||
| 2021 | -4.27% | ||
| 2020 | +2.80% | ||
| 2019 | +0.65% | ||
| 2018 | -5.37% | ||
