GS Gl.Strategic Macro Bd.Pf.I EUR H/ LU1135780176 /
| NAV2024-04-25 | Chg.-0.1500 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 101.8900EUR | -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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2014 | - | - | - | - | - | - | - | - | - | - | - | 0.32 | - |
| 2015 | -1.99 | 0.98 | -1.11 | 0.69 | 1.61 | 0.46 | 1.00 | 0.28 | -0.32 | 0.51 | 0.75 | -0.47 | +2.37% |
| 2016 | 0.39 | -1.18 | 0.90 | 0.28 | 0.98 | -2.22 | 1.27 | 1.03 | -0.25 | 0.34 | -0.45 | 1.14 | +2.18% |
| 2017 | 0.27 | 1.20 | 0.11 | -1.08 | 0.49 | 0.39 | -0.42 | 0.20 | -0.51 | -0.53 | -0.63 | -0.24 | -0.77% |
| 2018 | 1.49 | -0.53 | -1.21 | 0.01 | -1.23 | -1.59 | 0.90 | -2.56 | 0.58 | 0.07 | -0.20 | -0.12 | -4.37% |
| 2019 | 1.63 | -0.10 | 0.12 | 0.53 | -0.46 | 1.00 | 0.49 | -3.67 | -0.04 | 1.47 | 0.68 | 0.18 | +1.74% |
| 2020 | -0.12 | -0.16 | -3.34 | 2.96 | 1.47 | -0.32 | 0.61 | 0.53 | 0.06 | -0.42 | 1.42 | 0.98 | +3.61% |
| 2021 | -0.15 | -3.18 | 0.26 | 0.66 | 0.30 | -1.23 | -0.70 | 0.11 | 0.48 | -2.21 | 0.82 | 1.74 | -3.15% |
| 2022 | 0.00 | -0.34 | -1.85 | 0.68 | -0.36 | -1.01 | -0.07 | -0.31 | -0.25 | -0.30 | -0.09 | -0.08 | -3.93% |
| 2023 | 1.92 | -0.66 | -0.20 | 0.46 | 0.27 | -0.51 | 1.04 | 0.16 | 0.95 | 0.99 | 0.43 | 0.87 | +5.84% |
| 2024 | 0.43 | -0.82 | 0.68 | -0.86 | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.73% | 2.85% | 3.22% | 2.97% | 3.40% |
| Sharpe ratio | -2.09 | -0.26 | -0.11 | -1.27 | -1.07 |
| Best month | +0.87% | +0.99% | +1.04% | +1.92% | +2.96% |
| Worst month | -0.86% | -0.86% | -0.86% | -2.21% | -3.67% |
| Maximum loss | -1.30% | -1.30% | -1.85% | -5.62% | -7.69% |
| Outperformance | +8.45% | - | +5.29% | +3.65% | +9.79% |
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 | +5.41% | +5.62% | |
| GS Gl.Strategic Macro Bd.Pf.I GB... | reinvestment | 112.3200 | +5.02% | +4.48% | |
| GS Gl.Strategic Macro Bd.Pf.I EU... | paying dividend | 80.6700 | +4.08% | +0.85% | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | reinvestment | 129.7200 | +5.93% | +7.22% | |
| GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 88.6000 | +0.81% | -4.35% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | paying dividend | 101.9600 | +5.44% | - | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | paying dividend | 93.3400 | +5.92% | +7.21% | |
| GS Gl.Strategic Macro Bd.Pf.P US... | paying dividend | 93.4300 | +5.13% | +4.75% | |
| GS Gl.Strategic Macro Bd.Pf.P US... | reinvestment | 116.7800 | +5.09% | +4.72% | |
| GS Gl.Strategic Macro Bd.Pf.I CH... | reinvestment | 95.0400 | +1.35% | -2.78% | |
| GS Gl.Strategic Macro Bd.Pf.I EU... | reinvestment | 96.3400 | +3.18% | -0.73% | |
| GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 90.0300 | +1.11% | -3.56% | |
| GS Gl.Strategic Macro Bd.Pf.P GB... | reinvestment | 102.6800 | +4.78% | +3.79% | |
| 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 | +4.83% | +3.92% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | reinvestment | 114.1500 | +4.83% | +3.92% | |
| GS Gl.Strategic Macro Bd.Pf.E EU... | reinvestment | 92.6600 | +2.47% | -2.77% | |
| GS Gl.Strategic Macro Bd.Pf.OC S... | reinvestment | 98.2200 | +2.92% | -0.21% | |
| GS Gl.Strategic Macro Bd.Pf.R EU... | paying dividend | 80.2200 | +3.50% | +0.20% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | reinvestment | 112.7700 | +5.35% | +5.49% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | paying dividend | 91.4800 | +5.36% | +5.49% | |
| GS Gl.Strategic Macro Bd.Pf.RS U... | paying dividend | 99.1700 | +5.55% | +6.01% | |
| GS Gl.Strategic Macro Bd.Pf.RS U... | reinvestment | 111.8800 | +5.54% | +6.00% | |
| GS Gl.Strategic Macro Bd.Pf.RS E... | paying dividend | 91.8500 | +3.66% | +0.65% | |
| GS Gl.Strategic Macro Bd.Pf.RS E... | reinvestment | 103.7400 | +3.67% | +0.65% | |
| GS Gl.Strategic Macro Bd.Pf.RS C... | reinvestment | 100.1600 | +1.47% | -2.45% | |
| GS Gl.Strategic Macro Bd.Pf.R GB... | paying dividend | 88.4700 | +4.98% | +4.40% | |
| GS Gl.Strategic Macro Bd.Pf.A PL... | reinvestment | 114.0200 | +5.75% | +10.42% | |
| GS Gl.Strategic Macro Bd.Pf.R CH... | reinvestment | 91.7900 | +1.32% | -2.90% | |
| GS Gl.Strategic Macro Bd.Pf.OCS ... | paying dividend | 78.3100 | +2.99% | -1.30% |
Performance
| YTD | -0.58% | ||
|---|---|---|---|
| 6 Months | +1.55% | ||
| 1 Year | +3.54% | ||
| 3 Years | +0.30% | ||
| 5 Years | +1.17% | ||
| Since start | +1.89% | ||
| Year | |||
| 2023 | +5.84% | ||
| 2022 | -3.93% | ||
| 2021 | -3.15% | ||
| 2020 | +3.61% | ||
| 2019 | +1.74% | ||
| 2018 | -4.37% | ||
| 2017 | -0.77% | ||
| 2016 | +2.18% | ||
| 2015 | +2.37% | ||
