GS Gl.Strategic Macro Bd.Pf.I GBP H/ LU1121104456 /
| NAV2024-05-13 | Chg.+0.0900 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 113.1900GBP | +0.08% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | - | - | - | -1.00 | 0.54 | 0.48 | -0.35 | 0.27 | -0.48 | -0.46 | -0.58 | -0.13 | - |
| 2018 | 1.59 | -0.46 | -1.13 | 0.09 | -1.13 | -1.52 | 0.99 | -2.47 | 0.68 | 0.18 | -0.10 | 0.02 | -3.28% |
| 2019 | 1.75 | 0.00 | 0.22 | 0.65 | -0.35 | 1.10 | 0.60 | -3.55 | 0.01 | 1.55 | 0.77 | 0.29 | +2.98% |
| 2020 | 0.00 | -0.06 | -3.35 | 3.05 | 1.53 | -0.26 | 0.61 | 0.57 | 0.07 | -0.36 | 1.44 | 1.00 | +4.20% |
| 2021 | -0.10 | -3.13 | 0.35 | 0.68 | 0.36 | -1.16 | -0.65 | 0.17 | 0.55 | -2.17 | 0.92 | 1.78 | -2.47% |
| 2022 | 0.06 | -0.28 | -1.69 | 0.77 | -0.21 | -0.90 | 0.11 | -0.12 | -0.15 | -0.04 | 0.06 | 0.07 | -2.32% |
| 2023 | 2.04 | -0.51 | -0.04 | 0.56 | 0.39 | -0.40 | 1.21 | 0.31 | 1.09 | 1.11 | 0.51 | 0.99 | +7.47% |
| 2024 | 0.52 | -0.69 | 0.78 | -0.65 | 0.65 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.62% | 2.80% | 3.20% | 2.99% | 3.41% |
| Sharpe ratio | -0.82 | 0.18 | 0.39 | -0.70 | -0.67 |
| Best month | +0.99% | +0.99% | +1.21% | +2.04% | +3.05% |
| Worst month | -0.69% | -0.69% | -0.69% | -2.17% | -3.55% |
| Maximum loss | -1.16% | -1.16% | -1.65% | -3.81% | -7.01% |
| Outperformance | +4.68% | - | +5.62% | +4.85% | - |
All quotes in GBP
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 | +0.60% | ||
|---|---|---|---|
| 6 Months | +2.11% | ||
| 1 Year | +5.04% | ||
| 3 Years | +5.23% | ||
| 5 Years | +7.96% | ||
| 10 Years | - | ||
| Since start | +5.36% | ||
| Year | |||
| 2023 | +7.47% | ||
| 2022 | -2.32% | ||
| 2021 | -2.47% | ||
| 2020 | +4.20% | ||
| 2019 | +2.98% | ||
| 2018 | -3.28% | ||
