GS Gl.Strategic Macro Bd.Pf.I USD/ LU1111995822 /
| NAV2024-04-18 | Chg.0.0000 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 119.7400USD | 0.00% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | - | - | - | -0.95 | 0.61 | 0.59 | -0.28 | 0.36 | -0.36 | -0.36 | -0.50 | 0.00 | - |
| 2018 | 1.69 | -0.36 | -0.97 | 0.20 | -0.97 | -1.36 | 1.14 | -2.32 | 0.80 | 0.32 | 0.06 | 0.20 | -1.63% |
| 2019 | 1.91 | 0.16 | 0.37 | 0.79 | -0.17 | 1.24 | 0.70 | -3.36 | 0.18 | 1.74 | 0.86 | 0.43 | +4.84% |
| 2020 | 0.09 | 0.02 | -3.03 | 3.11 | 1.47 | -0.21 | 0.63 | 0.59 | 0.13 | -0.35 | 1.46 | 1.09 | +4.98% |
| 2021 | -0.08 | -3.11 | 0.37 | 0.69 | 0.37 | -1.15 | -0.64 | 0.17 | 0.54 | -2.15 | 0.85 | 1.91 | -2.29% |
| 2022 | 0.05 | -0.31 | -1.69 | 0.74 | -0.21 | -0.88 | 0.16 | -0.06 | -0.05 | -0.07 | 0.15 | 0.20 | -1.98% |
| 2023 | 2.16 | -0.46 | 0.01 | 0.61 | 0.45 | -0.31 | 1.21 | 0.33 | 1.07 | 1.13 | 0.56 | 1.04 | +8.07% |
| 2024 | 0.53 | -0.67 | 0.79 | -0.84 | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.74% | 2.89% | 3.22% | 2.98% | 3.41% |
| Sharpe ratio | -1.67 | 0.64 | 0.45 | -0.67 | -0.59 |
| Best month | +1.04% | +1.13% | +1.21% | +2.16% | +3.11% |
| Worst month | -0.84% | -0.84% | -0.84% | -2.15% | -3.36% |
| Maximum loss | -0.99% | -0.99% | -1.53% | -3.58% | -6.40% |
| Outperformance | +11.44% | - | +9.82% | +13.28% | - |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Gl.Strategic Macro Bd.Pf.I EU... | reinvestment | 101.8200 | +3.47% | +0.44% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | reinvestment | 119.7400 | +5.34% | +5.76% | |
| GS Gl.Strategic Macro Bd.Pf.I GB... | reinvestment | 112.2200 | +4.95% | +4.62% | |
| GS Gl.Strategic Macro Bd.Pf.I EU... | paying dividend | 80.6100 | +4.00% | +0.98% | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | reinvestment | 129.5900 | +5.87% | +7.36% | |
| GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 88.5900 | +0.74% | -4.18% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | paying dividend | 101.8600 | +5.37% | - | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | paying dividend | 93.2500 | +5.88% | +7.35% | |
| GS Gl.Strategic Macro Bd.Pf.P US... | paying dividend | 93.3400 | +5.06% | +4.87% | |
| GS Gl.Strategic Macro Bd.Pf.P US... | reinvestment | 116.6700 | +5.03% | +4.84% | |
| GS Gl.Strategic Macro Bd.Pf.I CH... | reinvestment | 95.0200 | +1.29% | -2.60% | |
| GS Gl.Strategic Macro Bd.Pf.I EU... | reinvestment | 96.2800 | +3.11% | -0.60% | |
| GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 90.0200 | +1.04% | -3.37% | |
| GS Gl.Strategic Macro Bd.Pf.P GB... | reinvestment | 102.6000 | +4.72% | +3.94% | |
| GS Gl.Strategic Macro Bd.Pf.R EU... | reinvestment | 101.4900 | +3.42% | +0.33% | |
| GS Gl.Strategic Macro Bd.Pf.OC E... | reinvestment | 96.8600 | +2.90% | -1.15% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | paying dividend | 94.0400 | +4.76% | +4.06% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | reinvestment | 114.0600 | +4.78% | +4.06% | |
| GS Gl.Strategic Macro Bd.Pf.E EU... | reinvestment | 92.6200 | +2.40% | -2.63% | |
| GS Gl.Strategic Macro Bd.Pf.OC S... | reinvestment | 98.1600 | +2.85% | -0.07% | |
| GS Gl.Strategic Macro Bd.Pf.R EU... | paying dividend | 80.1600 | +3.42% | +0.33% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | reinvestment | 112.6600 | +5.29% | +5.63% | |
| GS Gl.Strategic Macro Bd.Pf.OC G... | reinvestment | 104.0000 | +4.39% | +2.96% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | paying dividend | 91.3900 | +5.29% | +5.62% | |
| GS Gl.Strategic Macro Bd.Pf.RS U... | paying dividend | 99.0800 | +5.49% | +6.15% | |
| GS Gl.Strategic Macro Bd.Pf.RS U... | reinvestment | 111.7700 | +5.47% | +6.12% | |
| GS Gl.Strategic Macro Bd.Pf.RS E... | paying dividend | 91.7800 | +3.58% | +0.79% | |
| GS Gl.Strategic Macro Bd.Pf.RS E... | reinvestment | 103.6600 | +3.58% | +0.78% | |
| GS Gl.Strategic Macro Bd.Pf.RS C... | reinvestment | 100.1400 | +1.41% | -2.27% | |
| GS Gl.Strategic Macro Bd.Pf.R GB... | paying dividend | 88.4000 | +4.92% | +4.54% | |
| GS Gl.Strategic Macro Bd.Pf.A PL... | reinvestment | 113.9200 | +5.75% | +10.55% | |
| GS Gl.Strategic Macro Bd.Pf.R CH... | reinvestment | 91.7700 | +1.25% | -2.72% | |
| GS Gl.Strategic Macro Bd.Pf.OCS ... | paying dividend | 78.2600 | +2.90% | -1.16% |
Performance
| YTD | -0.20% | ||
|---|---|---|---|
| 6 Months | +2.83% | ||
| 1 Year | +5.34% | ||
| 3 Years | +5.76% | ||
| 5 Years | +9.83% | ||
| Since start | +11.18% | ||
| Year | |||
| 2023 | +8.07% | ||
| 2022 | -1.98% | ||
| 2021 | -2.29% | ||
| 2020 | +4.98% | ||
| 2019 | +4.84% | ||
| 2018 | -1.63% | ||
