GS Gl.Strategic Macro Bd.Pf.OC EUR H/ LU1111995582 /
| NAV2024-04-18 | Chg.-0.0100 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 96.8600EUR | -0.01% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2015 | -2.03 | 0.94 | -1.13 | 0.65 | 1.55 | 0.42 | 0.96 | 0.25 | -0.37 | 0.49 | 0.72 | -0.53 | +1.89% |
| 2016 | 0.34 | -1.27 | 0.84 | 0.23 | 0.97 | -2.28 | 1.22 | 1.03 | -0.29 | 0.27 | -0.51 | 1.10 | +1.58% |
| 2017 | 0.22 | 1.15 | 0.08 | -1.12 | 0.45 | 0.35 | -0.46 | 0.15 | -0.55 | -0.62 | -0.73 | -0.28 | -1.38% |
| 2018 | 1.55 | -0.61 | -1.30 | -0.04 | -1.28 | -1.64 | 0.86 | -2.61 | 0.54 | 0.02 | -0.25 | -0.18 | -4.90% |
| 2019 | 1.59 | -0.15 | 0.07 | 0.48 | -0.51 | 0.95 | 0.44 | -3.71 | -0.09 | 1.43 | 0.59 | 0.11 | +1.11% |
| 2020 | -0.16 | -0.21 | -3.39 | 2.92 | 1.43 | -0.37 | 0.57 | 0.53 | 0.02 | -0.49 | 1.50 | 0.96 | +3.24% |
| 2021 | -0.19 | -3.26 | 0.22 | 0.62 | 0.25 | -1.27 | -0.74 | 0.06 | 0.44 | -2.26 | 0.78 | 1.72 | -3.68% |
| 2022 | -0.05 | -0.37 | -1.90 | 0.62 | -0.40 | -1.05 | -0.12 | -0.35 | -0.30 | -0.33 | -0.14 | -0.13 | -4.45% |
| 2023 | 1.88 | -0.70 | -0.25 | 0.41 | 0.23 | -0.55 | 0.99 | 0.11 | 0.91 | 0.94 | 0.38 | 0.83 | +5.27% |
| 2024 | 0.38 | -0.86 | 0.63 | -0.95 | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.71% | 2.86% | 3.20% | 2.96% | 3.41% |
| Sharpe ratio | -2.44 | -0.14 | -0.31 | -1.44 | -1.26 |
| Best month | +0.83% | +0.94% | +0.99% | +1.88% | +2.92% |
| Worst month | -0.95% | -0.95% | -0.95% | -2.26% | -3.71% |
| Maximum loss | -1.22% | -1.22% | -1.92% | -6.41% | -8.68% |
| Outperformance | +6.43% | - | +5.27% | +2.80% | +1.24% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Gl.Strategic Macro Bd.Pf.I EU... | reinvestment | 101.8200 | +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 | -0.81% | ||
|---|---|---|---|
| 6 Months | +1.72% | ||
| 1 Year | +2.90% | ||
| 3 Years | -1.15% | ||
| 5 Years | -2.00% | ||
| Since start | -2.62% | ||
| Year | |||
| 2023 | +5.27% | ||
| 2022 | -4.45% | ||
| 2021 | -3.68% | ||
| 2020 | +3.24% | ||
| 2019 | +1.11% | ||
| 2018 | -4.90% | ||
| 2017 | -1.38% | ||
| 2016 | +1.58% | ||
| 2015 | +1.89% | ||
