GSQuartix Modified Strategy on the Bloomberg Commodity Index Total Return Portfolio Class A (USD)/ LU0397155895 /
NAV2024-05-08 | Chg.-0.0624 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
11.6615USD | -0.53% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM ▶ |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2011 | - | - | - | - | - | - | - | 0.72 | -14.60 | 6.43 | -2.06 | -3.84 | - |
2012 | 3.04 | 2.24 | -3.01 | -0.55 | -8.62 | 4.37 | 5.13 | 1.83 | 1.84 | -4.47 | 0.77 | -1.97 | -0.31% |
2013 | 2.12 | -4.30 | -0.34 | -2.59 | -1.76 | -5.06 | 1.58 | 2.85 | -1.92 | -1.48 | -1.46 | 1.25 | -10.87% |
2014 | -1.12 | 6.72 | 0.66 | 2.32 | -2.65 | 0.50 | -4.30 | -0.40 | -6.32 | -1.22 | -3.00 | -4.71 | -13.32% |
2015 | -4.47 | 1.76 | -4.48 | 4.64 | -2.95 | 1.03 | -9.56 | -2.79 | -1.83 | -0.22 | -7.06 | -2.54 | -25.69% |
2016 | -0.83 | -0.40 | 3.42 | 8.36 | -0.18 | 3.97 | -4.35 | -1.84 | 3.15 | -0.48 | 1.17 | 0.73 | +12.83% |
2017 | 1.57 | -0.05 | -2.77 | -0.86 | -1.51 | -0.79 | 2.79 | -0.18 | 0.58 | 1.77 | -0.67 | 3.14 | +2.89% |
2018 | 1.95 | -1.28 | -0.97 | 2.53 | 1.22 | -4.01 | -1.96 | -1.64 | 1.44 | -2.39 | -1.17 | -2.66 | -8.80% |
2019 | 5.21 | 1.16 | -0.26 | -0.53 | -3.29 | 2.09 | -0.83 | -1.89 | 0.45 | 2.00 | -2.12 | 5.75 | +7.58% |
2020 | -6.93 | -4.50 | -9.72 | -0.12 | 3.19 | 2.58 | 5.52 | 5.28 | -2.01 | 0.45 | 3.26 | 5.35 | +0.93% |
2021 | 2.36 | 5.95 | -1.81 | 7.97 | 2.96 | 1.99 | 2.16 | -0.14 | 4.84 | 2.36 | -6.23 | 4.76 | +29.84% |
2022 | 7.29 | 6.23 | 8.17 | 4.85 | 1.13 | -10.42 | 3.39 | 0.32 | -8.00 | 1.66 | 4.01 | -0.57 | +17.49% |
2023 | 0.61 | -4.41 | 0.18 | -1.05 | -5.96 | 3.18 | 5.80 | -0.63 | -1.25 | 0.51 | -2.54 | -3.07 | -8.78% |
2024 | 0.89 | -0.97 | 4.12 | 1.90 | 0.39 | - | - | - | - | - | - | - | - |
Calculated values
YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
---|---|---|---|---|---|
Volatility | 8.21% | 9.58% | 10.77% | 16.64% | 15.34% |
Sharpe ratio | 1.93 | 0.14 | -0.06 | 0.23 | 0.35 |
Best month | +4.12% | +4.12% | +5.80% | +8.17% | +8.17% |
Worst month | -3.07% | -3.07% | -5.96% | -10.42% | -10.42% |
Maximum loss | -2.72% | -6.53% | -9.81% | -23.14% | -24.52% |
Outperformance | -3.80% | - | -4.44% | +3.09% | -5.68% |
All quotes in USD
Tranches
Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
---|---|---|---|---|---|
GSQuartix Modified Strategy on t... | reinvestment | 9.0906 | +1.79% | +19.99% | |
GSQuartix Modified Strategy on t... | reinvestment | 10.6578 | -0.53% | +15.58% | |
GSQuartix Modified Strategy on t... | reinvestment | 10.5059 | +4.01% | +27.88% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.9481 | +3.91% | +27.50% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 14.4833 | +4.06% | +28.07% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.7460 | +1.96% | +20.55% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.0653 | -0.40% | +15.85% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 14.5390 | +3.52% | +21.67% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 15.3174 | +3.96% | - | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.9549 | +3.16% | +23.19% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.5287 | +3.19% | +24.85% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.6550 | +4.44% | +36.55% | |
GSQuartix Modified Strategy on t... | reinvestment | 9.2728 | +1.10% | +17.53% | |
GSQuartix Modified Strategy on t... | reinvestment | 11.6615 | +3.19% | +24.85% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.3158 | +3.37% | - | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 6.8175 | -1.24% | +13.17% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 8.9697 | +2.44% | +20.97% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.2853 | +1.87% | +20.61% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.8263 | +1.79% | +20.11% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.9659 | +4.66% | - | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.0815 | +4.86% | +45.07% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.2450 | +5.17% | - | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 11.4768 | +4.12% | +28.27% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.8581 | +3.91% | +27.50% |
Performance
YTD | +6.43% | ||
---|---|---|---|
6 Months | +2.53% | ||
1 Year | +3.19% | ||
3 Years | +24.85% | ||
5 Years | +54.64% | ||
10 Years | +1.81% | ||
Since start | -15.07% | ||
Year | |||
2023 | -8.78% | ||
2022 | +17.49% | ||
2021 | +29.84% | ||
2020 | +0.93% | ||
2019 | +7.58% | ||
2018 | -8.80% | ||
2017 | +2.89% | ||
2016 | +12.83% | ||
2015 | -25.69% |