GSQuartix Modified Strategy on the Bloomberg Commodity Index Total Return Portfolio Class C Hedged (EURHedged)/ LU0397156604 /
NAV2024-05-10 | Chg.+0.0402 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
9.1308EUR | +0.44% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM ▶ |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2010 | -6.60 | 3.33 | 0.37 | 2.20 | -7.01 | -1.25 | 5.93 | -1.39 | 6.42 | 4.59 | 0.19 | 9.80 | +16.27% |
2011 | 1.76 | 2.72 | 1.75 | 2.13 | -3.78 | -4.89 | 3.20 | 0.79 | -14.68 | 6.27 | -2.07 | -3.88 | -11.76% |
2012 | 3.02 | 2.26 | -2.99 | -0.55 | -8.67 | 4.31 | 5.21 | 1.79 | 1.77 | -4.47 | 0.74 | -1.94 | -0.42% |
2013 | 2.13 | -4.30 | -0.31 | -2.54 | -1.75 | -5.08 | 1.60 | 2.92 | -1.90 | -1.47 | -1.45 | 1.29 | -10.66% |
2014 | -1.09 | 6.76 | 0.72 | 2.38 | -2.68 | 0.56 | -4.27 | -0.36 | -6.34 | -1.21 | -2.97 | -4.69 | -13.02% |
2015 | -4.53 | 1.76 | -4.60 | 4.55 | -3.01 | 1.01 | -9.54 | -2.71 | -1.82 | -0.24 | -7.06 | -2.61 | -25.93% |
2016 | -0.86 | -0.35 | 3.30 | 8.33 | -0.22 | 3.78 | -4.43 | -1.95 | 3.06 | -0.52 | 1.13 | 0.53 | +11.82% |
2017 | 1.41 | -0.08 | -2.83 | -0.88 | -1.63 | -0.93 | 2.68 | -0.31 | 0.47 | 1.67 | -0.72 | 2.89 | +1.58% |
2018 | 1.65 | -1.33 | -1.20 | 2.34 | 1.01 | -4.17 | -2.15 | -1.86 | 1.28 | -2.60 | -1.38 | -2.91 | -10.94% |
2019 | 4.94 | 0.97 | -0.48 | -0.73 | -3.48 | 1.92 | -1.05 | -2.05 | 0.25 | 1.83 | -2.22 | 5.52 | +5.11% |
2020 | -7.07 | -4.57 | -10.23 | -0.32 | 3.14 | 2.51 | 5.44 | 5.19 | -2.06 | 0.37 | 3.25 | 5.27 | -0.58% |
2021 | 2.33 | 5.93 | -1.85 | 7.93 | 2.94 | 1.89 | 2.13 | -0.19 | 4.83 | 2.35 | -6.21 | 4.68 | +29.33% |
2022 | 7.26 | 6.26 | 8.45 | 4.80 | 1.02 | -10.56 | 3.07 | 0.12 | -8.29 | 1.49 | 3.78 | -0.89 | +15.64% |
2023 | 0.39 | -4.58 | 0.01 | -1.16 | -6.13 | 3.01 | 5.67 | -0.75 | -1.35 | 0.42 | -2.62 | -3.21 | -10.34% |
2024 | 0.76 | -1.04 | 4.06 | 1.80 | 0.82 | - | - | - | - | - | - | - | - |
Calculated values
YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
---|---|---|---|---|---|
Volatility | 8.15% | 9.54% | 10.73% | 16.63% | 15.35% |
Sharpe ratio | 1.92 | 0.32 | -0.15 | 0.16 | 0.26 |
Best month | +4.06% | +4.06% | +5.67% | +8.45% | +8.45% |
Worst month | -3.21% | -3.21% | -6.13% | -10.56% | -10.56% |
Maximum loss | -2.77% | -6.60% | -10.07% | -25.62% | -25.62% |
Outperformance | -2.63% | - | -3.14% | -3.30% | -5.59% |
All quotes in EUR
Tranches
Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
---|---|---|---|---|---|
GSQuartix Modified Strategy on t... | reinvestment | 9.1308 | +2.24% | +20.52% | |
GSQuartix Modified Strategy on t... | reinvestment | 10.7030 | -0.10% | +16.07% | |
GSQuartix Modified Strategy on t... | reinvestment | 10.5532 | +4.48% | +28.46% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.0064 | +4.38% | +28.07% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 14.5486 | +4.53% | +28.65% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.8069 | +2.41% | +21.08% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.1207 | +0.02% | +16.34% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 14.6020 | +3.97% | +22.19% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 15.3863 | +4.43% | - | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.9992 | +3.61% | +23.74% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.5846 | +3.65% | +25.41% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.7014 | +4.79% | +37.01% | |
GSQuartix Modified Strategy on t... | reinvestment | 9.3134 | +1.54% | +18.05% | |
GSQuartix Modified Strategy on t... | reinvestment | 11.7136 | +3.65% | +25.41% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.3574 | +3.83% | - | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 6.8461 | -0.82% | +13.65% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.0093 | +2.89% | +21.50% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.3431 | +2.31% | +21.14% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.8919 | +2.24% | +20.64% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.9996 | +5.01% | - | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.1258 | +5.21% | +45.56% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.2932 | +5.53% | - | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 11.5286 | +4.59% | +28.84% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.9204 | +4.38% | +28.07% |
Performance
YTD | +6.49% | ||
---|---|---|---|
6 Months | +3.33% | ||
1 Year | +2.24% | ||
3 Years | +20.52% | ||
5 Years | +45.37% | ||
10 Years | -9.25% | ||
Since start | -8.69% | ||
Year | |||
2023 | -10.34% | ||
2022 | +15.64% | ||
2021 | +29.33% | ||
2020 | -0.58% | ||
2019 | +5.11% | ||
2018 | -10.94% | ||
2017 | +1.58% | ||
2016 | +11.82% | ||
2015 | -25.93% |