GSQuartix Modified Strategy on the Bloomberg Commodity Index Total Return Portfolio Class Y (USD)/ LU0454946830 /
| NAV2024-05-07 | Chg.+0.1067 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 10.5618USD | +1.02% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | - | - | -0.50 | -8.54 | 4.40 | 5.26 | 1.90 | 1.86 | -4.43 | 0.91 | -1.90 | - |
| 2013 | 2.16 | -4.24 | -0.28 | -2.52 | -1.70 | -5.02 | 1.65 | 2.92 | -1.85 | -1.42 | -1.40 | 1.32 | -10.20% |
| 2014 | -1.06 | 6.78 | 0.73 | 2.38 | -2.59 | 0.57 | -4.23 | -0.33 | -6.26 | -1.16 | -2.94 | -4.64 | -12.62% |
| 2015 | -4.41 | 1.82 | -4.42 | 4.71 | -2.89 | 1.10 | -9.49 | -2.73 | -1.76 | -0.16 | -7.00 | -2.48 | -25.10% |
| 2016 | -0.76 | -0.34 | 3.49 | 8.43 | -0.10 | 4.04 | -4.29 | -1.77 | 3.22 | -0.41 | 1.24 | 0.79 | +13.74% |
| 2017 | 1.64 | 0.02 | -2.71 | -0.80 | -1.44 | -0.72 | 2.86 | -0.11 | 0.65 | 1.84 | -0.60 | 3.20 | +3.72% |
| 2018 | 2.03 | -1.22 | -0.91 | 2.60 | 1.29 | -3.95 | -1.89 | -1.57 | 1.50 | -2.32 | -1.11 | -2.59 | -8.06% |
| 2019 | 5.28 | 1.22 | -0.20 | -0.46 | -3.22 | 2.15 | -0.76 | -1.83 | 0.52 | 2.07 | -2.05 | 5.82 | +8.44% |
| 2020 | -6.87 | -4.44 | -9.66 | -0.05 | 3.26 | 2.65 | 5.59 | 5.35 | -1.94 | 0.52 | 3.33 | 5.42 | +1.74% |
| 2021 | 2.42 | 6.02 | -1.74 | 8.04 | 3.02 | 2.06 | 2.23 | -0.07 | 4.91 | 2.43 | -6.17 | 4.83 | +30.88% |
| 2022 | 7.36 | 6.30 | 8.24 | 4.92 | 1.20 | -10.36 | 3.46 | 0.39 | -7.94 | 1.73 | 4.08 | -0.51 | +18.43% |
| 2023 | 0.68 | -4.35 | 0.25 | -0.99 | -5.89 | 3.25 | 5.87 | -0.56 | -1.19 | 0.59 | -2.48 | -3.00 | -8.05% |
| 2024 | 0.96 | -0.90 | 4.19 | 1.98 | 0.95 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 8.19% | 9.89% | 10.78% | 16.64% | 15.34% |
| Sharpe ratio | 2.30 | 0.26 | 0.07 | 0.28 | 0.41 |
| Best month | +4.19% | +4.19% | +5.87% | +8.24% | +8.24% |
| Worst month | -3.00% | -3.00% | -5.89% | -10.36% | -10.36% |
| Maximum loss | -2.69% | -6.48% | -9.63% | -22.21% | -24.40% |
| Outperformance | +0.40% | - | +1.17% | +5.79% | +2.35% |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GSQuartix Modified Strategy on t... | reinvestment | 9.1401 | +2.34% | +19.84% | |
| GSQuartix Modified Strategy on t... | reinvestment | 10.7154 | +0.01% | +15.43% | |
| GSQuartix Modified Strategy on t... | reinvestment | 10.5618 | +4.57% | +27.71% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.0172 | +4.46% | +27.33% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 14.5604 | +4.62% | +27.90% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.8207 | +2.51% | +20.40% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.1358 | +0.14% | +15.70% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 14.6160 | +4.07% | +21.50% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 15.3990 | +4.51% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 10.0079 | +3.70% | +23.03% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.5957 | +3.74% | +24.68% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.6647 | +4.51% | - | |
| GSQuartix Modified Strategy on t... | reinvestment | 9.3234 | +1.65% | +17.38% | |
| GSQuartix Modified Strategy on t... | reinvestment | 11.7239 | +3.74% | +24.68% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.3653 | +3.92% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 6.8544 | -0.70% | +13.02% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.0176 | +2.99% | +20.80% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.3781 | +2.58% | +20.65% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.9069 | +2.34% | +19.96% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.9720 | +4.72% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.0887 | +4.92% | +42.55% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.2536 | +5.23% | - | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 11.5379 | +4.67% | +28.10% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.9320 | +4.46% | +27.33% |
Performance
| YTD | +7.31% | ||
|---|---|---|---|
| 6 Months | +3.10% | ||
| 1 Year | +4.57% | ||
| 3 Years | +27.71% | ||
| 5 Years | +61.86% | ||
| Since start | +5.62% | ||
| Year | |||
| 2023 | -8.05% | ||
| 2022 | +18.43% | ||
| 2021 | +30.88% | ||
| 2020 | +1.74% | ||
| 2019 | +8.44% | ||
| 2018 | -8.06% | ||
| 2017 | +3.72% | ||
| 2016 | +13.74% | ||
| 2015 | -25.10% | ||
