GS Tactical Tilt Overlay Pf.I USD/ LU0654089290 /
NAV2024-03-27 | Chg.+0.3300 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
160.2800USD | +0.21% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2012 | - | - | 0.56 | -1.81 | -4.24 | 3.82 | 0.22 | 1.35 | 1.37 | 0.98 | 1.20 | 1.93 | - |
2013 | 2.18 | -0.35 | 0.45 | 2.68 | 0.40 | -1.42 | 2.40 | -0.90 | 1.98 | 2.28 | 0.89 | 0.89 | +11.97% |
2014 | -1.24 | 1.22 | 0.61 | -0.61 | 0.92 | 0.56 | -0.87 | 0.16 | 0.12 | -2.71 | 2.88 | 0.23 | +1.17% |
2015 | 0.17 | 3.78 | 1.64 | -0.14 | 2.40 | -2.13 | 1.45 | -4.14 | -2.90 | 3.94 | 0.41 | -3.51 | +0.56% |
2016 | -4.96 | -2.11 | 3.01 | 2.62 | 0.44 | 0.11 | 0.43 | 1.01 | 0.26 | 1.28 | 0.30 | 1.44 | +3.65% |
2017 | -0.20 | 0.09 | 0.49 | 0.50 | -0.66 | 0.03 | 0.16 | -1.04 | 1.51 | 0.05 | -0.35 | 0.65 | +1.23% |
2018 | 1.26 | -1.58 | -1.65 | 1.59 | 0.08 | -0.12 | 1.49 | -0.40 | 0.17 | -1.64 | 0.19 | -1.98 | -2.62% |
2019 | 3.36 | 1.10 | -0.18 | 1.26 | -1.30 | 0.67 | -0.68 | -0.74 | 0.51 | 0.08 | -0.34 | 0.80 | +4.55% |
2020 | -0.68 | -1.76 | -6.53 | 6.88 | 0.84 | 0.74 | -0.45 | 0.55 | -1.82 | -0.96 | 5.65 | -0.02 | +1.80% |
2021 | 0.66 | 2.30 | 1.38 | 1.39 | 0.96 | 0.19 | -0.32 | -0.05 | 0.82 | 0.44 | -0.91 | 1.00 | +8.11% |
2022 | 0.22 | -0.61 | 0.64 | -1.22 | 1.08 | -2.33 | 2.04 | -0.44 | -2.25 | 1.92 | 1.45 | 0.35 | +0.75% |
2023 | 1.13 | -0.65 | 1.28 | 0.41 | -0.37 | -0.60 | 0.31 | 0.08 | -0.37 | -0.26 | 2.26 | 1.76 | +5.03% |
2024 | 0.17 | -0.76 | 0.55 | - | - | - | - | - | - | - | - | - | - |
Calculated values
YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
---|---|---|---|---|---|
Volatility | 2.82% | 3.36% | 2.84% | 3.80% | 4.95% |
Sharpe ratio | -1.46 | 1.19 | -0.29 | -0.22 | -0.16 |
Best month | +1.76% | +2.26% | +2.26% | +2.26% | +6.88% |
Worst month | -0.76% | -0.76% | -0.76% | -2.33% | -6.53% |
Maximum loss | -1.23% | -1.23% | -1.99% | -4.63% | -12.45% |
Outperformance | +8.04% | - | +5.79% | +9.53% | +9.64% |
All quotes in USD
Tranches
Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
---|---|---|---|---|---|
GS Tactical Tilt Overlay Pf.P US... | reinvestment | 157.1000 | +3.03% | +9.34% | |
GS Tactical Tilt Overlay Pf.P US... | paying dividend | 135.7100 | +3.03% | +9.34% | |
GS Tactical Tilt Overlay Pf.I US... | reinvestment | 160.2800 | +3.09% | +9.51% | |
GS Tactical Tilt Overlay Pf.P EU... | reinvestment | 132.4900 | +1.13% | +3.58% | |
GS Tactical Tilt Overlay Pf.P GB... | paying dividend | 125.2800 | +2.63% | +7.48% | |
GS Tactical Tilt Overlay Pf.P EU... | paying dividend | 113.7000 | +1.13% | +3.57% | |
GS Tactical Tilt Overlay Pf.IO U... | reinvestment | 178.9500 | +3.86% | +11.99% | |
GS Tactical Tilt Overlay Pf.IO E... | reinvestment | 110.7400 | +1.94% | +6.08% | |
GS Tactical Tilt Overlay Pf.IO G... | reinvestment | 116.2200 | +3.44% | +10.06% | |
GS Tactical Tilt Overlay Pf.I SE... | reinvestment | 104.5100 | +1.42% | - | |
GS Tactical Tilt Overlay Pf.IP U... | reinvestment | 111.4000 | +3.81% | +11.40% | |
GS Tactical Tilt Overlay Pf.IP E... | reinvestment | 124.0100 | +1.90% | +5.92% | |
GS Tactical Tilt Overlay Pf.I EU... | reinvestment | 108.3100 | +1.18% | +3.73% | |
GS Tactical Tilt Overlay Pf.P CH... | reinvestment | 126.7600 | -1.07% | +0.60% | |
GS Tactical Tilt Overlay Pf.P GB... | reinvestment | 145.2900 | +2.62% | +7.45% | |
GS Tactical Tilt Overlay Pf.R US... | paying dividend | 125.1900 | +3.53% | +10.92% | |
GS Tactical Tilt Overlay Pf.R US... | reinvestment | 149.7900 | +3.52% | +10.92% | |
GS Tactical Tilt Overlay Pf.R CH... | reinvestment | 116.8800 | -0.60% | +2.04% | |
GS Tactical Tilt Overlay Pf.R EU... | reinvestment | 124.1700 | +1.62% | +5.07% | |
GS Tactical Tilt Overlay Pf.R GB... | reinvestment | 135.1500 | +3.12% | +8.99% | |
GS Tactical Tilt Overlay Pf.R EU... | paying dividend | 103.4000 | +1.62% | +5.07% | |
GS Tactical Tilt Overlay Pf.R GB... | paying dividend | 112.7500 | +3.13% | +9.02% | |
GS Tactical Tilt Overlay Pf.O.C.... | reinvestment | 101.5700 | +0.69% | - |
Performance
YTD | -0.05% | ||
---|---|---|---|
6 Months | +3.84% | ||
1 Year | +3.09% | ||
3 Years | +9.51% | ||
5 Years | +16.45% | ||
Since start | +50.05% | ||
Year | |||
2023 | +5.03% | ||
2022 | +0.75% | ||
2021 | +8.11% | ||
2020 | +1.80% | ||
2019 | +4.55% | ||
2018 | -2.62% | ||
2017 | +1.23% | ||
2016 | +3.65% | ||
2015 | +0.56% |