GS Tactical Tilt Overlay Pf.IO USD/ LU0721525060 /
| NAV2024-04-26 | Chg.+0.3600 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 177.1700USD | +0.20% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2013 | - | - | - | - | - | - | 2.46 | -0.85 | 2.04 | 2.34 | 0.96 | 0.96 | - |
| 2014 | -1.18 | 1.28 | 0.67 | -0.55 | 0.98 | 0.63 | -0.81 | 0.21 | 0.18 | -2.65 | 2.95 | 0.29 | +1.92% |
| 2015 | 0.23 | 3.85 | 1.71 | -0.08 | 2.46 | -2.07 | 1.51 | -4.08 | -2.83 | 4.01 | 0.46 | -3.45 | +1.32% |
| 2016 | -4.90 | -2.05 | 3.07 | 2.69 | 0.50 | 0.16 | 0.50 | 1.07 | 0.32 | 1.34 | 0.37 | 1.51 | +4.43% |
| 2017 | -0.14 | 0.13 | 0.52 | 0.56 | -0.60 | 0.09 | 0.23 | -0.97 | 1.57 | 0.12 | -0.29 | 0.72 | +1.94% |
| 2018 | 1.33 | -1.51 | -1.57 | 1.66 | 0.15 | -0.06 | 1.56 | -0.32 | 0.23 | -1.57 | 0.26 | -1.91 | -1.83% |
| 2019 | 3.43 | 1.16 | -0.11 | 1.33 | -1.24 | 0.73 | -0.62 | -0.67 | 0.58 | 0.14 | -0.28 | 0.86 | +5.36% |
| 2020 | -0.61 | -1.70 | -6.47 | 6.95 | 0.90 | 0.80 | -0.39 | 0.60 | -1.77 | -0.89 | 5.73 | 0.04 | +2.57% |
| 2021 | 0.72 | 2.35 | 1.45 | 1.45 | 1.03 | 0.26 | -0.26 | 0.02 | 0.88 | 0.50 | -0.85 | 1.06 | +8.92% |
| 2022 | 0.29 | -0.56 | 0.71 | -1.15 | 1.14 | -2.27 | 2.11 | -0.38 | -2.19 | 1.99 | 1.51 | 0.42 | +1.51% |
| 2023 | 1.18 | -0.59 | 1.34 | 0.47 | -0.31 | -0.55 | 0.38 | 0.15 | -0.31 | -0.19 | 2.33 | 1.82 | +5.82% |
| 2024 | 0.24 | -0.71 | 0.61 | -1.00 | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.88% | 3.35% | 2.89% | 3.82% | 4.96% |
| Sharpe ratio | -2.29 | 0.97 | -0.55 | -0.16 | -0.08 |
| Best month | +1.82% | +2.33% | +2.33% | +2.33% | +6.95% |
| Worst month | -1.00% | -1.00% | -1.00% | -2.27% | -6.47% |
| Maximum loss | -1.48% | -1.48% | -1.66% | -4.38% | -11.74% |
| Outperformance | +8.52% | - | +6.13% | +11.93% | +14.84% |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Tactical Tilt Overlay Pf.P US... | reinvestment | 155.4300 | +1.44% | +7.47% | |
| GS Tactical Tilt Overlay Pf.P US... | paying dividend | 134.2700 | +1.45% | +7.47% | |
| GS Tactical Tilt Overlay Pf.I US... | reinvestment | 158.5800 | +1.50% | +7.63% | |
| GS Tactical Tilt Overlay Pf.P EU... | reinvestment | 130.9100 | -0.40% | +1.75% | |
| GS Tactical Tilt Overlay Pf.P GB... | paying dividend | 123.9200 | +1.06% | +5.63% | |
| GS Tactical Tilt Overlay Pf.P EU... | paying dividend | 112.3400 | -0.41% | +1.74% | |
| GS Tactical Tilt Overlay Pf.IO U... | reinvestment | 177.1700 | +2.26% | +10.08% | |
| GS Tactical Tilt Overlay Pf.IO E... | reinvestment | 109.4900 | +0.40% | +4.21% | |
| GS Tactical Tilt Overlay Pf.IO G... | reinvestment | 115.0300 | +1.86% | +8.17% | |
| GS Tactical Tilt Overlay Pf.I SE... | reinvestment | 103.2600 | -0.18% | +3.26% | |
| GS Tactical Tilt Overlay Pf.IP U... | reinvestment | 110.2800 | +2.21% | +9.91% | |
| GS Tactical Tilt Overlay Pf.IP E... | reinvestment | 122.6000 | +0.35% | +4.05% | |
| GS Tactical Tilt Overlay Pf.I EU... | reinvestment | 107.0200 | -0.35% | +1.89% | |
| GS Tactical Tilt Overlay Pf.P CH... | reinvestment | 125.0100 | -2.59% | -1.37% | |
| GS Tactical Tilt Overlay Pf.P GB... | reinvestment | 143.7100 | +1.05% | +5.61% | |
| GS Tactical Tilt Overlay Pf.R US... | paying dividend | 123.9100 | +1.93% | +9.02% | |
| GS Tactical Tilt Overlay Pf.R US... | reinvestment | 148.2600 | +1.93% | +9.03% | |
| GS Tactical Tilt Overlay Pf.R CH... | reinvestment | 115.3100 | -2.13% | +0.05% | |
| GS Tactical Tilt Overlay Pf.R EU... | reinvestment | 122.7300 | +0.08% | +3.21% | |
| GS Tactical Tilt Overlay Pf.R GB... | reinvestment | 133.7400 | +1.54% | +7.13% | |
| GS Tactical Tilt Overlay Pf.R EU... | paying dividend | 102.2000 | +0.08% | +3.21% | |
| GS Tactical Tilt Overlay Pf.R GB... | paying dividend | 111.5700 | +1.55% | +7.16% | |
| GS Tactical Tilt Overlay Pf.O.C.... | reinvestment | 100.3400 | -0.82% | - |
Performance
| YTD | -0.87% | ||
|---|---|---|---|
| 6 Months | +3.49% | ||
| 1 Year | +2.26% | ||
| 3 Years | +10.08% | ||
| 5 Years | +18.68% | ||
| Since start | +45.71% | ||
| Year | |||
| 2023 | +5.82% | ||
| 2022 | +1.51% | ||
| 2021 | +8.92% | ||
| 2020 | +2.57% | ||
| 2019 | +5.36% | ||
| 2018 | -1.83% | ||
| 2017 | +1.94% | ||
| 2016 | +4.43% | ||
| 2015 | +1.32% | ||
