GS Tactical Tilt Overlay Pf.IO USD/ LU0721525060 /
NAV2024-03-27 | Chg.+0.3700 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
178.9500USD | +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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.60 | - | - | - | - | - | - | - | - | - | - |
Calculated values
YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
---|---|---|---|---|---|
Volatility | 2.82% | 3.37% | 2.85% | 3.81% | 4.95% |
Sharpe ratio | -1.20 | 1.43 | -0.01 | -0.01 | -0.01 |
Best month | +1.82% | +2.33% | +2.33% | +2.33% | +6.95% |
Worst month | -0.71% | -0.71% | -0.71% | -2.27% | -6.47% |
Maximum loss | -1.20% | -1.20% | -1.66% | -4.38% | -11.84% |
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 | 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 | +0.12% | ||
---|---|---|---|
6 Months | +4.22% | ||
1 Year | +3.86% | ||
3 Years | +11.99% | ||
5 Years | +20.90% | ||
Since start | +47.17% | ||
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% |