Goldman Sachs Tactical Tilt Overlay Portfolio Class IO Shares (Acc.)/ LU0721525060 /
| NAV2024-05-03 | Chg.+0.8400 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 178.4000USD | +0.47% | 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 | -1.01 | 0.71 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.94% | 3.28% | 2.92% | 3.81% | 4.96% |
| Sharpe ratio | -1.50 | 0.62 | -0.31 | -0.13 | -0.05 |
| Best month | +1.82% | +2.33% | +2.33% | +2.33% | +6.95% |
| Worst month | -1.01% | -1.01% | -1.01% | -2.27% | -6.47% |
| Maximum loss | -1.48% | -1.48% | -1.66% | -4.38% | -11.63% |
| Outperformance | +8.52% | - | +6.13% | +11.93% | +14.84% |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Goldman Sachs Tactical Tilt Over... | reinvestment | 156.4900 | +2.14% | +7.76% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 135.1800 | +2.14% | +7.76% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 159.6600 | +2.19% | +7.92% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 131.7600 | +0.28% | +2.01% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 124.7500 | +1.75% | +5.91% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 113.0700 | +0.27% | +1.99% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 178.4000 | +2.96% | +10.38% | |
| GS Tactical Tilt Overlay Pf.IO E... | reinvestment | 110.2200 | +1.09% | +4.47% | |
| GS Tactical Tilt Overlay Pf.IO G... | reinvestment | 115.8200 | +2.55% | +8.45% | |
| GS Tactical Tilt Overlay Pf.I SE... | reinvestment | 103.9300 | +0.48% | +3.93% | |
| GS Tactical Tilt Overlay Pf.IP U... | reinvestment | 111.0500 | +2.91% | +10.20% | |
| GS Tactical Tilt Overlay Pf.IP E... | reinvestment | 123.4100 | +1.03% | +4.31% | |
| GS Tactical Tilt Overlay Pf.I EU... | reinvestment | 107.7100 | +0.33% | +2.14% | |
| GS Tactical Tilt Overlay Pf.P CH... | reinvestment | 125.7600 | -1.95% | -1.16% | |
| GS Tactical Tilt Overlay Pf.P GB... | reinvestment | 144.6800 | +1.74% | +5.88% | |
| GS Tactical Tilt Overlay Pf.R US... | paying dividend | 124.7600 | +2.63% | +9.32% | |
| GS Tactical Tilt Overlay Pf.R US... | reinvestment | 149.2800 | +2.63% | +9.32% | |
| GS Tactical Tilt Overlay Pf.R CH... | reinvestment | 116.0100 | -1.49% | +0.26% | |
| GS Tactical Tilt Overlay Pf.R EU... | reinvestment | 123.5400 | +0.76% | +3.47% | |
| GS Tactical Tilt Overlay Pf.R GB... | reinvestment | 134.6500 | +2.23% | +7.40% | |
| GS Tactical Tilt Overlay Pf.R EU... | paying dividend | 102.8700 | +0.76% | +3.46% | |
| GS Tactical Tilt Overlay Pf.R GB... | paying dividend | 112.3300 | +2.24% | +7.44% | |
| GS Tactical Tilt Overlay Pf.O.C.... | reinvestment | 100.9800 | -0.15% | - |
Performance
| YTD | -0.18% | ||
|---|---|---|---|
| 6 Months | +2.88% | ||
| 1 Year | +2.96% | ||
| 3 Years | +10.38% | ||
| 5 Years | +19.32% | ||
| Since start | +46.72% | ||
| 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% | ||
