GS Tactical Tilt Overlay Pf.P GBP H/ LU0654089027 /
| NAV2024-04-25 | Chg.-0.2900 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 123.6800GBP | -0.23% | paying dividend | 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 | -1.84 | -4.33 | 3.81 | 0.24 | 1.32 | 1.25 | 0.97 | 1.19 | 1.58 | - |
| 2013 | 2.05 | -0.34 | 0.42 | 2.67 | 0.46 | -1.33 | 2.40 | -0.92 | 1.95 | 2.29 | 0.90 | 0.87 | +11.94% |
| 2014 | -1.24 | 1.22 | 0.63 | -0.60 | 0.95 | 0.55 | -0.84 | 0.16 | 0.14 | -2.68 | 2.94 | 0.26 | +1.39% |
| 2015 | 0.21 | 3.78 | 1.71 | -0.11 | 2.48 | -2.06 | 1.44 | -4.10 | -2.92 | 3.93 | 0.44 | -3.51 | +0.89% |
| 2016 | -5.05 | -2.13 | 2.90 | 2.52 | 0.40 | 0.04 | 0.42 | 0.97 | 0.20 | 1.29 | 0.22 | 1.36 | +2.93% |
| 2017 | -0.29 | 0.02 | 0.37 | 0.45 | -0.73 | -0.09 | 0.08 | -1.16 | 1.40 | -0.05 | -0.52 | 0.57 | +0.02% |
| 2018 | 0.96 | -1.68 | -1.86 | 1.50 | -0.08 | -0.27 | 1.35 | -0.52 | 0.09 | -1.80 | 0.03 | -2.24 | -4.51% |
| 2019 | 3.15 | 0.93 | -0.32 | 1.11 | -1.51 | 0.50 | -0.79 | -0.90 | 0.39 | -0.10 | -0.43 | 0.70 | +2.68% |
| 2020 | -0.77 | -1.85 | -7.14 | 6.71 | 0.77 | 0.63 | -0.44 | 0.52 | -1.84 | -0.97 | 5.66 | -0.09 | +0.49% |
| 2021 | 0.62 | 2.26 | 1.37 | 1.36 | 0.93 | 0.20 | -0.34 | -0.09 | 0.86 | 0.40 | -0.91 | 0.84 | +7.73% |
| 2022 | 0.25 | -0.62 | 0.61 | -1.22 | 1.01 | -2.33 | 1.97 | -0.53 | -2.59 | 1.97 | 1.29 | 0.18 | -0.14% |
| 2023 | 1.02 | -0.75 | 1.20 | 0.36 | -0.43 | -0.76 | 0.31 | 0.06 | -0.34 | -0.29 | 2.22 | 1.73 | +4.35% |
| 2024 | 0.14 | -0.79 | 0.52 | -1.28 | - | - | - | - | - | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.86% | 3.33% | 2.89% | 3.82% | 4.96% |
| Sharpe ratio | -2.90 | 0.48 | -1.02 | -0.55 | -0.42 |
| Best month | +1.73% | +2.22% | +2.22% | +2.22% | +6.71% |
| Worst month | -1.28% | -1.28% | -1.28% | -2.59% | -7.14% |
| Maximum loss | -1.72% | -1.72% | -2.21% | -4.92% | -13.83% |
| Outperformance | +7.96% | - | +11.64% | +9.08% | +7.33% |
All quotes in GBP
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Tactical Tilt Overlay Pf.P US... | reinvestment | 155.1200 | +1.32% | +7.25% | |
| GS Tactical Tilt Overlay Pf.P US... | paying dividend | 134.0000 | +1.32% | +7.26% | |
| GS Tactical Tilt Overlay Pf.I US... | reinvestment | 158.2600 | +1.37% | +7.41% | |
| GS Tactical Tilt Overlay Pf.P EU... | reinvestment | 130.6500 | -0.53% | +1.55% | |
| GS Tactical Tilt Overlay Pf.P GB... | paying dividend | 123.6800 | +0.94% | +5.43% | |
| GS Tactical Tilt Overlay Pf.P EU... | paying dividend | 112.1200 | -0.53% | +1.54% | |
| GS Tactical Tilt Overlay Pf.IO U... | reinvestment | 176.8100 | +2.14% | +9.86% | |
| GS Tactical Tilt Overlay Pf.IO E... | reinvestment | 109.2700 | +0.27% | +4.00% | |
| GS Tactical Tilt Overlay Pf.IO G... | reinvestment | 114.8000 | +1.73% | +7.96% | |
| GS Tactical Tilt Overlay Pf.I SE... | reinvestment | 103.0600 | -0.31% | +3.06% | |
| GS Tactical Tilt Overlay Pf.IP U... | reinvestment | 110.0600 | +2.09% | +9.69% | |
| GS Tactical Tilt Overlay Pf.IP E... | reinvestment | 122.3600 | +0.22% | +3.84% | |
| GS Tactical Tilt Overlay Pf.I EU... | reinvestment | 106.8100 | -0.48% | +1.69% | |
| GS Tactical Tilt Overlay Pf.P CH... | reinvestment | 124.7700 | -2.71% | -1.56% | |
| GS Tactical Tilt Overlay Pf.P GB... | reinvestment | 143.4300 | +0.92% | +5.40% | |
| GS Tactical Tilt Overlay Pf.R US... | paying dividend | 123.6600 | +1.80% | +8.80% | |
| GS Tactical Tilt Overlay Pf.R US... | reinvestment | 147.9600 | +1.81% | +8.81% | |
| GS Tactical Tilt Overlay Pf.R CH... | reinvestment | 115.0900 | -2.25% | -0.14% | |
| GS Tactical Tilt Overlay Pf.R EU... | reinvestment | 122.4900 | -0.05% | +3.01% | |
| GS Tactical Tilt Overlay Pf.R GB... | reinvestment | 133.4700 | +1.41% | +6.91% | |
| GS Tactical Tilt Overlay Pf.R EU... | paying dividend | 102.0000 | -0.05% | +3.01% | |
| GS Tactical Tilt Overlay Pf.R GB... | paying dividend | 111.3500 | +1.42% | +6.95% | |
| GS Tactical Tilt Overlay Pf.O.C.... | reinvestment | 100.1400 | -0.95% | - |
Performance
| YTD | -1.40% | ||
|---|---|---|---|
| 6 Months | +2.70% | ||
| 1 Year | +0.94% | ||
| 3 Years | +5.43% | ||
| 5 Years | +9.21% | ||
| Since start | +35.31% | ||
| Year | |||
| 2023 | +4.35% | ||
| 2022 | -0.14% | ||
| 2021 | +7.73% | ||
| 2020 | +0.49% | ||
| 2019 | +2.68% | ||
| 2018 | -4.51% | ||
| 2017 | +0.02% | ||
| 2016 | +2.93% | ||
| 2015 | +0.89% | ||
Dividends
| 2023-12-11 | 4.97 GBP |
| 2022-12-12 | 0.55 GBP |
| 2020-12-14 | 0.17 GBP |
| 2019-12-09 | 1.83 GBP |
| 2018-12-10 | 2.26 GBP |
| 2017-12-11 | 1.70 GBP |
| 2016-12-12 | 2.35 GBP |
| 2015-12-07 | 1.26 GBP |
| 2014-12-08 | 1.56 GBP |
| 2013-12-09 | 1.04 GBP |
