GSQuartix Modified Strategy on the Bloomberg Commodity Index Total Return Portfolio Class A Hedged (EURHedged)/ LU0397155978 /
NAV2024-05-14 | Chg.-0.0293 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
9.3412EUR | -0.31% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM ▶ |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2009 | - | - | - | - | - | -1.76 | 3.32 | 1.43 | -1.05 | 3.74 | 3.60 | 1.77 | - |
2010 | -6.65 | 3.27 | 0.31 | 2.14 | -7.06 | -1.30 | 5.88 | -1.46 | 6.36 | 4.53 | 0.13 | 9.74 | +15.47% |
2011 | 1.70 | 2.67 | 1.68 | 2.08 | -3.84 | -4.98 | 3.14 | 0.73 | -14.72 | 6.21 | -2.13 | -3.94 | -12.40% |
2012 | 2.96 | 2.20 | -3.05 | -0.60 | -8.73 | 4.25 | 5.14 | 1.73 | 1.71 | -4.53 | 0.69 | -1.99 | -1.12% |
2013 | 2.07 | -4.35 | -0.36 | -2.60 | -1.81 | -5.13 | 1.54 | 2.86 | -1.96 | -1.50 | -1.50 | 1.23 | -11.25% |
2014 | -1.15 | 6.70 | 0.66 | 2.32 | -2.66 | 0.51 | -4.32 | -0.41 | -6.40 | -1.26 | -3.02 | -4.75 | -13.54% |
2015 | -4.58 | 1.70 | -4.65 | 4.50 | -3.06 | 0.94 | -9.60 | -2.76 | -1.89 | -0.29 | -7.12 | -2.67 | -26.44% |
2016 | -0.92 | -0.41 | 3.25 | 8.27 | -0.28 | 3.73 | -4.48 | -2.01 | 2.99 | -0.58 | 1.07 | 0.47 | +11.05% |
2017 | 1.34 | -0.14 | -2.88 | -0.93 | -1.69 | -0.99 | 2.61 | -0.37 | 0.41 | 1.61 | -0.79 | 2.83 | +0.86% |
2018 | 1.71 | -1.49 | -1.25 | 2.29 | 0.96 | -4.20 | -2.21 | -1.92 | 1.22 | -2.66 | -1.43 | -2.99 | -11.55% |
2019 | 4.88 | 0.91 | -0.54 | -0.79 | -3.54 | 1.85 | -1.13 | -2.11 | 0.19 | 1.76 | -2.28 | 5.43 | +4.31% |
2020 | -7.13 | -4.63 | -10.29 | -0.34 | 3.09 | 2.45 | 5.38 | 5.15 | -2.13 | 0.32 | 3.18 | 5.19 | -1.25% |
2021 | 2.27 | 5.87 | -1.91 | 7.87 | 2.89 | 1.83 | 2.07 | -0.25 | 4.77 | 2.29 | -6.27 | 4.62 | +28.43% |
2022 | 7.18 | 6.21 | 8.40 | 4.77 | 0.97 | -10.61 | 2.99 | 0.05 | -8.36 | 1.42 | 3.71 | -0.93 | +14.83% |
2023 | 0.33 | -4.64 | -0.05 | -1.21 | -6.18 | 2.95 | 5.61 | -0.81 | -1.41 | 0.36 | -2.68 | -3.25 | -10.96% |
2024 | 0.72 | -1.10 | 4.00 | 1.74 | 1.10 | - | - | - | - | - | - | - | - |
Calculated values
YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
---|---|---|---|---|---|
Volatility | 8.13% | 9.36% | 10.71% | 16.64% | 15.35% |
Sharpe ratio | 1.87 | -0.06 | -0.14 | 0.14 | 0.21 |
Best month | +4.00% | +4.00% | +5.61% | +8.40% | +8.40% |
Worst month | -3.25% | -3.25% | -6.18% | -10.61% | -10.61% |
Maximum loss | -2.80% | -6.64% | -10.27% | -26.42% | -26.42% |
Outperformance | -0.26% | - | +0.55% | -2.90% | -6.49% |
All quotes in EUR
Tranches
Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
---|---|---|---|---|---|
GSQuartix Modified Strategy on t... | reinvestment | 9.1587 | +2.99% | +22.30% | |
GSQuartix Modified Strategy on t... | reinvestment | 10.7333 | +0.63% | +17.75% | |
GSQuartix Modified Strategy on t... | reinvestment | 10.5873 | +5.23% | +30.36% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.0482 | +5.12% | +29.97% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 14.5956 | +5.28% | +30.56% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.8494 | +3.16% | +22.87% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.1581 | +0.76% | +18.03% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 14.6490 | +4.74% | +24.00% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 15.4359 | +5.18% | - | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 10.0303 | +4.38% | +25.57% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.6241 | +4.39% | +27.27% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.6590 | +3.99% | +36.59% | |
GSQuartix Modified Strategy on t... | reinvestment | 9.3412 | +2.30% | +19.79% | |
GSQuartix Modified Strategy on t... | reinvestment | 11.7504 | +4.39% | +27.27% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.3867 | +4.60% | - | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 6.8649 | -0.09% | +15.29% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.0366 | +3.66% | +23.30% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.3844 | +3.07% | +22.92% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.9373 | +2.99% | +22.41% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.9668 | +4.19% | - | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.0829 | +4.39% | +46.22% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.2466 | +4.70% | - | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 11.5659 | +5.34% | +30.76% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.9652 | +5.12% | +29.97% |
Performance
YTD | +6.55% | ||
---|---|---|---|
6 Months | +1.61% | ||
1 Year | +2.30% | ||
3 Years | +19.79% | ||
5 Years | +40.64% | ||
10 Years | -15.45% | ||
Since start | -6.59% | ||
Year | |||
2023 | -10.96% | ||
2022 | +14.83% | ||
2021 | +28.43% | ||
2020 | -1.25% | ||
2019 | +4.31% | ||
2018 | -11.55% | ||
2017 | +0.86% | ||
2016 | +11.05% | ||
2015 | -26.44% |